Robustizing robust M-estimation using deterministic annealing
Robustizing robust M-estimation using deterministic annealing
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DOI：
10.1016/0031-3203(95)00071-2
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发表时间：
1996-01-01
影响因子：
8
通讯作者：
Li, SZ
中科院分区：
文献类型：
--
作者：
Li, SZ
本文提出了一种改进的鲁棒M-估计称为退火M-估计（AM-估计），以避免与M-估计的问题。AM估计器将退火技术结合到M估计器中。它具有以下优点：无论初始化如何，它都逼近全局解。它不涉及尺度估计量，也不涉及自由参数，避免了其中的不可靠性，也不需要顺序统计量，如中位数，因此没有排序。实验结果表明，AM估计是非常稳定的，并有一个优雅的行为，关于离群点的百分比和噪声方差。
This paper presents a modified robust M-estimator referred to as the annealing M-estimator (AM-estimator) to avoid problems with the M-estimator. The AM-estimator combines the annealing technique into the M-estimator. It has the following advantages: it approximates the global solution regardless of the initialization. It involves no scale estimator nor free parameters, avoiding the unreliability therein, nor does it need order statistics such as the median and hence no sorting. Experimental results show that the AM-estimator is very stable and has an elegant behavior with respect to percentage of outliers and noise variance.