Title
A highly robust estimator for regression models
Abstract
It is well known that classical robust estimators tolerate only less than fifty percent of outliers. However, situations with more than fifty percent of outliers often occur in practice. The efficient identification of objects from a noisier background is thus a difficult problem. In this paper, a highly robust estimator is formulated to tackle such a difficulty. The proposed estimator is called the regression density decomposition (RDD) estimator. The computational analysis of the estimator and its properties are discussed and a simulated annealing algorithm is proposed for its implementation. It is demonstrated that the RDD estimator can resist a very large proportion of noisy data, even more than fifty percent. It is successfully applied to some simulated and real-life noisy data sets. It appears that the estimator can solve efficiently and effectively general regression problems, pattern recognition, computer vision and data mining problems.
Year
DOI
Venue
2006
10.1016/j.patrec.2005.06.012
Pattern Recognition Letters
Keywords
Field
DocType
rdd estimator,general regression problem,fifty percent,proposed estimator,noisy data,robustness,data mining problem,regression model,simulated annealing algorithm,real-life noisy data set,robust estimator,classical robust estimator,regression density decomposition,data mining,pattern recognition
Efficient estimator,Pattern recognition,Computer science,Minimax estimator,Outlier,Robustness (computer science),Robust statistics,Artificial intelligence,Trimmed estimator,Invariant estimator,Estimator
Journal
Volume
Issue
ISSN
27
1
Pattern Recognition Letters
Citations 
PageRank 
References 
1
0.39
9
Authors
3
Name
Order
Citations
PageRank
Jiang-Hong Ma19912.21
Yee Leung2208196.44
Jian-Cheng Luo39920.75