Olsen, Clark F., "An approximation algorithm for least median of squares regression," Information Processing Letters, 63 (1997) 237-241.C. F. Olson. An approximation algorithm for least median of squares regression. Information Processing Letters, 63(5):237{241,...
鲁棒回归之Least Median of Squares(LMedS) 简介 这里我们来看一个比较少见的鲁棒回归中的方法:最小中值二乘法(Least Median of Squares, LMedS),其对应的优化问题为: 为残差,为优化变量(1)argminβ S(β)=median(ri2),ri为残差,β为优化变量 它和最小二乘法不同,最小二乘法本质上就是优化均值,LMedS...
鲁棒回归之Least Median of Squares(LMedS) 这里我们来看另一个鲁棒回归中的方法:截断最小二乘法(Least Trimmed Squares, LTS),顾名思义,这个方法会把一部分残差剔除,它可以显式地剔除野值点的影响。 鲁棒回归中抛锚点概念 抛锚点 \epsilon (Breakdown Point)是指样本中最高脏数据的比例,在该比例下,估计量(Est...
The motion parameters are then estimated using the weighted least-squares procedure: 12 ∑Θ$= arg min w(x)r(x,Θ )2 Θx The final parameters, Θ$, are obtained by solving (Draper and Smith, 1981): Θ$= (XTWX)− 1XTWy where X = (a(x1),a(x2 ),..., a(xn ))T , xi...
Least median of squares: a suitable objective function for stock assessment models? Canadian Journal of Fisheries and Aquatic Sciences 59: 1474-1481.Shertzer, K. W., and M. H. Prager. 2002. Least median of squares: a suitable objective function for stock assessment models? Canadian Journal of...
...ast Absolute Deviations)、最小中间平方法(Least Median of Squares)。 tsp.softhome.com.tw|基于2个网页 3. 最小平方中值定理 最小平方中值定理,Least median of... ... )Least median of squares最小平方中值定理) least median squares 最小中值平方法 ... ...
least median of squaresOrdinary least squares (OLS) regression is relatively sensitive to the presence of outliers in a data set. In this paper, a robust estimation method, least median of squares (LMS) is used to identify outliers in land value data. Once the outliers are identified, are ...
An efficient algorithm for updating the gradient adaptive lattice (GAL) filter, termed the median least mean squares lattice (MLMSL) adaptive filter, is presented. The update in the proposed algorithm is achieved by employing the sample median of the gradient estimates at each stage of the ...
The proposed two-dimensional median least mean squares (TDMLMS) algorithm is a gradient-based steepest descent algorithm and employs the sample median of the instantaneous gradients within a suitable window as a measure of the true gradient. The nonlinear action of the median filtering operation ...
algorithm based on the iterative Least Median of Squares, that outperforms some existing solutions in its accuracy or speed. We demonstrate how to minimise new non-differentiable performance function by a deterministic approximate method. Results of simulations and comparison with other learning methods ...