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...
LMedS算法ROUSSEEUW84--Least Median Of Squares外文电子书籍.pdf,Least Median of Squares Regression PETER J. ROUSSEEUW* Classical least squares regression consists of minimizing came from Edgeworth (1887), improving a proposal of the sum of the squared resi
This algorithm is very complicated and the fastest practical algorithm has an expected time complexity of O(n 2 (log n) 2 ). In short the time complexity our algor...Souvaine, DL, Steele, JM (1987) Time-and Space-Efficient Algorithms for Least Median of Squares Regression. J. Amer. ...
Least median of squares regression presents a daunting computational problem for moderate to large data sets — the optimum is the Chebyshev regression fit to the correct subset of the cases, and finding it exactly requires an investigation of all subsets of the cases of a certain size. The fea...
Riedmiller M, Braun H (1993) A direct adaptive method for faster backpropagation learning: the RPROP algorithm. In: Proceedings of the IEEE International Conference on Neural Networks. ICNN, San Francisco, pp 586–591 Rousseeuw PJ (1984) Least median of squares regression. J Am Stat Assoc 79...
the average errors in the estimation of the slope were found to be 18.9 % by least-squares, 17.7% by the least absolute deviation method, 0.5% by the least median of squares algorithm, 9.1% by an adaptive Kalman filter algorithm, and 0.9% by a zero-lag adaptive Kalman filter algorithm....
The feasible solution algorithm for least trimmed squares regression Least trimmed squares (LTS) is a criterion for analyzing multiple regression data sets in which there may be outliers. The method consists of finding that ... DM Hawkins - 《Computational Statistics & Data Analysis》 被引量: 149...
6) estimation of least median squares 最小中值平方估计 1. Then the robust Mahalanobis distances of training samples with normal texture were calculated by using the fast algorithm for the estimation of least median squares. 利用最小中值平方估计的快速算法,获得正常织物纹理训练样本的稳健马氏距离,并...
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 convergence behavior of the least squares general modulus algorithm (LSGMA) is analyzed under several signal environments. 对用于波束形成的最小二乘广义模值算法(LSGMA)在多种信号环境下的收敛性能进行了分析;在此基础上提出一种新的多用户盲波束形成算法———迭代最小二乘广义模投影(ILSP-GMA)算法,...