On data-dependent tuning constant of the Huber family for robust estimator

2018 ◽  
Vol 38 (1-2) ◽  
pp. 21
Author(s):  
Agnieszka Kulawik ◽  
Stefan Zontek
Keyword(s):  
Robust Estimator ◽  
Tuning Constant

POWER SYSTEM STATE ESTIMATION USING A ROBUST ESTIMATOR

2019 ◽  
Vol XVI (4) ◽  
pp. 53-65
Author(s):  
Zahid Khan ◽  
Katrina Lane Krebs ◽  
Sarfaraz Ahmad ◽  
Misbah Munawar
Keyword(s):  
Power Systems ◽  
State Estimation ◽  
Loss Function ◽  
Weighted Least Squares ◽  
Primary Data ◽  
Robust Estimator ◽  
System State ◽  
State Estimator ◽  
Suggested Approach ◽  
Power System State Estimation

State estimation (SE) is a primary data processing algorithm which is utilised by the control centres of advanced power systems. The most generally utilised state estimator is based on the weighted least squares (WLS) approach which is ineffective in addressing gross errors of input data of state estimator. This paper presents an innovative robust estimator for SE environments to overcome the non-robustness of the WLS estimator. The suggested approach not only includes the similar functioning of the customary loss function of WLS but also reflects loss function built on the modified WLS (MWLS) estimator. The performance of the proposed estimator was assessed based on its ability to decrease the impacts of gross errors on the estimation results. The properties of the suggested state estimator were investigated and robustness of the estimator was studied considering the influence function. The effectiveness of the proposed estimator was demonstrated with the help of examples which also indicated non-robustness of MWLS estimator in SE algorithm.

scholarly journals Robust Silent Localization of Underwater Acoustic Sensor Network Using Mobile Anchor(s)

Sensors ◽  
2021 ◽  
Vol 21 (3) ◽  
pp. 727
Author(s):  
Rahul Mourya ◽  
Mauro Dragone ◽  
Yvan Petillot
Keyword(s):  
Channel Model ◽  
Low Cost ◽  
Sensor Nodes ◽  
Noise Model ◽  
Robust Estimator ◽  
Acoustic Sensor ◽  
Underwater Acoustic ◽  
Acoustic Channel ◽  
Localization Scheme ◽  
Mobile Anchor

Underwater acoustic sensor networks (UWASNs) can revolutionize the subsea domain by enabling low-cost monitoring of subsea assets and the marine environment. Accurate localization of the UWASNs is essential for these applications. In general, range-based localization techniques are preferred for their high accuracy in estimated locations. However, they can be severely affected by variable sound speed, multipath spreading, and other effects of the acoustic channel. In addition, an inefficient localization scheme can consume a significant amount of energy, reducing the effective life of the battery-powered sensor nodes. In this paper, we propose robust, efficient, and practically implementable localization schemes for static UWASNs. The proposed schemes are based on the Time-Difference-of-Arrival (TDoA) measurements and the nodes are localized passively, i.e., by just listening to beacon signals from multiple anchors, thus saving both the channel bandwidth and energy. The robustness in location estimates is achieved by considering an appropriate statistical noise model based on a plausible acoustic channel model and certain practical assumptions. To overcome the practical challenges of deploying and maintaining multiple permanent anchors for TDoA measurements, we propose practical schemes of using a single or multiple surface vehicles as virtual anchors. The robustness of localization is evaluated by simulations under realistic settings. By combining a mobile anchor(s) scheme with a robust estimator, this paper presents a complete package of efficient, robust, and practically usable localization schemes for low-cost UWASNs.

The p value line: a way to choose the tuning constant in tests based on the Huber $${\varvec{M}}$$ M -estimator

Test ◽  
2014 ◽  
Vol 23 (3) ◽  
pp. 536-555 ◽  
Author(s):  
A. García-Pérez
Keyword(s):  
P Value ◽  
M Estimator ◽  
Tuning Constant

scholarly journals Improving the Efficiency of Robust Estimators for the Generalized Linear Model

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 88-107
Author(s):  
Alfio Marazzi
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimator ◽  
Linear Model ◽  
Negative Binomial ◽  
Small Sample ◽  
Hospital Length Of Stay ◽  
Robust Estimator ◽  
Negative Binomial Regression Model ◽  
Likelihood Estimator ◽  
Density Power Divergence

The distance constrained maximum likelihood procedure (DCML) optimally combines a robust estimator with the maximum likelihood estimator with the purpose of improving its small sample efficiency while preserving a good robustness level. It has been published for the linear model and is now extended to the GLM. Monte Carlo experiments are used to explore the performance of this extension in the Poisson regression case. Several published robust candidates for the DCML are compared; the modified conditional maximum likelihood estimator starting with a very robust minimum density power divergence estimator is selected as the best candidate. It is shown empirically that the DCML remarkably improves its small sample efficiency without loss of robustness. An example using real hospital length of stay data fitted by the negative binomial regression model is discussed.

A Robust Estimator-Based Nonlinear Filtering Approach to Piecewise Biosignal Reconstruction

2020 ◽  
Vol 69 (2) ◽  
pp. 362-370 ◽  
Author(s):  
Priya Ranjan Muduli ◽  
Anirban Mukherjee
Keyword(s):  
Nonlinear Filtering ◽  
Robust Estimator ◽  
Filtering Approach

Robustness to Parametric Assumptions in Missing Data Models

2011 ◽  
Vol 101 (3) ◽  
pp. 538-543 ◽  
Author(s):  
Bryan S Graham ◽  
Keisuke Hirano
Keyword(s):  
Empirical Bayes ◽  
Missing At Random ◽  
Data Driven ◽  
Robust Estimator ◽  
Sampling Variance ◽  
Bayes Estimators ◽  
Cell Means ◽  
Double Robust ◽  
Empirical Bayes Estimators ◽  
Empirical Bayes Estimator

We consider estimation of population averages when data are missing at random. If some cells contain few observations, there can be substantial gains from imposing parametric restrictions on the cell means, but there is also a danger of misspecification. We develop a simple empirical Bayes estimator, which combines parametric and unadjusted estimates of cell means in a data-driven way. We also consider ways to use knowledge of the form of the propensity score to increase robustness. We develop an empirical Bayes extension of a double robust estimator. In a small simulation study, the empirical Bayes estimators perform well. They are similar to fully nonparametric methods and robust to misspecification when cells are moderate to large in size, and when cells are small they maintain the benefits of parametric methods and can have lower sampling variance.

scholarly journals Generalized Variance: A Robust Estimator of Stock Price Volatility

2015 ◽  
Author(s):  
Max Sutton ◽  
Andrey L. Vasnev ◽  
Richard H. Gerlach
Keyword(s):  
Stock Price ◽  
Price Volatility ◽  
Robust Estimator ◽  
Stock Price Volatility ◽  
Generalized Variance

The Weighting Pattern of a Bayesian Robust Estimator

2019 ◽  
pp. 3-21
Author(s):  
Gina G. Chen ◽  
George P. Box
Keyword(s):  
Robust Estimator
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