Improved Image Quality for Static BLADE Magnetic Resonance Imaging Using the Total-Variation Regularized Least Absolute Deviation Solver

In order to improve the image quality of BLADE magnetic resonance imaging (MRI) using the index tensor solvers and to evaluate MRI image quality in a clinical setting, we implemented BLADE MRI reconstructions using two tensor solvers (the least-squares solver and the L1 total-variation regularized least absolute deviation (L1TV-LAD) solver) on a graphics processing unit (GPU). The BLADE raw data were prospectively acquired and presented in random order before being assessed by two independent radiologists. Evaluation scores were examined for consistency and then by repeated measures analysis of variance (ANOVA) to identify the superior algorithm. The simulation showed the structural similarity index (SSIM) of various tensor solvers ranged between 0.995 and 0.999. Inter-reader reliability was high (Intraclass correlation coefficient (ICC) = 0.845, 95% confidence interval: 0.817, 0.87). The image score of L1TV-LAD was significantly higher than that of vendor-provided image and the least-squares method. The image score of the least-squares method was significantly lower than that of the vendor-provided image. No significance was identified in L1TV-LAD with a regularization strength of λ= 0.4–1.0. The L1TV-LAD with a regularization strength of λ= 0.4–0.7 was found consistently better than least-squares and vendor-provided reconstruction in BLADE MRI with a SENSitivity Encoding (SENSE) factor of 2. This warrants further development of the integrated computing system with the scanner.

Variable Selection and Regularization in Quantile Regression via Minimum Covariance Determinant Based Weights

The importance of variable selection and regularization procedures in multiple regression analysis cannot be overemphasized. These procedures are adversely affected by predictor space data aberrations as well as outliers in the response space. To counter the latter, robust statistical procedures such as quantile regression which generalizes the well-known least absolute deviation procedure to all quantile levels have been proposed in the literature. Quantile regression is robust to response variable outliers but very susceptible to outliers in the predictor space (high leverage points) which may alter the eigen-structure of the predictor matrix. High leverage points that alter the eigen-structure of the predictor matrix by creating or hiding collinearity are referred to as collinearity influential points. In this paper, we suggest generalizing the penalized weighted least absolute deviation to all quantile levels, i.e., to penalized weighted quantile regression using the RIDGE, LASSO, and elastic net penalties as a remedy against collinearity influential points and high leverage points in general. To maintain robustness, we make use of very robust weights based on the computationally intensive high breakdown minimum covariance determinant. Simulations and applications to well-known data sets from the literature show an improvement in variable selection and regularization due to the robust weighting formulation.

Robust Identification of an Exponential Autoregressive Model

One of the most common nonlinear time series (random processes with discrete time) models is the exponential autoregressive model. In particular, it describes such nonlinear effects as limit cycles, resonant jumps, and dependence of the oscillation frequency on amplitude. When identifying this model, the problem arises of estimating its parameters --- the coefficients of the corresponding autoregressive equation. The most common methods for estimating the parameters of an exponential model are the least squares method and the least absolute deviation method. Both of these methods have a number of disadvantages, to eliminate which the paper proposes an estimation method based on the robust Huber approach. The obtained estimates occupy an intermediate position between the least squares and least absolute deviation estimates. It is assumed that the stochastic sequence is described by the autoregressive equation of the first order, is stationary and ergodic, and the probability distribution of the innovations process of the model is unknown. Unbiased, consistency and asymptotic normality of the proposed estimate are established by computer simulation. Its asymptotic variance was found, which allows to obtain an explicit expression for the relative efficiency of the proposed estimate with respect to the least squares estimate and the least absolute deviation estimate and to calculate this efficiency for the most widespread probability distributions of the innovations sequence of the equation of the autoregressive model

Direct Least Absolute Deviation Fitting of Ellipses

Scattered data from edge detection usually involve undesired noise which seriously affects the accuracy of ellipse fitting. In order to alleviate this kind of degradation, a method of direct least absolute deviation ellipse fitting by minimizing the ℓ1 algebraic distance is presented. Unlike the conventional ℓ2 estimators which tend to produce a satisfied performance on ideal and Gaussian noise data, while do a poor job for non-Gaussian outliers, the proposed method shows very competitive results for non-Gaussian noise. In addition, an efficient numerical algorithm based on the split Bregman iteration is developed to solve the resulting ℓ1 optimization problem, according to which the computational burden is significantly reduced. Furthermore, two classes of ℓ2 solutions are introduced as the initial guess, and the selection of algorithm parameters is studied in detail; thus, it does not suffer from the convergence issues due to poor initialization which is a common drawback existing in iterative-based approaches. Numerical experiments reveal that the proposed method is superior to its ℓ2 counterpart and outperforms some of the state-of-the-art algorithms for both Gaussian and non-Gaussian artifacts.

Statistical Inference for Least Absolute Deviation Regression with Autocorrelated Errors

The method of least absolute deviation provides a robust alternative to least squares, particularly when the data follow distributions that are non-normal and subject to outliers. While inference in least squares estimation is well understood, inferential procedures in the situation of least absolute deviation estimation have not been studied as extensively, particularly in the presence of autocorrelation. In this search, we study two alternative significance test procedures in least absolute deviation regression, along with two approaches used to correct for serial correlation. The study is based on a Monte Carlo simulation, and comparisons are made based on observed significance levels.

Exponential Autoregressive Parameters Estimation

The purpose of the research was to compare the least squares estimatate and the least absolute deviation estimate depending on the probability distribution of the renewal process of the autoregressive equation. To achieve this goal, the sequence of observations of the exponential autoregressive process was repeatedly reproduced using computer simulation, and the least squares estimate and the least absolute deviation estimate were calculated for each sequence. The resulting estimation sequences were used to calculate the sample variances of the least squares estimate and the least absolute deviation estimate. The best estimate was the one with the lowest sample variance. The quantitative measure for the estimates comparison was the sample relative efficiency of estimates, defined as the inverse ratio of their sample variances. Normal distribution, contaminated normal distribution, i.e. Tukey distribution, with different values of the proportion and intensity of contamination, logistic distribution, Laplace distribution and Student distribution with different degrees of freedom, in particular, with one degree of freedom, that is, Cauchy distribution, were used as models of probability distribution of the renewal process. For each probability distribution, asymptotic values of the sample relative efficiency were obtained with an unlimited increase in the sample size of the observations of the autoregressive process. Findings of research show that the least absolute deviation estimate is better than the least squares estimate for Laplace distribution and the contaminated normal distribution with sufficiently large levels of the proportion and intensity of contamination. In other cases, the least squares estimate is preferable.