Stratified sampling in highly polluted data as an effective and reliable alternative to high breakdown point estimators

Observations on certain real-life cases include units that are incompatible with other data sets. Values that are extreme in nature do influence estimates obtained by conventional estimators. Robust estimators are therefore necessary for efficient estimation of parameters. This paper uses stratification with simple random sampling without replacement to optimize sample allocation in stratum for efficient parameter estimation as an alternative method of handling highly contaminated samples. Our proposed method stratifies the highly contaminated population into two non-overlapping sub-populations, and stratified samples of sizes 50, 200, and 500 was drawn. We estimate the model parameters form the contaminated sampled data using ordinary least squares under the proposed method, and using the two high breakdown point estimators; the Least Median of Squares and Least Trimmed Squares. Our findings shows that the proposed method did not perform well for low contamination levels (⩽ 30%) but outperformed Least Median of Squares and Least Trimmed Squares for higher contamination rates (⩾ 40%). This indicates that our proposed method compares well and compete favorably with the two high breakdown point estimators.

Robust AIC with High Breakdown Scale Estimate

Akaike Information Criterion (AIC) based on least squares (LS) regression minimizes the sum of the squared residuals; LS is sensitive to outlier observations. Alternative criterion, which is less sensitive to outlying observation, has been proposed; examples are robust AIC (RAIC), robust Mallows Cp (RCp), and robust Bayesian information criterion (RBIC). In this paper, we propose a robust AIC by replacing the scale estimate with a high breakdown point estimate of scale. The robustness of the proposed methods is studied through its influence function. We show that, the proposed robust AIC is effective in selecting accurate models in the presence of outliers and high leverage points, through simulated and real data examples.

Application of median-equation approach for outlier detection in geodetic networks

In geodetic measurements some outliers may occur sometimes in data sets, depending on different reasons. There are two main approaches to detect outliers as Tests for outliers (Baarda's and Pope's Tests) and robust methods (Danish method, Huber method etc.). These methods use the Least Squares Estimation (LSE). The outliers affect the LSE results, especially it smears the effects of the outliers on the good observations and sometimes wrong results may be obtained. To avoid these effects, a method that does not use LSE should be preferred. The median is a high breakdown point estimator and if it is applied for the outlier detection, reliable results can be obtained. In this study, a robust method which uses median with or as a treshould value on median residuals that are obtained from median equations is proposed. If the a priori variance of the observations is known, the reliability of the new approch is greater than the one in the case where the a priori variance is unknown.

Robust Pose Estimation With an Outlier Diagnosis Based on a Relaxation of Rigid Body Constraints

In this paper, we propose a novel outlier diagnosis method for robust pose estimation of rigid body motions from outlier contaminated 3D point measurements. Due to incorrect correspondences in a cluttered measuring environment, observed point data are contaminated by outliers, which are unusual gross errors that lie out of an overall error distribution. Standard least-squares methods for pose estimation are highly sensitive to outliers. For this reason, an outlier diagnosis method is developed to preprocess measured point data prior to pose estimation. This diagnosis method detects and removes outliers based on a relaxation method with rigid body constraints of a rigid body. Simulations and experiments prove the effectiveness and advantages of high breakdown point and ease of implementation.

Application and Comparison of High Breakdown-Point and Bounded-Influence Estimators to Rotor Balancing

In the field of rotor balancing, the traditional influence coefficient method is often employed along with weighted least squares in order to reduce amplitude vibrations, typically at selected rotating speeds such as critical or operating ones. Usually, these weights are manually selected by the operator. In this paper, an automatic procedure for the balancing mass estimation based on robust regression methods is introduced. The analysis is focused on high breakdown-point and bounded-influence estimators. The effectiveness and robustness of the proposed balancing procedure are shown by means of simulations of a 180 MW gas turbo generator of a power plant.