Heteroscedastic Projection Based M-Estimators
Abstract
Robust regression methods, such as RANSAC, suffer from a sensitivity to the scale parameter used for generating the inlier-outlier dichotomy. Projection based M-estimators (pbM) offer a solution to this by reframing the regression problem in a projection pursuit framework. In this paper we modify the pbM formulation to obtain an improved pbM algorithm. Furthermore, the modified algorithm is easily generalized to handle heteroscedastic data . The superior performance of heteroscedastic pbM, as compared to simple pbM, is experimentally verified.
Cite
Text
Subbarao and Meer. "Heteroscedastic Projection Based M-Estimators." IEEE/CVF Conference on Computer Vision and Pattern Recognition, 2005. doi:10.1109/CVPR.2005.467Markdown
[Subbarao and Meer. "Heteroscedastic Projection Based M-Estimators." IEEE/CVF Conference on Computer Vision and Pattern Recognition, 2005.](https://mlanthology.org/cvpr/2005/subbarao2005cvpr-heteroscedastic/) doi:10.1109/CVPR.2005.467BibTeX
@inproceedings{subbarao2005cvpr-heteroscedastic,
title = {{Heteroscedastic Projection Based M-Estimators}},
author = {Subbarao, Raghav and Meer, Peter},
booktitle = {IEEE/CVF Conference on Computer Vision and Pattern Recognition},
year = {2005},
pages = {38},
doi = {10.1109/CVPR.2005.467},
url = {https://mlanthology.org/cvpr/2005/subbarao2005cvpr-heteroscedastic/}
}