Νέο Άρθρο στο περιοδικό IEEE Transactions on Signal Processing

Η δημοσίευση αναφέρεται σε γραμμική παλινδρόμηση πάνω σε αραιά συστήματα.

Robust Linear Regression Analysis— A Greedy Approach

Abstract

In the following work, the task of robust estimation in the presence of outliers is presented. Despite the fact that, the problem has been stated a few decades ago and solved using classic (considered nowadays) methods, modern approaches have made notable contributions to the problem. In the present manuscript, an alternative approach is considered. Outliers are explicitly modeled by employing sparsity arguments and a novel efficient algorithm (Greedy Algorithm for Robust Denoising - (GARD)), based on the greedy Orthogonal Matching Pursuit (OMP) scheme, is derived. The case where only outliers are present has been studied separately, where bounds on the Restricted Isometry Property, guarantees that the recovery of the signal via (GARD) is exact. Moreover, theoretical results concerning error bounds and the recovery of the support of the solution in the case of additional bounded noise are discussed. Finally, we provide extensive simulations, which verify the comparative advantages of the new technique.

Περισσότερα στο IEEE xplore και στην προσωπική μου ιστοσελίδα.