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The change-of-variance function of M-estimators of scale under general contamination

Publications associées (33)

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Mmse Denoising Of Sparse Levy Processes Via Message Passing

Michaël Unser, Arash Amini, Ulugbek Kamilov

Many recent algorithms for sparse signal recovery can be interpreted as maximum-a-posteriori (MAP) estimators relying on some specific priors. From this Bayesian perspective, state-of-the-art methods based on discrete-gradient regularizers, such as total-v ...

Ieee2012

MMSE Denoising of Sparse Lévy Processes via Message Passing

Michaël Unser, Azin Amini, Ulugbek Kamilov

IEEE2012

Speech Enhancement using an Improved MMSE Estimator with Laplacian Prior

In this paper we present an optimal estimator of magnitude spectrum for speech enhancement when the clean speech DFT coefficients are modeled by a Laplacian distribution and the noise DFT coefficients are modeled by a Gaussian distribution. Chen has alread ...

2010

Robust Multivariate and Nonlinear Time Series Models

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...

EPFL2010

Robust inference for generalized linear models

Sahar Hosseinian Ehrensberger

Generalized Linear Models have become a commonly used tool of data analysis. Such models are used to fit regressions for univariate responses with normal, gamma, binomial or Poisson distribution. Maximum likelihood is generally applied as fitting method. I ...

EPFL2009

Redescending M-estimators

Stephan Morgenthaler

in finite sample studies redescending M-estimators outperform bounded M-estimators (see for example, Andrews et al. [1972. Robust Estimates of Location. Princeton University Press, Princeton]). Even though redescenders arise naturally out of the maximum li ...

Elsevier2008

Les mathématiques financières robustes, le maritime et les FFA

Jérôme Reboulleau

Powerful mathematical tools have been developed for trading in stocks and bonds, but other markets that are equally important for the globalized world have to some extent been neglected. We decided to study the shipping market as an new area of development ...

EPFL2008

Anisotropic error control for environmental applications

Luca Dede'

In this paper we aim at controlling physically meaningful quantities with emphasis on environmental applications. This is carried out by an efficient numerical procedure combining the goal-oriented framework [R. Becker, R. Rannacher, An optimal control app ...

Elsevier2008

Outlier modeling in image matching

Martin Vetterli, Sabine Süsstrunk, Luciano Sbaiz, David Hasler

We address the question of how to characterize the outliers that may appear when matching two views of the same scene. The match is performed by comparing the difference of the two views at a pixel level, aiming at a better registration of the images. When ...

2003

Highly Robust Variogram Estimation

In the context of spatial statistics, the classical variogram estimator proposed by Matheron is not robust against outliers in the data, nor is Cressie and Hawkins' estimator. Therefore, we suggest the use of a variogram estimator based on a highly robust ...

1996