Models of Noise and Robust Estimation

作者: Federico Girosi , MASSACHUSETTS INST OF TECH CAMBRIDGE ARTIFICIAL INTELLIGENCE LAB

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摘要: Least squares estimators are very common in statistics, but they lead to results that sensitive outliers, and it has been proposed minimize other measures of error, ``robust'''' estimates. In this paper we show using these robust corresponds assuming data corrupted by Gaussian noise whose variance fluctuates according some given probability distribution, uniquely determines the estimator.

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