C. Brécheteau, Edouard Genetay, Timothee Mathieu, Adrien Saumard
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引用次数: 0
摘要
本文介绍了最近对稳健推理的一些贡献。首先,使用最优传输方法--特别设计的 Wasserstein 型距离--重新审视了位置参数稳健 M 估算的经典问题,该方法将稳健性简化为连续性属性。其次,介绍了一种利用球的结合来估算紧凑集距离函数的方法。这种方法源自拓扑推理领域,其副产品是稳健聚类方法。第三,利用均值中值策略的自举变体,构建了鲁棒的 Lloyd 型聚类算法。该算法具有稳健的初始化。
Some recent contributions to robust inference are presented. Firstly, the classical problem of robust M-estimation of a location parameter is revisited using an optimal transport approach - with specifically designed Wasserstein-type distances - that reduces robustness to a continuity property. Secondly, a procedure of estimation of the distance function to a compact set is described, using union of balls. This methodology originates in the field of topological inference and offers as a byproduct a robust clustering method. Thirdly, a robust Lloyd-type algorithm for clustering is constructed, using a bootstrap variant of the median-of-means strategy. This algorithm comes with a robust initialization.