重磁解释的鲁棒极大似然方法

Joāo B.C Silva, Alterêdo O Cutrim
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引用次数: 8

摘要

历史上,自动曲线匹配算法采用最小二乘法,使残差的L2范数最小化。然而,最小二乘法对数据中异常值的存在非常敏感,迄今为止采用的另一种鲁棒方法是使残差L1范数最小化的最小绝对误差。然而,将最小化残差范数的类型与解释方法对异常值存在的敏感性联系起来可能会导致错误的印象,即没有比L1范数最小化更健壮的方法了。另一种观点是将鲁棒性与描述误差的概率密度函数联系起来。长尾分布与更健壮的方法有关。假设数据中的误差分别服从高斯分布或拉普拉斯分布,则最小二乘误差和最小绝对误差都可以由最大似然方法导出。本文提出了一个基于柯西分布误差假设的极大似然估计。柯西分布比高斯分布和拉普拉斯分布都要长尾。结果表明,该方法比最小二乘法和最小绝对误差法具有更强的鲁棒性。在有高斯噪声和地质噪声的情况下,与最小二乘方法相比,该方法具有更优越的性能。结果表明,与最小二乘法相比,该方法对初始猜测的敏感性较低。它产生更好、更一致的解决方案,从而减少歧义。此外,由于该方法考虑了地质噪声的存在,因此可以使用简单的解释模型来获得震源的粗略但可靠的轮廓。这个特征在设计自动解释算法时可能很有用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A robust maximum likelihood method for gravity and magnetic interpretation

Historically, automatic curve-matching algorithms have employed the least squares method which minimizes the L2 norm of the residuals. The least squares method, however, is very sensitive to the presence of outliers in data, and the alternative robust method employed so far has been the minimum absolute errors which minimizes the L1 norm of the residuals.

Associating the type of residual norm being minimized with the sensitivity of the interpretation method to the presence of outliers may lead, however, to the false impression that there is no method more robust than the minimization of the L1 norm.

Another viewpoint is to associate robustness with the probability density function describing the errors. Long-tailed distributions are related to more robust methods. Both least squares and minimum absolute errors may be derived from a maximum likelihood approach assuming that the errors present in the data follow a Gaussian or Laplace distribution, respectively. In this paper we present a maximum likelihood estimator based on the assumptions of errors following a Cauchy distribution which is more long-tailed than either the Gaussian or the Laplace distribution. As a result, the derived method is more robust than either the least squares or the minimum absolute errors.

The superior performance of the method as compared with the least squares method in the presence of Gaussian and geological noise is demonstrated using synthetic and field data. The results show that the method is less sensitive to the initial guess than the least squares. It produces better and more consistent solutions which are, therefore, less ambiguous. Also, as the method takes into account the presence of geological noise, it may be used to obtain a rough, but reliable outline of the sources, using simple interpretation models. This feature might be useful in designing automatic interpretation algorithms.

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