Multivariate calibration with robust signal regression

Li Bin; Marx Brian D.; Chakraborty Somsubhra; Weindorf David C.

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Multivariate calibration with robust signal regression

机译：具有鲁棒信号回归的多变量校准

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Motivated by a multivariate calibration problem from a soil characterization study, we proposed tractable and robust variants of penalized signal regression (PSR) using a class of non-convex Huber-like criteria as the loss function. Standard methods may fail to produce a reliable estimator, especially when there are heavy-tailed errors. We present a computationally efficient algorithm to solve this non-convex problem. Simulation and empirical examples are extremely promising and show that the proposed algorithm substantially improves the PSR performance under heavy-tailed errors.

机译：通过土壤特征研究的多变量校准问题，我们使用一类非凸页状标准作为损耗功能提出了惩罚信号回归（PSR）的贸易和鲁棒变体。标准方法可能无法产生可靠的估计器，尤其是当存在重尾误差时。我们提出了一种计算有效的算法来解决这个非凸面问题。仿真和经验示例非常有前途，并且表明所提出的算法在重尾误差下大大提高了PSR性能。

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来源
《Statistical modeling: applications in contemporary issues》 |2019年第5期|共21页
作者
Li Bin; Marx Brian D.; Chakraborty Somsubhra; Weindorf David C.;
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作者单位

Louisiana State Univ Dept Expt Stat Baton Rouge LA 70803 USA;

Louisiana State Univ Dept Expt Stat Baton Rouge LA 70803 USA;

IIT Kharagpur Agr &

Food Engn Dept Kharagpur W Bengal India;

Texas Tech Univ Dept Plant &

Soil Sci Lubbock TX 79409 USA;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
Huber loss; multivariate calibration; P-splines; robust regression; signal regression;

机译：Huber Loss;多元校准;p样分;强大的回归;信号回归;

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1. Multivariate calibration with robust signal regression [J] . Li Bin, Marx Brian D., Chakraborty Somsubhra, Statistical modeling: applications in contemporary issues . 2019,第5期

机译：具有鲁棒信号回归的多变量校准
2. Robust ridge regression based on self-paced learning for multivariate calibration [J] . Peng Jiangtao, Tian Long Chemometrics and Intelligent Laboratory Systems . 2018,第期

机译：基于自花奏学习进行多变量校准的强大脊回归
3. ROBUST REGRESSION USED FOR THE TREATMENT OF PARTIAL NON-LINEARITY IN MULTIVARIATE CALIBRATION [J] . Xie YL., Jiang JH., Yu RQ., Analytica chimica acta . 1995,第3期

机译：鲁棒回归用于多元校准中的部分非线性处理
4. A robust multivariate regression algorithm with robust estimators [C] . Kashyap, R.L., Maiyuran, . 1992

机译：具有稳健估计量的稳健多元回归算法
5. Improving the robustness of multivariate calibration models for the determination of glucose by near-infrared spectroscopy. [D] . Kramer, Kirsten Elizabeth. 2005

机译：提高了通过近红外光谱法测定葡萄糖的多元校准模型的鲁棒性。
6. Simultaneous quantification of artesunate and mefloquine in fixed-dose combination tablets by multivariate calibration with middle infrared spectroscopy and partial least squares regression [O] . Breno Maurício Marson, Raquel de Oliveira Vilhena, Camilla Regina de Souza Madeira, 2016

机译：通过中红外光谱和偏最小二乘回归进行多元校正同时定量测定固定剂量组合片剂中的青蒿琥酯和甲氟喹
7. Multivariate real time signal extraction by a robust adaptive regression filter [O] . Borowski, Matthias, Schettlinger, Karen, Gather, Ursula 2008

机译：通过鲁棒的自适应回归滤波器进行多变量实时信号提取
8. Development of a Robust Smart Antenna Array Signal-Processing Algorithmbased on Antenna Array Auto-Calibration Using GPS Signals. [R] . O'Droma, M. 2002

机译：利用Gps信号开发天线阵自动校准的鲁棒智能天线阵列信号处理算法。

Multivariate calibration with robust signal regression

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