TY - GEN
T1 - Distributed multivariate regression with unknown noise covariance in the presence of outliers
T2 - 19th IEEE Statistical Signal Processing Workshop, SSP 2016
AU - Lopez-Valcarce, Roberto
AU - Romero, Daniel
AU - Sala, Josep
AU - Pages-Zamora, Alba
N1 - Publisher Copyright:
© 2016 IEEE.
Copyright:
Copyright 2017 Elsevier B.V., All rights reserved.
PY - 2016/8/24
Y1 - 2016/8/24
N2 - We consider the problem of estimating the coefficients in a multivariable linear model by means of a wireless sensor network which may be affected by anomalous measurements. The noise covariance matrices at the different sensors are assumed unknown. Treating outlying samples, and their support, as additional nuisance parameters, the Maximum Likelihood estimate is investigated, with the number of outliers being estimated according to the Minimum Description Length principle. A distributed implementation based on iterative consensus techniques is then proposed, and it is shown effective for managing outliers in the data.
AB - We consider the problem of estimating the coefficients in a multivariable linear model by means of a wireless sensor network which may be affected by anomalous measurements. The noise covariance matrices at the different sensors are assumed unknown. Treating outlying samples, and their support, as additional nuisance parameters, the Maximum Likelihood estimate is investigated, with the number of outliers being estimated according to the Minimum Description Length principle. A distributed implementation based on iterative consensus techniques is then proposed, and it is shown effective for managing outliers in the data.
KW - Multivariate regression
KW - distributed estimation
KW - outliers
KW - wireless sensor networks
UR - http://www.scopus.com/inward/record.url?scp=84987909793&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84987909793&partnerID=8YFLogxK
U2 - 10.1109/SSP.2016.7551769
DO - 10.1109/SSP.2016.7551769
M3 - Conference contribution
AN - SCOPUS:84987909793
T3 - IEEE Workshop on Statistical Signal Processing Proceedings
BT - 2016 19th IEEE Statistical Signal Processing Workshop, SSP 2016
PB - IEEE Computer Society
Y2 - 25 June 2016 through 29 June 2016
ER -