Noise Statistics Oblivious GARD For Robust Regression With Sparse Outliers

You are here

Top Reasons to Join SPS Today!

1. IEEE Signal Processing Magazine
2. Signal Processing Digital Library*
3. Inside Signal Processing Newsletter
4. SPS Resource Center
5. Career advancement & recognition
6. Discounts on conferences and publications
7. Professional networking
8. Communities for students, young professionals, and women
9. Volunteer opportunities
10. Coming soon! PDH/CEU credits
Click here to learn more.

Noise Statistics Oblivious GARD For Robust Regression With Sparse Outliers

Sreejith Kallummil, Sheetal Kalyani

Linear regression models contaminated by Gaussian noise (inlier) and possibly unbounded sparse outliers are common in many signal processing applications. Sparse recovery inspired robust regression (SRIRR) techniques are shown to deliver high-quality estimation performance in such regression models. Unfortunately, most SRIRR techniques assume a priori knowledge of noise statistics like inlier noise variance or outlier statistics like number of outliers. Both inlier and outlier noise statistics are rarely known a priori , and this limits the efficient operation of many SRIRR algorithms. This paper proposes a novel noise statistics oblivious algorithm called residual ratio thresholding GARD (RRT-GARD) for robust regression in the presence of sparse outliers. RRT-GARD is developed by modifying the recently proposed noise statistics dependent greedy algorithm for robust denoising (GARD). Both finite sample and asymptotic analytical results indicate that RRT-GARD performs nearly similar to GARD with a priori knowledge of noise statistics. Numerical simulations in real and synthetic data sets also point to the highly competitive performance of RRT-GARD.

SPS on Twitter

  • Join us on Friday, 21 May at 1:00 PM EST when Dr. Amir Asif (York University) shares his journey and the importance…
  • There's still time to apply for PROGRESS! Visit to connect with signal processing leaders a…
  • This Saturday, 8 May, join the SPS JSS Academy of Technical Education Noida Student Branch Chapter in collaboration…
  • The SPACE Webinar Series continues this Tuesday, 4 May at 10:00 AM Eastern when Dr. Lei Tian presents "Modeling and…
  • The second annual IEEE SIGHT Day will take place on 28 April! This year’s theme is “Celebrating 10 years of IEEE SI…

SPS Videos

Signal Processing in Home Assistants


Multimedia Forensics

Careers in Signal Processing             


Under the Radar