Probabilistic Set-membership Approach for Robust Regression

  title={Probabilistic Set-membership Approach for Robust Regression},
  author={L. Jaulin},
  journal={Journal of Statistical Theory and Practice},
  • L. Jaulin
  • Published 2010
  • Mathematics
  • Journal of Statistical Theory and Practice
  • Interval constraint propagation methods have been shown to be efficient and reliable to solve difficult nonlinear bounded-error estimation problems. However they are considered as unsuitable in a probabilistic context, where the approximation of a probability density function by a set cannot be accepted as reliable. This paper shows how probabilistic estimation problems can be transformed into a set estimation problem by assuming that some rare events will never happen. Since the probability of… CONTINUE READING

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