Abstract—We propose a robust fitting framework, called Adaptive Kernel-Scale Weighted Hypotheses (AKSWH), to segment multiplestructure data even in the presence of a large number...
Although RANSAC is the most widely used robust estimator in computer vision, it has certain limitations making it ineffective in some situations, such as the motion estimation prob...
Trung Ngo Thanh, Hajime Nagahara, Ryusuke Sagawa, ...
In this paper, we present a new Adaptive Scale Kernel Consensus (ASKC) robust estimator as a generalization of the popular and state-of-the-art robust estimators such as RANSAC (R...
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptoti...
Matias Salibian-Barrera, Stefan Van Aelst, Gert Wi...
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
We consider the problem of multiple fitting of linearly parametrized curves, that arises in many computer vision problems such as road scene analysis. Data extracted from images us...
Jean-Philippe Tarel, Sio-Song Ieng, Pierre Charbon...
We propose a new robust estimator for parameter estimation in highly noisy data with multiple structures and without prior information on the noise scale of inliers. This is a diag...
Trung Ngo Thanh, Hajime Nagahara, Ryusuke Sagawa, ...
The problem of fitting a straight line to a finite collection of points in the plane is an important problem in statistical estimation. Robust estimators are widely used because...
David M. Mount, Nathan S. Netanyahu, Kathleen Roma...
Robust model fitting plays an important role in many computer vision applications. In this paper, we propose a new robust estimator — Maximum Kernel Density Estimator (MKDE) bas...
Covariance and correlation estimates have important applications in data mining. In the presence of outliers, classical estimates of covariance and correlation matrices are not re...
Fatemah A. Alqallaf, Kjell P. Konis, R. Douglas Ma...