@inproceedings{04704623e51241dda24d3f81b1a8f555,
title = "Robust Parameter Estimation Based on the K-Divergence.",
abstract = "In this paper we present a new divergence, called Κ-divergence, that involves a weighted version of the hypothesized log-likelihood function. To down-weight low density areas, attributed to outliers, the corresponding weight function is a convolved version of the underlying density with a strictly positive smoothing {"}K{"}ernel function parameterized by a bandwidth parameter. The resulting minimum K-divergence estimator (MKDE) operates by minimizing the empirical K-divergence w.r.t. the vector parameter of interest. The MKDE utilizes Parzen's non-parametric kernel density estimator, arising from the nature of the weight function, to suppress outliers. By proper selection of the kernel's bandwidth parameter we show that the MKDE can gain enhanced estimation performance along with implementation simplicity as compared to other robust estimators.",
keywords = "Smoothing methods, Parameter estimation, Density measurement, Conferences, Signal processing, Bandwidth, Estimation, robust statistics, estimation theory, Divergences",
author = "Yair Sorek and Koby Todros",
note = "DBLP License: DBLP's bibliographic metadata records provided through http://dblp.org/ are distributed under a Creative Commons CC0 1.0 Universal Public Domain Dedication. Although the bibliographic metadata records are provided consistent with CC0 1.0 Dedication, the content described by the metadata records is not. Content may be subject to copyright, rights of privacy, rights of publicity and other restrictions.; 47th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2022 ; Conference date: 23-05-2022 Through 27-05-2022",
year = "2022",
month = may,
doi = "10.1109/ICASSP43922.2022.9746841",
language = "English",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers",
pages = "5767--5771",
booktitle = "ICASSP",
address = "United States",
}