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Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information CriteriaLehmann, Rüdiger, Lösler, Michael 14 June 2017 (has links) (PDF)
The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.
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Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information CriteriaLehmann, Rüdiger, Lösler, Michael January 2016 (has links)
The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.
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Transformation model selection by multiple hypotheses testingLehmann, Rüdiger 17 October 2016 (has links) (PDF)
Transformations between different geodetic reference frames are often performed such that first the transformation parameters are determined from control points. If in the first place we do not know which of the numerous transformation models is appropriate then we can set up a multiple hypotheses test. The paper extends the common method of testing transformation parameters for significance, to the case that also constraints for such parameters are tested. This provides more flexibility when setting up such a test. One can formulate a general model with a maximum number of transformation parameters and specialize it by adding constraints to those parameters, which need to be tested. The proper test statistic in a multiple test is shown to be either the extreme normalized or the extreme studentized Lagrange multiplier. They are shown to perform superior to the more intuitive test statistics derived from misclosures. It is shown how model selection by multiple hypotheses testing relates to the use of information criteria like AICc and Mallows’ Cp, which are based on an information theoretic approach. Nevertheless, whenever comparable, the results of an exemplary computation almost coincide.
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Observation error model selection by information criteria vs. normality testingLehmann, Rüdiger 17 October 2016 (has links) (PDF)
To extract the best possible information from geodetic and geophysical observations, it is necessary to select a model of the observation errors, mostly the family of Gaussian normal distributions. However, there are alternatives, typically chosen in the framework of robust M-estimation. We give a synopsis of well-known and less well-known models for observation errors and propose to select a model based on information criteria. In this contribution we compare the Akaike information criterion (AIC) and the Anderson Darling (AD) test and apply them to the test problem of fitting a straight line. The comparison is facilitated by a Monte Carlo approach. It turns out that the model selection by AIC has some advantages over the AD test.
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Transformation model selection by multiple hypotheses testingLehmann, Rüdiger January 2014 (has links)
Transformations between different geodetic reference frames are often performed such that first the transformation parameters are determined from control points. If in the first place we do not know which of the numerous transformation models is appropriate then we can set up a multiple hypotheses test. The paper extends the common method of testing transformation parameters for significance, to the case that also constraints for such parameters are tested. This provides more flexibility when setting up such a test. One can formulate a general model with a maximum number of transformation parameters and specialize it by adding constraints to those parameters, which need to be tested. The proper test statistic in a multiple test is shown to be either the extreme normalized or the extreme studentized Lagrange multiplier. They are shown to perform superior to the more intuitive test statistics derived from misclosures. It is shown how model selection by multiple hypotheses testing relates to the use of information criteria like AICc and Mallows’ Cp, which are based on an information theoretic approach. Nevertheless, whenever comparable, the results of an exemplary computation almost coincide.
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Observation error model selection by information criteria vs. normality testingLehmann, Rüdiger January 2015 (has links)
To extract the best possible information from geodetic and geophysical observations, it is necessary to select a model of the observation errors, mostly the family of Gaussian normal distributions. However, there are alternatives, typically chosen in the framework of robust M-estimation. We give a synopsis of well-known and less well-known models for observation errors and propose to select a model based on information criteria. In this contribution we compare the Akaike information criterion (AIC) and the Anderson Darling (AD) test and apply them to the test problem of fitting a straight line. The comparison is facilitated by a Monte Carlo approach. It turns out that the model selection by AIC has some advantages over the AD test.
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