An Efficient Compressive Hyperspectral Imaging Algorithm Based on Sequential Computations of Alternating Least Squares

Lee, Geunseop

doi:10.3390/rs11242932

Cited by 3 publications

(2 citation statements)

References 24 publications

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“…The LSE has often been used in several remote sensing applications (see e.g. [29][30][31][32] However, outliers can inevitably occur in practice and cause loss of LSE BLUE-property. Then, hypothesis testing is performed with the aim to identify any outlier that may be present in dataset.…”

Section: Introductionmentioning

confidence: 99%

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

Rofatto¹,

Matsuoka²,

Klein³

et al. 2020

Preprint

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An iterative outlier elimination procedure based on hypothesis testing, commonly known as Iterative Data Snooping (IDS) among geodesists, is often used for the quality control of the modern measurement systems in geodesy and surveying. The test statistic associated with IDS is the extreme normalised least-squares residual. It is well-known in the literature that critical values (quantile values) of such a test statistic cannot be derived from well-known test distributions, but must be computed numerically by means of Monte Carlo. This paper provides the first results about Monte Carlo-based critical value inserted to different scenarios of correlation between the outlier statistics. From the Monte Carlo evaluation, we compute the probabilities of correct identification, missed detection, wrong exclusion, overidentifications and statistical overlap associated with IDS in the presence of a single outlier. Based on such probability levels we obtain the Minimal Detectable Bias (MDB) and Minimal Identifiable Bias (MIB) for the case where IDS is in play. MDB and MIB are sensitivity indicators for outlier detection and identification, respectively. The results show that there are circumstances that the larger the Type I decision error (smaller critical value), the higher the rates of outlier detection, but the lower the rates of outlier identification. For that case, the larger the Type I Error, the larger the ratio between MIB and MDB. We also highlight that an outlier becomes identifiable when the contribution of the measures to the wrong exclusion rate decline simultaneously. In that case, we verify that the effect of the correlation between the outlier statistics on the wrong exclusion rates becomes insignificant from a certain outlier magnitude, which increases the probability of identification.

show abstract

Section: Introductionmentioning

confidence: 99%

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

Rofatto¹,

Matsuoka²,

Klein³

et al. 2020

Preprint

View full text Add to dashboard Cite

show abstract

“…Assuming that no outlier exists, the LSE is the best linear unbiased estimator (BLUE) [35]. The LSE has often been used in several remote sensing applications (see, e.g., [38][39][40][41]). However, outliers can inevitably occur in practice and cause the loss of the LSE BLUE-property.…”

mentioning

confidence: 99%

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

et al. 2020

View full text Add to dashboard Cite

An iterative outlier elimination procedure based on hypothesis testing, commonly known as Iterative Data Snooping (IDS) among geodesists, is often used for the quality control of modern measurement systems in geodesy and surveying. The test statistic associated with IDS is the extreme normalised least-squares residual. It is well-known in the literature that critical values (quantile values) of such a test statistic cannot be derived from well-known test distributions but must be computed numerically by means of Monte Carlo. This paper provides the first results on the Monte Carlo-based critical value inserted into different scenarios of correlation between outlier statistics. From the Monte Carlo evaluation, we compute the probabilities of correct identification, missed detection, wrong exclusion, over-identifications and statistical overlap associated with IDS in the presence of a single outlier. On the basis of such probability levels, we obtain the Minimal Detectable Bias (MDB) and Minimal Identifiable Bias (MIB) for cases in which IDS is in play. The MDB and MIB are sensitivity indicators for outlier detection and identification, respectively. The results show that there are circumstances in which the larger the Type I decision error (smaller critical value), the higher the rates of outlier detection but the lower the rates of outlier identification. In such a case, the larger the Type I Error, the larger the ratio between the MIB and MDB. We also highlight that an outlier becomes identifiable when the contributions of the measures to the wrong exclusion rate decline simultaneously. In this case, we verify that the effect of the correlation between outlier statistics on the wrong exclusion rate becomes insignificant for a certain outlier magnitude, which increases the probability of identification.

show abstract

Multiobjective Image Compression based on Tensor Decomposition

Cao

Yang

et al. 2023

2023 8th International Conference on Cloud Computing and Big Data Analytics (ICCCBDA)

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An Efficient Compressive Hyperspectral Imaging Algorithm Based on Sequential Computations of Alternating Least Squares

Cited by 3 publications

References 24 publications

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

A Monte Carlo-Based Outlier Diagnosis Method for Sensitivity Analysis

Multiobjective Image Compression based on Tensor Decomposition

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