The Hough transform estimator

This article pursues a statistical study of the Hough transform, the celebrated computer vision algorithm used to detect the presence of lines in a noisy image. We first study asymptotic properties of the Hough transform estimator, whose objective is to find the line that ``best'' fits a set of planar points. In particular, we establish strong consistency and rates of convergence, and characterize the limiting distribution of the Hough transform estimator. While the convergence rates are seen to be slower than those found in some standard regression methods, the Hough transform estimator is shown to be more robust as measured by its breakdown point. We next study the Hough transform in the context of the problem of detecting multiple lines. This is addressed via the framework of excess mass functionals and modality testing. Throughout, several numerical examples help illustrate various properties of the estimator. Relations between the Hough transform and more mainstream statistical paradigms and methods are discussed as well.Comment: Published at http://dx.doi.org/10.1214/009053604000000760 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Outlier robust corner-preserving methods for reconstructing noisy images

The ability to remove a large amount of noise and the ability to preserve most structure are desirable properties of an image smoother. Unfortunately, they usually seem to be at odds with each other; one can only improve one property at the cost of the other. By combining M-smoothing and least-squares-trimming, the TM-smoother is introduced as a means to unify corner-preserving properties and outlier robustness. To identify edge- and corner-preserving properties, a new theory based on differential geometry is developed. Further, robustness concepts are transferred to image processing. In two examples, the TM-smoother outperforms other corner-preserving smoothers. A software package containing both the TM- and the M-smoother can be downloaded from the Internet.Comment: Published at http://dx.doi.org/10.1214/009053606000001109 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Robust Orthogonal Complement Principal Component Analysis

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the original observation space but can seriously affect the principal subspace estimation. Based on a mathematical formulation of such transformed outliers, a novel robust orthogonal complement principal component analysis (ROC-PCA) is proposed. The framework combines the popular sparsity-enforcing and low rank regularization techniques to deal with row-wise outliers as well as element-wise outliers. A non-asymptotic oracle inequality guarantees the accuracy and high breakdown performance of ROC-PCA in finite samples. To tackle the computational challenges, an efficient algorithm is developed on the basis of Stiefel manifold optimization and iterative thresholding. Furthermore, a batch variant is proposed to significantly reduce the cost in ultra high dimensions. The paper also points out a pitfall of a common practice of SVD reduction in robust PCA. Experiments show the effectiveness and efficiency of ROC-PCA in both synthetic and real data