A survey on rotation optimization in structure from motion

We consider the problem of robust rotation optimization in Structure from Motion applications. A number of different approaches have been recently proposed, with solutions that are at times incompatible, and at times complementary. The goal of this paper is to survey and compare these ideas in a unified manner, and to benchmark their robustness against the presence of outliers. In all, we have tested more than forty variants of a these methods (including novel ones), and we find the best performing combination.NSFDGE-0966142 (IGERT), NSF-IIS-1317788, NSF-IIP-1439681 (I/UCRC), NSF-IIS-1426840, ARL MAST-CTA W911NF-08-2-0004, ARL RCTA W911NF-10-2-0016, ONR N000141310778

Bayesian Restricted Likelihood Methods: Conditioning on Insufficient Statistics in Bayesian Regression

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent classes of problems: handling data sets with outliers and dealing with model misspecification. We outline the drawbacks of previous solutions to both of these problems and propose a new method as an alternative. When working with the new method, the data is summarized through a set of insufficient statistics, targeting inferential quantities of interest, and the prior distribution is updated with the summary statistics rather than the complete data. By careful choice of conditioning statistics, we retain the main benefits of Bayesian methods while reducing the sensitivity of the analysis to features of the data not captured by the conditioning statistics. For reducing sensitivity to outliers, classical robust estimators (e.g., M-estimators) are natural choices for conditioning statistics. A major contribution of this work is the development of a data augmented Markov chain Monte Carlo (MCMC) algorithm for the linear model and a large class of summary statistics. We demonstrate the method on simulated and real data sets containing outliers and subject to model misspecification. Success is manifested in better predictive performance for data points of interest as compared to competing methods

Robustness to outliers in location-scale parameter model using log-regularly varying distributions

Estimating the location and scale parameters is common in statistics, using, for instance, the well-known sample mean and standard deviation. However, inference can be contaminated by the presence of outliers if modeling is done with light-tailed distributions such as the normal distribution. In this paper, we study robustness to outliers in location-scale parameter models using both the Bayesian and frequentist approaches. We find sufficient conditions (e.g., on tail behavior of the model) to obtain whole robustness to outliers, in the sense that the impact of the outliers gradually decreases to nothing as the conflict grows infinitely. To this end, we introduce the family of log-Pareto-tailed symmetric distributions that belongs to the larger family of log-regularly varying distributions.Comment: Published at http://dx.doi.org/10.1214/15-AOS1316 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Taming outliers in pulsar-timing datasets with hierarchical likelihoods and Hamiltonian sampling

Pulsar-timing datasets have been analyzed with great success using probabilistic treatments based on Gaussian distributions, with applications ranging from studies of neutron-star structure to tests of general relativity and searches for nanosecond gravitational waves. As for other applications of Gaussian distributions, outliers in timing measurements pose a significant challenge to statistical inference, since they can bias the estimation of timing and noise parameters, and affect reported parameter uncertainties. We describe and demonstrate a practical end-to-end approach to perform Bayesian inference of timing and noise parameters robustly in the presence of outliers, and to identify these probabilistically. The method is fully consistent (i.e., outlier-ness probabilities vary in tune with the posterior distributions of the timing and noise parameters), and it relies on the efficient sampling of the hierarchical form of the pulsar-timing likelihood. Such sampling has recently become possible with a "no-U-turn" Hamiltonian sampler coupled to a highly customized reparametrization of the likelihood; this code is described elsewhere, but it is already available online. We recommend our method as a standard step in the preparation of pulsar-timing-array datasets: even if statistical inference is not affected, follow-up studies of outlier candidates can reveal unseen problems in radio observations and timing measurements; furthermore, confidence in the results of gravitational-wave searches will only benefit from stringent statistical evidence that datasets are clean and outlier-free.Comment: 6 pages, 2 figures, RevTeX 4.

Modeling Perceptual Aliasing in SLAM via Discrete-Continuous Graphical Models

Perceptual aliasing is one of the main causes of failure for Simultaneous Localization and Mapping (SLAM) systems operating in the wild. Perceptual aliasing is the phenomenon where different places generate a similar visual (or, in general, perceptual) footprint. This causes spurious measurements to be fed to the SLAM estimator, which typically results in incorrect localization and mapping results. The problem is exacerbated by the fact that those outliers are highly correlated, in the sense that perceptual aliasing creates a large number of mutually-consistent outliers. Another issue stems from the fact that most state-of-the-art techniques rely on a given trajectory guess (e.g., from odometry) to discern between inliers and outliers and this makes the resulting pipeline brittle, since the accumulation of error may result in incorrect choices and recovery from failures is far from trivial. This work provides a unified framework to model perceptual aliasing in SLAM and provides practical algorithms that can cope with outliers without relying on any initial guess. We present two main contributions. The first is a Discrete-Continuous Graphical Model (DC-GM) for SLAM: the continuous portion of the DC-GM captures the standard SLAM problem, while the discrete portion describes the selection of the outliers and models their correlation. The second contribution is a semidefinite relaxation to perform inference in the DC-GM that returns estimates with provable sub-optimality guarantees. Experimental results on standard benchmarking datasets show that the proposed technique compares favorably with state-of-the-art methods while not relying on an initial guess for optimization.Comment: 13 pages, 14 figures, 1 tabl

Bayesian outlier detection in Capital Asset Pricing Model

We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset. We assume that the returns follow independent normal distributions and we impose a partition structure on the parameters of interest. The partition structure imposed on the parameters induces a corresponding clustering of the returns. We identify via an optimisation procedure the partition that best separates standard observations from the atypical ones. The methodology is illustrated with reference to a real data set, for which we also provide a microeconomic interpretation of the detected outliers