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Generalized statistics: Applications to data inverse problems with outlier-resistance

The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood estimators associated with generalized Gaussian distributions in th...

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Autores principales: dos Santos Lima, Gustavo Z., de Lima, João V. T., de Araújo, João M., Corso, Gilberto, da Silva, Sérgio Luiz E. F.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10062568/
https://www.ncbi.nlm.nih.gov/pubmed/36996060
http://dx.doi.org/10.1371/journal.pone.0282578
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author dos Santos Lima, Gustavo Z.
de Lima, João V. T.
de Araújo, João M.
Corso, Gilberto
da Silva, Sérgio Luiz E. F.
author_facet dos Santos Lima, Gustavo Z.
de Lima, João V. T.
de Araújo, João M.
Corso, Gilberto
da Silva, Sérgio Luiz E. F.
author_sort dos Santos Lima, Gustavo Z.
collection PubMed
description The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood estimators associated with generalized Gaussian distributions in the context of Rényi, Tsallis and Kaniadakis statistics. In this regard, we analytically analyze the outlier-resistance of each proposal through the so-called influence function. In this way, we formulate inverse problems by constructing objective functions linked to the maximum likelihood estimators. To demonstrate the robustness of the generalized methodologies, we consider an important geophysical inverse problem with high noisy data with spikes. The results reveal that the best data inversion performance occurs when the entropic index from each generalized statistic is associated with objective functions proportional to the inverse of the error amplitude. We argue that in such a limit the three approaches are resistant to outliers and are also equivalent, which suggests a lower computational cost for the inversion process due to the reduction of numerical simulations to be performed and the fast convergence of the optimization process.
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spelling pubmed-100625682023-03-31 Generalized statistics: Applications to data inverse problems with outlier-resistance dos Santos Lima, Gustavo Z. de Lima, João V. T. de Araújo, João M. Corso, Gilberto da Silva, Sérgio Luiz E. F. PLoS One Research Article The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood estimators associated with generalized Gaussian distributions in the context of Rényi, Tsallis and Kaniadakis statistics. In this regard, we analytically analyze the outlier-resistance of each proposal through the so-called influence function. In this way, we formulate inverse problems by constructing objective functions linked to the maximum likelihood estimators. To demonstrate the robustness of the generalized methodologies, we consider an important geophysical inverse problem with high noisy data with spikes. The results reveal that the best data inversion performance occurs when the entropic index from each generalized statistic is associated with objective functions proportional to the inverse of the error amplitude. We argue that in such a limit the three approaches are resistant to outliers and are also equivalent, which suggests a lower computational cost for the inversion process due to the reduction of numerical simulations to be performed and the fast convergence of the optimization process. Public Library of Science 2023-03-30 /pmc/articles/PMC10062568/ /pubmed/36996060 http://dx.doi.org/10.1371/journal.pone.0282578 Text en © 2023 dos Santos Lima et al https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Research Article
dos Santos Lima, Gustavo Z.
de Lima, João V. T.
de Araújo, João M.
Corso, Gilberto
da Silva, Sérgio Luiz E. F.
Generalized statistics: Applications to data inverse problems with outlier-resistance
title Generalized statistics: Applications to data inverse problems with outlier-resistance
title_full Generalized statistics: Applications to data inverse problems with outlier-resistance
title_fullStr Generalized statistics: Applications to data inverse problems with outlier-resistance
title_full_unstemmed Generalized statistics: Applications to data inverse problems with outlier-resistance
title_short Generalized statistics: Applications to data inverse problems with outlier-resistance
title_sort generalized statistics: applications to data inverse problems with outlier-resistance
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10062568/
https://www.ncbi.nlm.nih.gov/pubmed/36996060
http://dx.doi.org/10.1371/journal.pone.0282578
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