论文标题
广义统计:对异常抗性的数据逆问题的申请
Generalized statistics: applications to data inverse problems with outlier-resistance
论文作者
论文摘要
数据驱动的反转框架的常规方法基于高斯统计数据,这些统计数字带来了严重的困难,尤其是在测量中存在异常值的情况下。在这项工作中,我们介绍了与Rényi,Tsallis和Kaniadakis统计的背景下与广义高斯分布相关的最大似然估计器。在这方面,我们通过所谓的影响函数分析分析每个建议的异常性抗性。通过这种方式,我们通过构建与最大似然估计器相关的目标函数来提出反问题。为了证明广义方法的鲁棒性,我们考虑了一个重要的地球物理逆问题,具有带有尖峰的高噪声数据。结果表明,当每个广义统计量的熵索引与与误差振幅倒数成正比的目标函数相关联时,最佳数据反转性能就会发生。我们认为,在这样的限制中,这三种方法对异常值具有抵抗力,并且也等效,这表明由于要执行的数值模拟和优化过程的快速收敛而导致反转过程的计算成本较低。
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 analyse 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.