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stat.ML2020
Block-wise Minimization-Majorization algorithm for Huber's criterion: sparse learning and applications
Esa Ollila, Ammar Mian
Huber's criterion can be used for robust joint estimation of regression and scale parameters in the linear model. Huber's (Huber, 1981) motivation for introducing the criterion ste…
stat.ML2020
Riemannian geometry for Compound Gaussian distributions: application to recursive change detection
Florent Bouchard, Ammar Mian, Jialun Zhou +3
A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and dista…