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Convergence of iteratively re-weighted least squares to robust M-estimators**

Aftab, Khurrum; Hartley, Richard


This paper presents a way of using the Iteratively Reweighted Least Squares (IRLS) method to minimize several robust cost functions such as the Huber function, the Cauchy function and others. It is known that IRLS (otherwise known as Weiszfeld) techniques are generally more robust to outliers than the corresponding least squares methods, but the full range of robust M-estimators that are amenable to IRLS has not been investigated. In this paper we address this question and show that IRLS...[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Conference paper
Source: Proceedings - 2015 IEEE Winter Conference on Applications of Computer Vision, WACV 2015
DOI: 10.1109/WACV.2015.70


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