Bernoulli–Gaussian Model with Model Parameter Estimation
Publication: Journal of Surveying Engineering
Volume 150, Issue 4
Abstract
First, this paper introduces a statistical model of gross errors, namely the Bernoulli–Gaussian (BG) model, which characterizes the gross error as a product of a Bernoulli variable and a Gaussian variable. The BG model offers a framework to interpret various causes of outliers through the perspective of gross errors. In addition, it unifies commonly used observation models for outliers by adjusting the range of BG model parameters. Second, this paper proposes an estimation method for BG model parameters based on the expectation maximization (EM) algorithm. This approach attributes different gross error parameters for distinct types of observations, facilitating parameter estimation in both single-source and multisource observation systems. Additionally, by organizing equations in the form of individual observations, its applicability can be broadened to both static and dynamic scenarios. Finally, a normal sample example and a Global Navigation Satellite System (GNSS) positioning example verified the effectiveness of the proposed method for estimating the BG model parameters.
Get full access to this article
View all available purchase options and get full access to this article.
Data Availability Statement
All data, models, or code generated or used during the study are available in a repository online in accordance with funder data retention policies. This includes the GNSS observation data, which can be downloaded from the IGS website (https://igs.org/).
Acknowledgments
This work is sponsored by the National Natural Science Foundation of China (42274030 and 42192532) and the Fundamental Research Funds for the Central Universities (22120210522).
Author contributions: Y. Yu proposed the idea and wrote the manuscript. L. Yang and Y. Shen revised the manuscript and supervised the study.
References
Baarda, W. 1967. Statistical concepts in geodesy. Delft, Netherlands: Netherlands Geodetic Commission.
Baarda, W. 1968. A testing procedure for use in geodetic networks. Delft, Netherlands: Netherlands Geodetic Commission.
Beaton, A. E., and J. W. Tukey. 1974. “The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data.” Technometrics 16 (2): 147–185. https://doi.org/10.1080/00401706.1974.10489171.
Beckman, R. J., and R. D. Cook. 1983. “Outlier … … …. s.” Technometrics 25 (2): 119–149. https://doi.org/10.1080/00401706.1983.10487840.
Bishop, C. M. 2006. “Pattern recognition and machine learning.” In Information science and statistics. New York: Springer.
Box, G. E. P., and G. C. Tiao. 1968. “A Bayesian approach to some outlier problems.” Biometrika 55 (1): 119–129. https://doi.org/10.1093/biomet/55.1.119.
Dempster, A. P., M. Schatzoff, and N. Wermuth. 1977. “A simulation study of alternatives to ordinary least squares.” J. Am. Stat. Assoc. 72 (357): 77–91. https://doi.org/10.1080/01621459.1977.10479910.
Dixon, W. J. 1950. “Analysis of extreme values.” Ann. Math. Stat. 21 (4): 488–506. https://doi.org/10.1214/aoms/1177729747.
Fan, H. 2010. Theory of errors and least squares adjustment. Stockholm, Sweden: Division of Geodesy and Geoinformatics, Royal Institute of Technology (KTH).
Guttman, I. 1973. “Care and handling of univariate or multivariate outliners in detecting spuriosity—A Bayesian approach.” Technometrics 15 (4): 723–738. https://doi.org/10.1080/00401706.1973.10489107.
Halmos, F., I. Kádár, and F. Karsay. 1974. “Local adjustment by least squares filtering.” Bull. Geodesique 111 (1): 21–51. https://doi.org/10.1007/BF02521816.
Hampel, F. R., E. M. Ronchetti, P. J. Rousseeuw, and W. A. Stahel. 1986. Robust statistics: The approach based on influence functions. Wiley series in probability and mathematical statistics. New York: Wiley.
Hawkins, D. M. 1980. Identification of outliers. Dordrecht, Netherlands: Springer.
Hekimoglu, S., and K. Koch. 1999. “How can reliability of the robust methods be measured?” In Third Turkish-German Joint geodetic days: Towards a digital age, 179–196. Istanbul, Turkey: Istanbul Technical Univ.
Huber, P. J. 1964. “Robust estimation of a location parameter.” In Breakthroughs in statistics, springer series in statistics, edited by S. Kotz and N. L. Johnson, 492–518. New York: Springer.
Huber, P. J. 1981. Robust statistics. Wiley series in probability and mathematical statistics. New York: Wiley.
Klein, I., M. T. Matsuoka, M. P. Guzatto, F. G. Nievinski, M. R. Veronez, and V. F. Rofatto. 2019. “A new relationship between the quality criteria for geodetic networks.” J. Geod. 93 (4): 529–544. https://doi.org/10.1007/s00190-018-1181-8.
Koch, K. R. 2013. “Robust estimation by expectation maximization algorithm.” J. Geod. 87 (2): 107–116. https://doi.org/10.1007/s00190-012-0582-3.
Koch, K.-R. 1999. Parameter estimation and hypothesis testing in linear models. Berlin: Springer.
Koch, K.-R. 2007. Introduction to Bayesian statistics. Berlin: Springer.
Koch, K.-R., and B. Kargoll. 2013. “Expectation maximization algorithm for the variance-inflation model by applying the t-distribution.” J. Appl. Geod. 7 (3): 217–225. https://doi.org/10.1515/jag-2013-0007.
Kok, J. 1984. On data snooping and multiple outlier testing. Washington, DC: US Dept. of Commerce.
Kotsakis, C., and M. G. Sideris. 1999. “On the adjustment of combined GPS/levelling/geoid networks.” J. Geod. 73 (8): 412–421. https://doi.org/10.1007/s001900050261.
Krarup, T., K. Kubik, and J. Juhl. 1980. “Gotterdammerung over least squares adjustment.” In Vol. 3 of Proc., Int. Society for Photogrammetry 14th Congress, 370–378. Bethesda, MD: International Society for Photogrammetry and Remote Sensing.
Lehmann, R. 2013. “On the formulation of the alternative hypothesis for geodetic outlier detection.” J. Geod. 87 (4): 373–386. https://doi.org/10.1007/s00190-012-0607-y.
Lehmann, R., and M. Lösler. 2016. “Multiple outlier detection: Hypothesis tests versus model selection by information criteria.” J. Surv. Eng. 142 (4): 04016017. https://doi.org/10.1061/(ASCE)SU.1943-5428.0000189.
Lehmann, R., M. Lösler, and F. Neitzel. 2020. “Mean shift versus variance inflation approach for outlier detection—A comparative study.” Mathematics 8 (6): 991. https://doi.org/10.3390/math8060991.
Lehmann, R., and T. Scheffler. 2011. “Monte Carlo-based data snooping with application to a geodetic network.” J. Appl. Geod. 5 (3–4): 125. https://doi.org/10.1515/JAG.2011.014.
Pham, H. T., S. Claessens, M. Kuhn, and J. Awange. 2023. “Performance evaluation of high/ultra-high-degree global geopotential models over Vietnam using GNSS/leveling data.” Geod. Geodyn. 14 (5): 500–512. https://doi.org/10.1016/j.geog.2023.03.002.
Pope, A. J. 1976. The statistics of residuals and the detection of outliers. Washington, DC: US National Geodetic Survey.
Prószyński, W. 1997. “Measuring the robustness potential of the least-squares estimation: Geodetic illustration.” J. Geod. 71 (10): 652–659. https://doi.org/10.1007/s001900050132.
Rofatto, V. F., M. T. Matsuoka, I. Klein, M. R. Veronez, M. L. Bonimani, and R. Lehmann. 2020a. “A half-century of Baarda’s concept of reliability: A review, new perspectives, and applications.” Surv. Rev. 52 (372): 261–277. https://doi.org/10.1080/00396265.2018.1548118.
Rofatto, V. F., M. T. Matsuoka, I. Klein, M. R. Veronez, and L. G. da Silveira Jr. 2020b. “On the effects of hard and soft equality constraints in the iterative outlier elimination procedure.” PLoS ONE 15 (8): e0238145. https://doi.org/10.1371/journal.pone.0238145.
Rousseeuw, P. J., and A. M. Leroy. 1987. Robust regression and outlier detection. Wiley series in probability and mathematical statistics. New York: Wiley.
Shen, Y.-Z., Y. Chen, and D.-H. Zheng. 2006. “A quaternion-based geodetic datum transformation algorithm.” J. Geod. 80 (5): 233–239. https://doi.org/10.1007/s00190-006-0054-8.
Suraci, S. S., and L. C. de Oliveira. 2019. “Outlier=gross error? Do only gross errors cause outliers in geodetic networks? addressing these and other questions.” Bol. Ciênc. Geod. 25 (spe): e2019s004. https://doi.org/10.1590/s1982-21702019000s00004.
Teunissen, P. J. G. 1985. Quality control in geodetic networks. Berlin: Springer.
Teunissen, P. J. G. 2000. Testing theory: An introduction. Series on mathematical geodesy and positioning. Delft, Netherlands: Delft Univ. of Technology.
Teunissen, P. J. G. 2018. “Distributional theory for the DIA method.” J. Geod. 92 (1): 59–80. https://doi.org/10.1007/s00190-017-1045-7.
Yang, L., Y. Shen, and B. Li. 2019. “M-estimation using unbiased median variance estimate.” J. Geod. 93 (6): 911–925. https://doi.org/10.1007/s00190-018-1215-2.
Yang, L., Y. Shen, B. Li, and C. Rizos. 2021. “Simplified algebraic estimation for the quality control of DIA estimator.” J. Geod. 95 (1): 14. https://doi.org/10.1007/s00190-020-01454-9.
Yang, L., J. Wang, N. L. Knight, and Y. Shen. 2013. “Outlier separability analysis with a multiple alternative hypotheses test.” J. Geod. 87 (6): 591–604. https://doi.org/10.1007/s00190-013-0629-0.
Yang, Y. 1991. “Robust Bayesian estimation.” Bull. Geodesique 65 (Sep): 145–150. https://doi.org/10.1007/BF00806343.
Yang, Y. 1999. “Robust estimation of geodetic datum transformation.” J. Geod. 73 (5): 268–274. https://doi.org/10.1007/s001900050243.
Yang, Y., L. Song, and T. Xu. 2002. “Robust estimator for correlated observations based on bifactor equivalent weights.” J. Geod. 76 (6–7): 353–358. https://doi.org/10.1007/s00190-002-0256-7.
Yu, Y., L. Yang, Y. Shen, and N. Sun. 2023. “A DIA method based on maximum a posteriori estimate for multiple outliers.” GPS Solutions 27 (4): 199. https://doi.org/10.1007/s10291-023-01534-1.
Yuanxi, Y. A. N. G. 1994. “Robust estimation for dependent observations.” Manuscr. Geod. 1 (19): 10–17.
Zaminpardaz, S., and P. J. G. Teunissen. 2019. “DIA-datasnooping and identifiability.” J. Geod. 93 (1): 85–101. https://doi.org/10.1007/s00190-018-1141-3.
Information & Authors
Information
Published In
Copyright
© 2024 American Society of Civil Engineers.
History
Received: Dec 19, 2023
Accepted: Jun 7, 2024
Published online: Aug 24, 2024
Published in print: Nov 1, 2024
Discussion open until: Jan 24, 2025
ASCE Technical Topics:
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.