A Connection Between Half-Quadratic Criteria and EM Algorithms
Frédéric Champagnat, Jérôme Idier · IEEE Signal Processing Letters · 2004
IRLS and RSD algorithms of robust statistics arise as special cases of half-quadratic schemes [1]. Here, we adopt a statistical framework and we show that both algorithms are instances of the EM algorithm. The augmented dataset respectively involves a scale and a location mixture of Gaussians. The su#cient conditions for the construction cover a broad class of already known robust statistics.