Outlier resistant APS system

Jump to navigation Jump to search

About the skewed distributions, fair enough. I still am concerned about the greater noise of medians though.

The more sophisticated method that was coming to my mind, was calculating the z-score of each sample per pairing, tossing out results that have too extreme of a z-score value, and using the mean of the remaining samples. The reason this appeals to me, is because it changes the existing scoring system as little as possible.

Most bad results we see are near-zero scores which should be quite distinctly detected by a z-score test, so reliably tossing them out without changing the overall scoring system would be quite doable I think.

Rednaxela20:33, 16 February 2012

Using z-score as threshold will need tuning to work properly, because it has unpredictable robustness. Remembering sampled standard deviations are also affected by outliers.

Choosing a very low percentile and a very high percentile as boundaries and averaging everything in between may have the effect you want without relying on noisy sampled deviations. Like 25%/75% (1st/3rd quartiles).

MN21:37, 16 February 2012