Robust Statistics

Random Fields Inference

Using a wavelet-decompositon of a random field, the aim is to efficiently estimate (latent) spatial models.

Stochastic Sensor Calibration

There is considerable research on improving navigation accuracy of unmanned (aerial) vehicles. This direction of research focuses on improving stochastic sensor calibration to integrate navigation filters and produce more accurate navigation performance.

Robust Two-Step Wavelet-Based Inference for Time Series Models

In this work we put forward a computationally efficient statistical procedure to estimate a wide range of time series models in a robust manner thereby reducing the influence of data contamination on estimation and inference.