The variance inflation factor to account for correlations in likelihood ratio tests

deformation analysis with terrestrial laser scanners

authored by: Gaël Kermarrec, Michael Lösler, Stéphane Guerrier, Steffen Schön
Abstract: The measurement noise of a terrestrial laser scanner (TLS) is correlated. Neglecting those correlations affects the dispersion of the parameters when the TLS point clouds are mathematically modelled: statistical tests for the detection of outliers or deformation become misleading. The account for correlations is, thus, mandatory to avoid unfavourable decisions. Unfortunately, fully populated variance covariance matrices (VCM) are often associated with computational burden. To face that challenge, one answer is to rescale a diagonal VCM with a simple und physically justifiable variance inflation factor (VIF). Originally developed for a short-range correlation model, we extend the VIF to account for long-range dependence coming from, for example, atmospheric turbulent effects. The validation of the VIF is performed for the congruency test for deformation with Monte Carlo simulations. Our real application uses data from a bridge under load.
Organisation(s): Institute of Meteorology and Climatology
Institute of Geodesy
External Organisation(s): Frankfurt University of Applied Sciences
University of Geneva
Type: Article
Journal: Journal of geodesy
Volume: 96
ISSN: 0949-7714
Publication date: 27.10.2022
Publication status: Published
Peer reviewed: Yes
ASJC Scopus subject areas: Geophysics, Geochemistry and Petrology, Computers in Earth Sciences
Electronic version(s): https://doi.org/10.1007/s00190-022-01654-5 (Access: Open)
: Details in the research portal "Research@Leibniz University"

BibTeX

@article{e2594cb34efa4bd89597e87524266f26,
title = "The variance inflation factor to account for correlations in likelihood ratio tests: deformation analysis with terrestrial laser scanners",
abstract = "The measurement noise of a terrestrial laser scanner (TLS) is correlated. Neglecting those correlations affects the dispersion of the parameters when the TLS point clouds are mathematically modelled: statistical tests for the detection of outliers or deformation become misleading. The account for correlations is, thus, mandatory to avoid unfavourable decisions. Unfortunately, fully populated variance covariance matrices (VCM) are often associated with computational burden. To face that challenge, one answer is to rescale a diagonal VCM with a simple und physically justifiable variance inflation factor (VIF). Originally developed for a short-range correlation model, we extend the VIF to account for long-range dependence coming from, for example, atmospheric turbulent effects. The validation of the VIF is performed for the congruency test for deformation with Monte Carlo simulations. Our real application uses data from a bridge under load.",
keywords = "Congruency test, Correlations, Effective sample size, Long-range dependence, Mahalanobis distance, Terrestrial laser scanner, Variance inflation factor",
author = "Ga{\"e}l Kermarrec and Michael L{\"o}sler and St{\'e}phane Guerrier and Steffen Sch{\"o}n",
note = "Funding Information: Open Access funding enabled and organized by Projekt DEAL. This study is supported by the Deutsche Forschungsgemeinschaft under the project KE2453/2–1. St{\'e}phane Guerrier was supported by the SNSF Professorships Grant #176843 and by the Innosuisse Grant #37308.1 IP-ENG. ",
year = "2022",
month = oct,
day = "27",
doi = "10.1007/s00190-022-01654-5",
language = "English",
volume = "96",
journal = "Journal of geodesy",
issn = "0949-7714",
publisher = "Springer Verlag",
number = "11",
}