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Non-Local Euclidean Medians (NLEM) has recently been proposed and shows more effective than Non-Local Means (NLM) in removing heavy noise. In this letter, we find the inconsistency between the two dissimilarity measures in NLEM can affect its robustness, thus develop an improved version (INLEM) to compensate such an inconsistency. Further, we provide a concise convergence proof for the iterative algorithm used in both NLEM and INLEM. Finally, our experiments on synthetic and natural images show that INLEM achieves encouraging results.