GNSS-based localization is often unreliable in dense urban areas. As illustrated in Figure 1, direct line-of-sight (LOS) GNSS signals can be blocked or reflected by tall buildings (Hofmann-Wellenhof et al., 1992), creating non-line-of-sight (NLOS) and multipath effects, thereby lowering the number of visible GNSS satellites available for localization (Zhu et al., 2018). In particular, LOS satellite signals in the cross-street direction are more likely to be blocked or reflected by buildings than signals along the street. Consequently, positioning accuracy is degraded in urban areas, especially in the cross-street direction.Robustness to degraded accuracy is important for safety-critical GNSS applications such as autonomous driving and drone delivery. As detailed later in our discussion of related work, set-valued position estimates enable robustness guarantees by ensuring an entire set of possible positions lies outside of obstacles or inside