Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458): Difference between revisions

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+September 2017Timestamp +2017-09-18T00:00:00Z
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@@ Property / publication date: 18 September 2017 / rank @@
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+Antoine Godichon-Baggioni
@@ Property / author: Antoine Godichon-Baggioni / rank @@
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@@ Property / title @@
+Fast estimation of the median covariation matrix with application to online robust principal components analysis (English)
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+.62124
@@ Property / zbMATH Open document ID: 1373.62124 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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+functional data
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+geometric median
@@ Property / zbMATH Keywords: geometric median / rank @@
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+\(L_1\)-median
@@ Property / zbMATH Keywords: \(L_1\)-median / rank @@
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+recursive robust estimation
@@ Property / zbMATH Keywords: recursive robust estimation / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic gradient
@@ Property / zbMATH Keywords: stochastic gradient / rank @@
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+Gmedian
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@@ Property / arXiv ID: 1504.02852 / rank @@
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@@ Property / cites work @@
+Robust functional principal components: a projection-pursuit approach
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@@ Property / cites work @@
+Linear processes in function spaces. Theory and applications
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@@ Property / cites work: Q5767400 / rank @@
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+Publication:89458