An improved algorithm for robust PCA

DOI10.1007/978-3-642-57678-2_67zbMath1455.62121OpenAlexW2339013873MaRDI QIDQ3298001

Peter J. Rousseeuw, Mia Hubert, Sabine Verboven

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_67

zbMATH Keywords

principal component analysis (PCA)orthogonal transformationsprojection pursuit (PP)reflection algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

High breakdown estimators for principal components: the projection-pursuit approach revis\-ited

Cites Work

• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust estimation and outlier detection with correlation coefficients
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