Robust Kernel Principal Component Analysis

DOI10.1162/neco.2009.02-08-706zbMath1192.68522DBLPjournals/neco/HuangYE09OpenAlexW1972832829WikidataQ44795351 ScholiaQ44795351MaRDI QIDQ3648346

Su-Yun Huang, Shinto Eguchi, Yi-Ren Yeh

Publication date: 25 November 2009

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco.2009.02-08-706

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Related Items (4)

Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices ⋮ Normalized estimating equation for robust parameter estimation ⋮ Low-rank local tangent space embedding for subspace clustering ⋮ Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics

Cites Work

• On the convergence properties of the EM algorithm
• Principal components analysis of sampled functions
• Robust m-estimators of multivariate location and scatter
• Applied functional data analysis. Methods and case studies
• Smoothed functional principal components analysis by choice of norm
• Asymptotics of graphical projection pursuit
• Stochastic processes with sample paths in reproducing kernel Hilbert spaces
• Influence in principal components analysis
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• On Properties of Functional Principal Components Analysis
• Robust Statistics
• A class of robust principal component vectors.

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