Efficient computation of sparse and robust maximum association estimators

DOI10.1016/J.CSDA.2025.108133MaRDI QIDQ6954854zbMATH OpenFDO

Authors Pia Pfeiffer, Andreas Alfons, P. Filzmoser

Publication date 23 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108133

zbMATH Keywords

biconvex optimizationpenalized canonical correlationrobust estimationsparse robust canonical correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A distribution-free approach to inducing rank correlation among input variables
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• A practical approximation algorithm for the LTS estimator
• A well-conditioned estimator for large-dimensional covariance matrices
• An iterative penalized least squares approach to sparse canonical correlation analysis
• Applied multivariate statistical analysis.
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Breakdown and groups. (With discussions and rejoinder)
• Canonical correlation analysis for elliptical copulas
• Canonical correlation analysis in high dimensions with structured regularization
• Comparing classical and robust sparse PCA
• Computing the nearest correlation matrix--a problem from finance
• Covariance regularization by thresholding
• D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
• Influence functions of the Spearman and Kendall correlation measures
• Least angle regression. (With discussion)
• Least Median of Squares Regression
• Nonlinear optimization.
• Quantifying the association between gene expressions and DNA-markers by penalized canonical correlation analysis
• Robust canonical correlations: a comparative study
• Robust estimation of high-dimensional covariance and precision matrices
• Sparse canonical correlation analysis algorithm with alternating direction method of multipliers
• Sparse canonical correlation analysis from a predictive point of view
• Sparse CCA: adaptive estimation and computational barriers
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Spatially Smoothed Robust Covariance Estimation for Local Outlier Detection
• The complexity of computing the MCD-estimator
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• The Gaussian rank correlation estimator: robustness properties
• The minimum regularized covariance determinant estimator
• Transformation of non positive semidefinite correlation matrices

This page was built for publication: Efficient computation of sparse and robust maximum association estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6954854)