\(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions (Q1736538)

Summary: Principal Component Analysis (PCA) is widely used for identifying the major components of statistically distributed point clouds. Robust versions of PCA, often based in part on the \(\ell^1\) norm (rather than the \(\ell^2\) norm), are increasingly used, especially for point clouds with many outliers. Neither standard PCA nor robust PCAs can provide, without additional assumptions, reliable information for outlier-rich point clouds and for distributions with several main directions (spokes). We carry out a fundamental and complete reformulation of the PCA approach in a framework based exclusively on the \(\ell^1\) norm and heavy-tailed distributions. The \(\ell^1\) Major Component Detection and Analysis (\(\ell^1\) MCDA) that we propose can determine the main directions and the radial extent of 2D data from single or multiple superimposed Gaussian or heavy-tailed distributions without and with patterned artificial outliers (clutter). In nearly all cases in the computational results, 2D \(\ell^1\) MCDA has accuracy superior to that of standard PCA and of two robust PCAs, namely, the projection-pursuit method of Croux and Ruiz-Gazen and the \(\ell^1\) factorization method of Ke and Kanade. (Standard PCA is, of course, superior to \(\ell^1\) MCDA for Gaussian-distributed point clouds.) The computing time of \(\ell^1\) MCDA is competitive with the computing times of the two robust PCAs.