Modal principal component analysis

DOI10.1162/NECO_A_01308MaRDI QIDQ3386406zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Keishi Sando, Hideitsu Hino

Publication date 4 January 2021

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.03400

zbMATH Keywords

principal component analysisrobustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25)

Abstract: Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed. It has been shown that the robustness of many statistical methods can be improved using mode estimation instead of mean estimation, because mode estimation is not significantly affected by the presence of outliers. Thus, this study proposes a modal principal component analysis (MPCA), which is a robust PCA method based on mode estimation. The proposed method finds the minor component by estimating the mode of the projected data points. As theoretical contribution, probabilistic convergence property, influence function, finite-sample breakdown point and its lower bound for the proposed MPCA are derived. The experimental results show that the proposed method has advantages over the conventional methods.

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Cited in

(6)

• A comparison of different procedures for principal component analysis in the presence of outliers
• A robust probability principle component analysis method
• Geometry of EM and related iterative algorithms
• Enriched lognormal models for income data
• A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
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Describes a project that uses

Uses Software

• ROBPCA

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