Principal component analysis for data containing outliers and missing elements

DOI10.1016/j.csda.2007.05.024zbMath1452.62419OpenAlexW2053295697MaRDI QIDQ1023501

Tim Verdonck, Sven Serneels

Publication date: 12 June 2009

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

Full work available at URL: https://hdl.handle.net/10067/950780151162165141

zbMATH Keywords

robustnessprincipal component analysisincomplete datamissing datarobust PCAexpectation maximizationexpectation robust

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35) Missing data (62D10)

Related Items

Bayesian robust principal component analysis with structured sparse component ⋮ Asymptotic expansion of the minimum covariance determinant estimators ⋮ Bayesian robust principal component analysis with adaptive singular value penalty ⋮ Determining the number of components in PLS regression on incomplete data set ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ Robust correlation scaled principal component regression ⋮ Detecting influential observations in principal components and common principal components ⋮ Detecting influential observations in kernel PCA ⋮ Robust clusterwise linear regression through trimming ⋮ Fast computation of robust subspace estimators ⋮ \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions ⋮ Comparisons among several methods for handling missing data in principal component analysis (PCA) ⋮ Robust PCA for skewed data and its outlier map ⋮ Principal component regression for data containing outliers and missing elements ⋮ A generalization of Tyler's M-estimators to the case of incomplete data ⋮ Imputation of missing values for compositional data using classical and robust methods ⋮ M-estimation with incomplete and dependent multivariate data

Uses Software

• TOMCAT
• LIBRA
• ROBPCA

Cites Work

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