A plug-in approach to sparse and robust principal component analysis

DOI10.1007/S11749-015-0464-0OpenAlexW2228141992WikidataQ105583494 ScholiaQ105583494MaRDI QIDQ1694017FDOQ1694017

Authors: Luca Greco, Alessio Farcomeni 

Publication date: 1 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11573/878367

zbMATH Keywords

outliersMMdimension reductionelastic netMCDexplained variance\(L_1\) normROBPCAtrade-off curve

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Principal component analysis.
• Pathwise coordinate optimization
• Regularization and Variable Selection Via the Elastic Net
• Robust principal component analysis for functional data. (With comments)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Least Median of Squares Regression
• Alternatives to the Median Absolute Deviation
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Title not available (Why is that?)
• Robust Statistics
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Small sample corrections for LTS and MCD
• High-breakdown robust multivariate methods
• Title not available (Why is that?)
• Error rates for multivariate outlier detection
• An exact approach to sparse principal component analysis
• Robust Methods for Data Reduction

Cited In (4)

• An impartial trimming approach for joint dimension and sample reduction
• Weighted likelihood estimation of multivariate location and scatter
• Nonparametric statistics of dynamic networks with distinguishable nodes
• Robust sparse principal component analysis: situation of full sparseness

Uses Software

• robustbase
• ROBPCA
• PMA
• chemometrics

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