Comparing classical and robust sparse PCA

DOI10.1007/978-3-642-33042-1_31zbMATH Open1341.62169OpenAlexW107071865MaRDI QIDQ2805799FDOQ2805799

Authors: Valentin Todorov, P. Filzmoser 

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_31

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zbMATH Keywords

robust statisticsprincipcal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

• Robust Statistics
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Sparse principal component analysis via regularized low rank matrix approximation
• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization
• Title not available (Why is that?)

Cited In (8)

• Joint sparse principal component analysis
• Robust PCA for skewed data and its outlier map
• Sparse principal component analysis with measurement errors
• High dimension low sample size asymptotics of robust PCA
• Robust sparse principal component analysis: situation of full sparseness
• A guide for sparse PCA: model comparison and applications
• Robust sparse principal component analysis
• Improve robustness of sparse PCA by \(L_{1}\)-norm maximization

Uses Software

• robustbase
• ROBPCA

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