Robust dimension reduction
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Publication:6604441
Cites work
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- scientific article; zbMATH DE number 1113912 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Detecting influential observations in kernel PCA
- Diffusion maps
- Exact matrix completion via convex optimization
- Generalized KPCA by adaptive rules in feature space
- Hessian eigenmaps: Locally linear embedding techniques for high-dimensional data
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
- Least Median of Squares Regression
- Local multidimensional scaling for nonlinear dimension reduction, graph drawing, and proximity analysis
- Manifold learning: the price of normalization
- Principal Curves
- Principal Manifolds and Nonlinear Dimensionality Reduction via Tangent Space Alignment
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Rank-Sparsity Incoherence for Matrix Decomposition
- Reducing the Dimensionality of Data with Neural Networks
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust Kernel Principal Component Analysis
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Robust kernel principal component analysis and classification
- Robust locally linear embedding
- Robust m-estimators of multivariate location and scatter
- Robust principal component analysis for functional data. (With comments)
- Robust principal component analysis?
- Visualizing data using t-SNE
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