Cauchy robust principal component analysis with applications to high-deimensional data sets

DOI10.48550/arXiv.2211.03181zbMath1529.62018arXiv2211.03181MaRDI QIDQ89970

Ayisha Fayomi, Andrew T. A. Wood, Yannis Pantazis, Michail Tsagris, Michail Tsagris, Andrew T. A. Wood, Aisha Fouad Fayomi, Yannis Pantazis

Publication date: 6 November 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.03181

zbMATH Keywords

robustprincipal component analysishigh-dimensional dataCauchy log-likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

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• Robust principal component analysis?
• Outlier detection for high-dimensional data
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• On the unimodality of the likelihood for the Cauchy distribution
• Robust Estimation of a Location Parameter

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