Robust probabilistic PCA with missing data and contribution analysis for outlier detection

DOI10.1016/J.CSDA.2009.03.014MaRDI QIDQ961842zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Tao Chen, Elaine B. Martin, Gary Montague

Publication date 1 April 2010

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

Full work available at URL http://epubs.surrey.ac.uk/69209/2/tchen09-csda.pdf

Mathematics Subject Classification ID

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

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Cites work

• A robust principal component analysis
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• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
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• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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• Robust Statistics

Cited in

(12)

• Process monitoring using a generalized probabilistic linear latent variable model
• \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference
• Detecting influential observations in principal components and common principal components
• Detecting influential observations in kernel PCA
• Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data
• Robust PLS approach for KPI-related prediction and diagnosis against outliers and missing data
• Evaluation of robust PCA for supervised audio outlier detection
• On robust probabilistic principal component analysis using multivariate t -distributions
• Unsupervised learning for medical data: a review of probabilistic factorization methods
• Parsimonious feature extraction methods: extending robust probabilistic projections with generalized skew-t
• Robust parameter estimation for the Lee-Carter family: a probabilistic principal component approach

Describes a project that uses

Uses Software

• BayesDA
• ROBPCA

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