Robust PCA for high-dimensional data

MaRDI QIDQ3497950zbMATH OpenFDO

Authors Mia Hubert, Peter Rousseeuw, Sabine Verboven

Publication date 28 May 2008

Mathematics Subject Classification ID

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

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Cited in

(27)

• Fast computation of robust subspace estimators
• \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions
• Two proposals for robust PCA using semidefinite programming
• Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm
• Robust covariance estimation for distributed principal component analysis
• High dimension low sample size asymptotics of robust PCA
• Robust PCA and pairs of projections in a Hilbert space
• Comparing classical and robust sparse PCA
• An improved algorithm for robust PCA
• Robust principal component analysis based on pairwise correlation estimators
• Modal principal component analysis
• The FastHCS algorithm for robust PCA
• Robust principal component analysis via ES-algorithm
• Outlier detection by robust principal components analysis
• A comparison of different procedures for principal component analysis in the presence of outliers
• The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses
• Iain Murray Johnstone: Dealing with High-Dimensional Data — Wavelets, PCA, RMT
• Avoiding optimal mean \(\ell_{2,1}\)-norm maximization-based robust PCA for reconstruction
• Robust nonlinear principal components
• Regularised PCA to denoise and visualise data
• Robust PCA for high‐dimensional data based on characteristic transformation
• Robust factored principal component analysis for matrix-valued outlier accommodation and detection
• Polynomial whitening for high-dimensional data
• Projection-pursuit based principal component analysis: a large sample theory
• Cauchy robust principal component analysis with applications to high-deimensional data sets
• Robust PCA for skewed data and its outlier map
• Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix

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