Robust principal component analysis via ES-algorithm

DOI10.1016/J.JKSS.2013.07.002MaRDI QIDQ395949zbMATH OpenOpenAlexFDO

Authors Yaeji Lim, Yeonjoo Park, Hee-Seok Oh

Publication date 7 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2013.07.002

zbMATH Keywords

principal component analysisrobustnessES-algorithmpseudo data

Mathematics Subject Classification ID

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

Recommendations

• A robust principal component analysis
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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 1113912 (Why is no real title available?)
• A moment method for the multivariate asymmetric Laplace distribution
• Between-Groups Comparison of Principal Components
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• High-breakdown robust multivariate methods
• Least Median of Squares Regression
• Modern Multivariate Statistical Techniques
• On the convergence properties of the EM algorithm
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal component analysis.
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Robust regression using repeated medians
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Stability of robust and non-robust principal components analysis
• The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression

Cited in

(17)

• Robust PCA for high‐dimensional data based on characteristic transformation
• Heteroskedastic PCA: algorithm, optimality, and applications
• The FastHCS algorithm for robust PCA
• Robust PCA for skewed data and its outlier map
• Robust extraction of local structures by the minimum \(\beta\)-divergence method
• Two proposals for robust PCA using semidefinite programming
• Fast computation of robust subspace estimators
• An improved algorithm for robust PCA
• A comparison of different procedures for principal component analysis in the presence of outliers
• Cauchy robust principal component analysis with applications to high-deimensional data sets
• Robust factored principal component analysis for matrix-valued outlier accommodation and detection
• Avoiding optimal mean \(\ell_{2,1}\)-norm maximization-based robust PCA for reconstruction
• A robust principal component analysis
• On the robust PCA and Weiszfeld's algorithm
• Modal principal component analysis
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling
• Robust PCA for high-dimensional data

Describes a project that uses

Uses Software

• ROBPCA

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