메뉴 건너뛰기




Volumn 50, Issue 3, 2008, Pages 295-304

Robust low-rank approximation of data matrices with elementwise contamination

Author keywords

Alternating Regressions; MM Estimate; Multivariate Outliers; Principal Components; RAR Estimate.

Indexed keywords

COMPETITION; KETONES; METHOD OF MOMENTS;

EID: 55149098958     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/004017008000000190     Document Type: Article
Times cited : (29)

References (26)
  • 1
    • 55149106992 scopus 로고    scopus 로고
    • Alqallaf, F., Van Aelst, S., Yohai, V. J., and Zamar, R. H. (2007), Propagation of Outliers in Multivariate Data, unpublished manuscript, available at http://mate.dm.uba.ar/vyohai/Alqallaf-VanAelst- Yohai-Zamar.pdf.
    • Alqallaf, F., Van Aelst, S., Yohai, V. J., and Zamar, R. H. (2007), "Propagation of Outliers in Multivariate Data," unpublished manuscript, available at http://mate.dm.uba.ar/vyohai/Alqallaf-VanAelst- Yohai-Zamar.pdf.
  • 2
    • 55149090721 scopus 로고    scopus 로고
    • The UCI KDD Archive [http://kdd.ics.uci. edu]
    • of Information and Computer Science
    • Bay, S. D. (1999), "The UCI KDD Archive [http://kdd.ics.uci. edu]," University of California Irvine, Dept. of Information and Computer Science.
    • (1999) University of California Irvine, Dept
    • Bay, S.D.1
  • 3
    • 0001011286 scopus 로고
    • Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
    • Campbell, N. A. (1980), "Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation," Applied Statistics, 29, 231-237.
    • (1980) Applied Statistics , vol.29 , pp. 231-237
    • Campbell, N.A.1
  • 4
    • 0001088628 scopus 로고    scopus 로고
    • Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies
    • Croux, C., and Haesbroeck, G. (2000), "Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies," Biometrika, 87, 603-618.
    • (2000) Biometrika , vol.87 , pp. 603-618
    • Croux, C.1    Haesbroeck, G.2
  • 5
    • 0002593186 scopus 로고    scopus 로고
    • A Fast Algorithm for Robust Principal Components Based on Projection Pursuit
    • ed. A. Prat, Heidelberg: Physica-Verlag, pp
    • Croux, C., and Ruiz-Gazen, A. (1996), "A Fast Algorithm for Robust Principal Components Based on Projection Pursuit," in Compstat: Proceedings in Computational Statistics, ed. A. Prat, Heidelberg: Physica-Verlag, pp. 211-216.
    • (1996) Compstat: Proceedings in Computational Statistics , pp. 211-216
    • Croux, C.1    Ruiz-Gazen, A.2
  • 6
    • 18744376591 scopus 로고    scopus 로고
    • High-Breakdown Estimators for Principal Components: The Projection-Pursuit Approach Revisited
    • - (2005), "High-Breakdown Estimators for Principal Components: The Projection-Pursuit Approach Revisited," Journal of Multivariate Analysis, 95, 206-226.
    • (2005) Journal of Multivariate Analysis , vol.95 , pp. 206-226
    • Croux, C.1    Ruiz-Gazen, A.2
  • 10
    • 0018546040 scopus 로고
    • Lower-Rank Approximation of Matrices by Least Squares With Any Choice of Weights
    • Gabriel, K. R., and Zamir, S. (1979), "Lower-Rank Approximation of Matrices by Least Squares With Any Choice of Weights," Technometrics, 21, 489-498.
    • (1979) Technometrics , vol.21 , pp. 489-498
    • Gabriel, K.R.1    Zamir, S.2
  • 11
    • 13444287831 scopus 로고    scopus 로고
    • ROBPCA: A New Approach to Robust Principal Component Analysis
    • Hubert, M., Rousseeuw, P. J., and Vanden Branden, K. (2005), "ROBPCA: A New Approach to Robust Principal Component Analysis," Technometrics, 47, 64-79.
    • (2005) Technometrics , vol.47 , pp. 64-79
    • Hubert, M.1    Rousseeuw, P.J.2    Vanden Branden, K.3
  • 12
    • 0001681885 scopus 로고    scopus 로고
    • Composition of 15th-17th Century Archaeological Glass Vessels Excavated in Antwerp, Belgium
    • Janssens, K., Deraedt, I., Freddy, A., and Veekman, J. (1998), "Composition of 15th-17th Century Archaeological Glass Vessels Excavated in Antwerp, Belgium," Mikrochimica Acta, 15 (Suppl.), 253-267.
    • (1998) Mikrochimica Acta , vol.15 , Issue.SUPPL. , pp. 253-267
    • Janssens, K.1    Deraedt, I.2    Freddy, A.3    Veekman, J.4
  • 13
    • 0001337027 scopus 로고
    • Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
    • Li, G., and Chen, Z. (1985), "Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo," Journal of the American Statistical Association, 80, 759-766.
    • (1985) Journal of the American Statistical Association , vol.80 , pp. 759-766
    • Li, G.1    Chen, Z.2
  • 16
    • 23844486772 scopus 로고    scopus 로고
    • Principal Components and Orthogonal Regression Based on Robust Scales
    • Maronna, R. A. (2005), "Principal Components and Orthogonal Regression Based on Robust Scales," Technometrics, 47, 264-273.
    • (2005) Technometrics , vol.47 , pp. 264-273
    • Maronna, R.A.1
  • 17
    • 55149085031 scopus 로고    scopus 로고
    • Maronna, R. A., and Yohai, V. J. (2007), Robust Lower-Rank Approximation of Data Matrices With Elementwise Contamination, unpublished manuscript, available at http://mate.dm.uba.ar/̃vyohai/LowRankFull. pdf.
    • Maronna, R. A., and Yohai, V. J. (2007), "Robust Lower-Rank Approximation of Data Matrices With Elementwise Contamination," unpublished manuscript, available at http://mate.dm.uba.ar/̃vyohai/LowRankFull. pdf.
  • 18
    • 0036849459 scopus 로고    scopus 로고
    • Robust Estimation of Location and Dispersion for High-Dimensional Data Sets
    • Maronna, R. A., and Zamar, R. H. (2002), "Robust Estimation of Location and Dispersion for High-Dimensional Data Sets," Technometrics, 44, 307-317.
    • (2002) Technometrics , vol.44 , pp. 307-317
    • Maronna, R.A.1    Zamar, R.H.2
  • 20
    • 3843127308 scopus 로고
    • Stability of Robust and Non-Robust Principal Component Analysis
    • Naga, R., and Antille, G. (1990), "Stability of Robust and Non-Robust Principal Component Analysis," Computational Statistics & Data Analysis, 10, 169-174.
    • (1990) Computational Statistics & Data Analysis , vol.10 , pp. 169-174
    • Naga, R.1    Antille, G.2
  • 21
    • 55149125829 scopus 로고    scopus 로고
    • Rey, W. (2007), Total Singular Value Decomposition: Robust SVD, Regression and Location-Scale, unpublished manuscript, available at http://arxiv.org/abs/0706.0096.
    • Rey, W. (2007), "Total Singular Value Decomposition: Robust SVD, Regression and Location-Scale," unpublished manuscript, available at http://arxiv.org/abs/0706.0096.
  • 22
    • 35548956430 scopus 로고    scopus 로고
    • Principal Component Analysis for Data Containing Outliers and Missing Elements
    • Serneels, S., and Verdonck, T. (2008), "Principal Component Analysis for Data Containing Outliers and Missing Elements," Computational Statistics and Data Analysis, 52, 1712-1727.
    • (2008) Computational Statistics and Data Analysis , vol.52 , pp. 1712-1727
    • Serneels, S.1    Verdonck, T.2
  • 24
    • 0002107349 scopus 로고
    • Resistant Lower-Rank Approximation of Matrices by Iterative Majorization
    • Verboon, P., and Heiser, W. J. (1994), "Resistant Lower-Rank Approximation of Matrices by Iterative Majorization," Computational Statistics and Data Analysis, 18, 457-467.
    • (1994) Computational Statistics and Data Analysis , vol.18 , pp. 457-467
    • Verboon, P.1    Heiser, W.J.2
  • 25
    • 0001742386 scopus 로고
    • High-Breakdown Point and High-Efficiency Estimates for Regression
    • Yohai, V. J. (1987), "High-Breakdown Point and High-Efficiency Estimates for Regression," The Annals of Statistics, 15, 642-656.
    • (1987) The Annals of Statistics , vol.15 , pp. 642-656
    • Yohai, V.J.1
  • 26
    • 84950426631 scopus 로고
    • High-Breakdown Estimates of Regression by Means of the Minimization of an Efficient Scale
    • Yohai, V. J., and Zamar, R. H. (1988), "High-Breakdown Estimates of Regression by Means of the Minimization of an Efficient Scale," Journal of the American Statistical Association, 83, 406-413.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 406-413
    • Yohai, V.J.1    Zamar, R.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.