Robust nonlinear principal components

All known approaches to nonlinear principal components are based on minimizing a quadratic loss, which makes them sensitive to data contamination. A predictive approach in which a spline curve is fit minimizing a residual M-scale is proposed for this problem. For a p-dimensional random sample xi (i=...

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Autor principal: Maronna, R.A
Otros Autores: Méndez, F., Yohai, V.J
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: Kluwer Academic Publishers 2013
Acceso en línea:Registro en Scopus
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100 1 |a Maronna, R.A. 
245 1 0 |a Robust nonlinear principal components 
260 |b Kluwer Academic Publishers  |c 2013 
270 1 0 |m Maronna, R.A.; University of La Plata, C.C. 172, Argentina 
506 |2 openaire  |e Política editorial 
504 |a Alqallaf, F., Van Aelst, S., Yohai, V.J., Zamar, R.H., Propagation of outliers in multivariate data (2009) Ann. Stat, 37, pp. 311-331 
504 |a Bolton, R.J., Hand, D.J., Webb, A.R., Projection techniques for nonlinear principal components analysis (2003) Stat. Comput, 13, pp. 267-276 
504 |a Candès, E., Li, X., Ma, Y., Wright, J., Robust principal component analysis (2011) J. ACM, 58 (3) 
504 |a Cleveland, W., Robust locally weighted regression and smoothing scatterplots (1979) J. Am. Stat. Assoc, 74, pp. 829-836 
504 |a Croux, C., Filzmoser, P., Pison, G., Rousseeuw, P.J., Fitting multiplicative models by robust alternating regressions (2003) Stat. Comput, 13, pp. 23-36 
504 |a Delicado, P., Another look at principal curves and surfaces (2001) J. Multivar. Anal, 77, pp. 84-116 
504 |a Ein-Dor, P., Feldmesser, J., Attributes of the performance of central processing units: a relative performance prediction model (1987) Commun. ACM, 30, pp. 308-317 
504 |a Gerber, S., Whitaker, R., Regularization free principal curve estimation (2013) J. Mach. Learn. Res, 14, pp. 1285-1302 
504 |a Hastie, T., Stuetzle, W., Principal curves (1989) J. Am. Stat. Assoc, 84, pp. 502-516 
504 |a Hubert, M., Rousseeuw, P.J., Verboven, S., Robust PCA for high-dimensional data (2003) Developments in Robust Statistics, pp. 169-179. , Dutter R., Filzmoser P., Gather U., Rousseeuw P.J., (eds), Physika Verlag, Heidelberg: 
504 |a Locantore, N., Marron, J.S., Simpson, D.G., Tripoli, N., Zhang, J.T., Cohen, K.L., Robust principal components for functional data (1999) Test, 8, pp. 1-28 
504 |a Maronna, R., Principal components and orthogonal regression based on robust scales (2005) Technometrics, 47, pp. 264-273 
504 |a Maronna, R.A., Martin, R.D., Yohai, V.J., (2006) Robust Statistics: Theory and Methods, , Wiley, New York: 
504 |a Maronna, R.A., Yohai, V.J., Robust lower-rank approximation of data matrices with element-wise contamination (2008) Technometrics, 50, pp. 295-304 
504 |a Rousseeuw, P.J., Yohai, V.J., Robust regression by means of S estimators (1984) Robust and Nonlinear Time Series Analysis, pp. 256-272. , Franke J., Härdle W., Martin D., (eds), Lecture Notes in Statistics, 26, Springer, New York: 
504 |a Tharmaratnam, K., Claeskens, G., Croux, C., Salibian-Barrera, M., S-estimation for penalized regression splines (2010) J. Comput. Graph. Stat, 19, pp. 609-625 
504 |a Tibshirani, R., Principal curves revisited (1992) Stat. Comput, 2, pp. 183-190 
504 |a Verbeek, J.J., Vlassis, N., Kröse, B., A k-segments algorithm for finding principal curves (2002) Pattern Recognit. Lett, 23, pp. 1009-1017 
504 |a Yohai, V.J., High breakdown-point and high efficiency estimates for regression (1987) Ann. Stat, 15, pp. 642-665 
504 |a Yohai, V.J., Ackerman, W., Haigh, C., Nonlinear principal components (1985) Qual. Quant, 19, pp. 53-71 
504 |a Yohai, V.J., Zamar, R., High breakdown point estimates of regression by means of the minimization of an efficient scale (1988) J. Am. Stat. Assoc, 86, pp. 403-413 
520 3 |a All known approaches to nonlinear principal components are based on minimizing a quadratic loss, which makes them sensitive to data contamination. A predictive approach in which a spline curve is fit minimizing a residual M-scale is proposed for this problem. For a p-dimensional random sample xi (i=1,…,n) the method finds a function h:R→Rp and a set {t1,…,tn}⊂R that minimize a joint M-scale of the residuals xi−h(ti), where h ranges on the family of splines with a given number of knots. The computation of the curve then becomes the iterative computing of regression S-estimators. The starting values are obtained from a robust linear principal components estimator. A simulation study and the analysis of a real data set indicate that the proposed approach is almost as good as other proposals for row-wise contamination, and is better for element-wise contamination. © 2013, Springer Science+Business Media New York.  |l eng 
593 |a University of La Plata, C.C. 172, La Plata, 1900, Argentina 
593 |a University of Rosario, Bv. Oroño 1261, Rosario, 2000, Argentina 
593 |a Departamento de Matemática, Universidad de Buenos Aires, Ciudad Universitaria, Pabellon 1, Buenos Aires, 1428, Argentina 
690 1 0 |a PRINCIPAL CURVES 
690 1 0 |a S-ESTIMATORS 
690 1 0 |a SPLINES 
700 1 |a Méndez, F. 
700 1 |a Yohai, V.J. 
773 0 |d Kluwer Academic Publishers, 2013  |g v. 25  |h pp. 439-448  |k n. 2  |p Stat. Comput.  |x 09603174  |t Statistics and Computing 
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