An improved algorithm for robust PCA View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2000

AUTHORS

Sabine Verboven , Peter J. Rousseeuw , Mia Hubert

ABSTRACT

In Croux and Ruiz (1996) a robust principal component algorithm is presented. It is based on projection pursuit to ensure that it can be applied to high-dimensional data. We note that this algorithm has a problem of numerical stability and we develop an improved version. To reduce the computation time we then propose a two-step algorithm. The new algorithm is illustrated on a real data set from chemometrics More... »

PAGES

481-486

References to SciGraph publications

Book

TITLE

COMPSTAT

ISBN

978-3-7908-1326-5
978-3-642-57678-2

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-57678-2_67

DOI

http://dx.doi.org/10.1007/978-3-642-57678-2_67

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1016315425


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