A plug-in approach to sparse and robust principal component analysis
نویسندگان
چکیده
منابع مشابه
Robust Sparse Principal Component Analysis
A method for principal component analysis is proposed that is sparse and robust at the same time. The sparsity delivers principal components that have loadings on a small number of variables, making them easier to interpret. The robustness makes the analysis resistant to outlying observations. The principal components correspond to directions that maximize a robust measure of the variance, with...
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ژورنال
عنوان ژورنال: TEST
سال: 2015
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-015-0464-0