Many robust control problems can be formulated in abstract form as convex feasibility programs, where one seeks a solution x that satisfies a set of inequalities of the form F . = {f (x, ) 0, ∈ D}. This set typically contains an infinite and uncountable number of inequalities, and it has been proved that the related robust feasibility problem is numerically hard to solve in general. In this pap...

We apply the object-oriented robust factor analysis R package robustfa to the 28 financial indicators of the 100 listed companies in China’s Chinese Securities Index (CSI) 100 index in the first quarter of 2013. First of all, according to the size of the data, we automatically choose a robust estimator, the robust Ogk estimator. By the Mahalanobis distances which are computed by the robust Ogk ...

Taking advantage of the S4 class system of the programming environment R, which facilitates the creation and maintenance of reusable and modular components, an objectoriented solution for robust factor analysis is developed. The solution resides in the package robustfa. In the solution, new S4 classes "Fa", "FaClassic", "FaRobust", "FaCov", "SummaryFa" are created. The robust factor analysis fu...

Multi-view learning leverages correlations between different sources of data to make predictions in one view based on observations in another view. A popular approach is to assume that, both, the correlations between the views and the view-specific covariances have a lowrank structure, leading to inter-battery factor analysis, a model closely related to canonical correlation analysis. We propos...