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Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/51928
Title: A projection-pursuit method for sparse robust pca
Authors: Filzmoser, P.
Issue Date: 2013
Publisher: Minsk : Publ. center of BSU
Citation: Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 32-35
Abstract: A method based on the idea of projection-pursuit is introduced for obtaining principal components that are robust and sparse [3]. The term robust refers to resistance against outlying observations, while the expression sparse means that some of the principal component loadings will be forced to zero values. In that way, the resulting method is insensitive to outliers in the data, and due to the sparse loading pattern, results are simpler to interpret.
URI: http://elib.bsu.by/handle/123456789/51928
Appears in Collections:2013. Computer Data Analysis and Modeling. Vol 1
Vol. 1

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