论文信息 - Computing the update of the repeated median regression line in linear time

Computing the update of the repeated median regression line in linear time

The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs, e.g., in statistical online monitoring, where the computational effort is often critical. We present a deterministic algorithm for the update working in O(n) time and O(n2) space.

Roland Fried | Thorsten Bernholt

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