论文信息 - An improved algorithm for robust PCA

An improved algorithm for robust PCA

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

Mia Hubert | Peter J. Rousseeuw | Sabine Verboven

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