Robust classification of high-dimensional data

COMPSTAT 2004 section: Classification. Abstract: In this paper we introduce a robust method to classify high- dimensional observations. We consider the SIMCA (Soft Independent Mod- elling of Class Analogies) approach to obtain a classification rule. Although a primary goal of this method was to detect outlying observations, the method itself is not robust. Therefore we will consider a robust classification method that shares the same ideas as the SIMCA approach. This robust method is based on a robust method for principal component analysis for high- dimensional data.