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Algorithms for Projection - Pursuit robust principal component analysis

Chemometrics and Intelligent Laboratory Systems

Croux C.; Filzmoser P.; Oliveira M.R.2007Elsevier

Key information

Authors:

Croux C.; Filzmoser P.; Oliveira M.R. (Maria do Rosário De Oliveira Silva)

Published in

06/15/2007

Abstract

The results of a standard principal component analysis (PCA) can be affected by the presence of outliers. Hence robust alternatives to {PCA} are needed. One of the most appealing robust methods for principal component analysis uses the ProjectionxPursuit principle. Here, one projects the data on a lower-dimensional space such that a robust measure of variance of the projected data will be maximized. The ProjectionxPursuit-based method for principal component analysis has recently been introduced in the field of chemometrics, where the number of variables is typically large. In this paper, it is shown that the currently available algorithm for robust ProjectionxPursuit {PCA} performs poor in the presence of many variables. A new algorithm is proposed that is more suitable for the analysis of chemical data. Its performance is studied by means of simulation experiments and illustrated on some real data sets.

Publication details

Authors in the community:

Publication version

AO - Author's Original

Publisher

Elsevier

Link to the publisher's version

https://www.sciencedirect.com/science/article/abs/pii/S016974390700007X

Title of the publication container

Chemometrics and Intelligent Laboratory Systems

First page or article number

218

Last page

225

Volume

87

Issue

2

Fields of Science and Technology (FOS)

mathematics - Mathematics

Publication language (ISO code)

eng - English

Alternative identifier (URI)

https://doi.org/10.1016/j.chemolab.2007.01.004

Rights type:

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