Robust Self-Tuning Semiparametric PCA for Contaminated Elliptical Distribution

Principal component analysis (PCA) is one of the most popular dimension reduction methods. The usual PCA is known to be sensitive to the presence of outliers, and thus many robust PCA methods have been developed. Among them, the Tyler's M-estimator is shown to be the most robust scatter estimat...

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Veröffentlicht in:IEEE transactions on signal processing 2022, Vol.70, p.5885-5897
Hauptverfasser: Hung, Hung, Huang, Su-Yun, Eguchi, Shinto
Format: Artikel
Sprache:eng
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