Robust kernel principal component analysis. 2009

Su-Yun Huang, and Yi-Ren Yeh, and Shinto Eguchi
Institute of Statistical Science, Academia Sinica, Taipei, Taiwan. syhuang@stat.sinica.edu.tw

This letter discusses the robustness issue of kernel principal component analysis. A class of new robust procedures is proposed based on eigenvalue decomposition of weighted covariance. The proposed procedures will place less weight on deviant patterns and thus be more resistant to data contamination and model deviation. Theoretical influence functions are derived, and numerical examples are presented as well. Both theoretical and numerical results indicate that the proposed robust method outperforms the conventional approach in the sense of being less sensitive to outliers. Our robust method and results also apply to functional principal component analysis.

UI MeSH Term Description Entries
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D000465 Algorithms A procedure consisting of a sequence of algebraic formulas and/or logical steps to calculate or determine a given task. Algorithm
D015203 Reproducibility of Results The statistical reproducibility of measurements (often in a clinical context), including the testing of instrumentation or techniques to obtain reproducible results. The concept includes reproducibility of physiological measurements, which may be used to develop rules to assess probability or prognosis, or response to a stimulus; reproducibility of occurrence of a condition; and reproducibility of experimental results. Reliability and Validity,Reliability of Result,Reproducibility Of Result,Reproducibility of Finding,Validity of Result,Validity of Results,Face Validity,Reliability (Epidemiology),Reliability of Results,Reproducibility of Findings,Test-Retest Reliability,Validity (Epidemiology),Finding Reproducibilities,Finding Reproducibility,Of Result, Reproducibility,Of Results, Reproducibility,Reliabilities, Test-Retest,Reliability, Test-Retest,Result Reliabilities,Result Reliability,Result Validities,Result Validity,Result, Reproducibility Of,Results, Reproducibility Of,Test Retest Reliability,Validity and Reliability,Validity, Face
D015233 Models, Statistical Statistical formulations or analyses which, when applied to data and found to fit the data, are then used to verify the assumptions and parameters used in the analysis. Examples of statistical models are the linear model, binomial model, polynomial model, two-parameter model, etc. Probabilistic Models,Statistical Models,Two-Parameter Models,Model, Statistical,Models, Binomial,Models, Polynomial,Statistical Model,Binomial Model,Binomial Models,Model, Binomial,Model, Polynomial,Model, Probabilistic,Model, Two-Parameter,Models, Probabilistic,Models, Two-Parameter,Polynomial Model,Polynomial Models,Probabilistic Model,Two Parameter Models,Two-Parameter Model
D016014 Linear Models Statistical models in which the value of a parameter for a given value of a factor is assumed to be equal to a + bx, where a and b are constants. The models predict a linear regression. Linear Regression,Log-Linear Models,Models, Linear,Linear Model,Linear Regressions,Log Linear Models,Log-Linear Model,Model, Linear,Model, Log-Linear,Models, Log-Linear,Regression, Linear,Regressions, Linear
D025341 Principal Component Analysis Mathematical procedure that transforms a number of possibly correlated variables into a smaller number of uncorrelated variables called principal components. Analyses, Principal Component,Analysis, Principal Component,Principal Component Analyses

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