Robust probabilistic PCA with missing data and contribution analysis for outlier detection

T Chen; E Martin; G Montague

doi:10.1016/j.csda.2009.03.014

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Robust probabilistic PCA with missing data and contribution analysis for outlier detection

Journal article

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Robust probabilistic PCA with missing data and contribution analysis for outlier detection

T Chen, E Martin and G Montague

COMPUTATIONAL STATISTICS & DATA ANALYSIS, Vol.53(10), pp.3706-3716

01/08/2009

DOI: https://doi.org/10.1016/j.csda.2009.03.014

Abstract

Science & Technology

Technology

Physical Sciences

Computer Science

Interdisciplinary Applications

Statistics & Probability

Computer Science

Mathematics

COMPUTER SCIENCE

INTERDISCIPLINARY APPLICATIONS

STATISTICS & PROBABILITY

PRINCIPAL COMPONENT ANALYSIS

T-DISTRIBUTION

EM ALGORITHM

COVARIANCE

IDENTIFICATION

MATRIX

MODEL

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Title: Robust probabilistic PCA with missing data and contribution analysis for outlier detection
Creators: T Chen
E Martin
G Montague
Publication Details: COMPUTATIONAL STATISTICS & DATA ANALYSIS, Vol.53(10), pp.3706-3716
Publisher: ELSEVIER SCIENCE BV
Publication Date: 01/08/2009
Identifiers: 99512474902346; WOS:000267152700016
Academic Unit: School of Chemistry and Chemical Engineering
Language: English
Resource Type: Journal article

Robust probabilistic PCA with missing data and contribution analysis for outlier detection

Abstract

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