3 papers
stat.ME2025
Cellwise and Casewise Robust Covariance in High Dimensions
Fabio Centofanti, Mia Hubert, Peter J. Rousseeuw
The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a diffe…
stat.ME2024
Robust discriminant analysis
Mia Hubert, Jakob Raymaekers, Peter J. Rousseeuw
Discriminant analysis (DA) is one of the most popular methods for classification due to its conceptual simplicity, low computational cost, and often solid performance. In its stand…
stat.ME2024
Robust Principal Components by Casewise and Cellwise Weighting
Fabio Centofanti, Mia Hubert, Peter J. Rousseeuw
Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its p…