24 citations · 72 across the 24 of their papers we have counts for
5 papers · 2 filters
Sparse Data-Driven Random Projection in Regression for High-Dimensional Data
Roman Parzer, Peter Filzmoser, Laura Vana-Gür
We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In thi…
Identifying Important Pairwise Logratios in Compositional Data with Sparse Principal Component Analysis
Viktorie Nesrstová, Ines Wilms, Karel Hron +1
Compositional data are characterized by the fact that their elemental information is contained in simple pairwise logratios of the parts that constitute the composition. While pair…
Minimum regularized covariance trace estimator and outlier detection for functional data
Jeremy Oguamalam, Una Radojičić, Peter Filzmoser
In this paper, we propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection. The MRCT esti…
Improving Forecasts for Heterogeneous Time Series by "Averaging", with Application to Food Demand Forecast
Lukas Neubauer, Peter Filzmoser
A common forecasting setting in real world applications considers a set of possibly heterogeneous time series of the same domain. Due to different properties of each time series su…
Spatially smoothed robust covariance estimation for local outlier detection
Patricia Puchhammer, Peter Filzmoser
Most multivariate outlier detection procedures ignore the spatial dependency of observations, which is present in many real data sets from various application areas. This paper int…