An automatic robust Bayesian approach to principal component regression

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Robust Principal Component Regression

In this note we introduce a method for robust principal component regression. Robust principal components are computed from the predictor variables, and they are used afterwards for estimating a response variable by performing robust linear multiple regression. The performance of the method is evaluated at a test data set from geochemistry. Then it is used for the prediction of censored values ...

متن کامل

Robust Principal Component Functional Logistic Regression

In this paper, we discuss the estimation of the parameter function for a functional logistic regression model in the presence of outliers. We consider ways that allow for the parameter estimator to be resistant to outliers, in addition to minimizing multicollinearity and reducing the high dimensionality which is inherent with functional data. To achieve this, the functional covariates and funct...

متن کامل

A principal component approach to dynamic regression models

In this paper we introduce a dynamic regression model that states how an output is related to an input allowing future values forecasting. The basic tools to set up this model are the orthogonal decomposition of a discrete time stochastic process by means of its principal components analysis, and the linear regression performed on the principal components of input and output processes. The beha...

متن کامل

An application of principal component analysis and logistic regression to facilitate production scheduling decision support system: an automotive industry case

Production planning and control (PPC) systems have to deal with rising complexity and dynamics. The complexity of planning tasks is due to some existing multiple variables and dynamic factors derived from uncertainties surrounding the PPC. Although literatures on exact scheduling algorithms, simulation approaches, and heuristic methods are extensive in production planning, they seem to be ineff...

متن کامل

A Variational Bayes Approach to Robust Principal Component Analysis

We solve the Robust Principal Component Analysis problem: decomposing an observed matrix into a low-rank matrix plus a sparse matrix. Unlike alternative methods that approximate this l0 objective with an l1 objective and solve a convex optimization problem, we develop a corresponding generative model and solve a statistical inference problem. The main advantages of this approach is its ability ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Applied Statistics

سال: 2020

ISSN: 0266-4763,1360-0532

DOI: 10.1080/02664763.2019.1710478