Multi-view intact space learning

C Xu, D Tao, C Xu - IEEE transactions on pattern analysis and …, 2015 - ieeexplore.ieee.org
It is practical to assume that an individual view is unlikely to be sufficient for effective multi-
view learning. Therefore, integration of multi-view information is both valuable and …

High-breakdown robust multivariate methods

M Hubert, PJ Rousseeuw, S Van Aelst - 2008 - projecteuclid.org
When applying a statistical method in practice it often occurs that some observations deviate
from the usual assumptions. However, many classical methods are sensitive to outliers. The …

Robust estimation in generalized partial linear models for clustered data

X He, WK Fung, Z Zhu - Journal of the American Statistical …, 2005 - Taylor & Francis
In this article we consider robust generalized estimating equations for the analysis of
semiparametric generalized partial linear models (GPLMs) for longitudinal data or clustered …

Robust subspace clustering by cauchy loss function

X Li, Q Lu, Y Dong, D Tao - IEEE transactions on neural …, 2018 - ieeexplore.ieee.org
Subspace clustering is a problem of exploring the low-dimensional subspaces of high-
dimensional data. State-of-the-art approaches are designed by following the model of …

Effects of outliers on the maximum correntropy estimation: A robustness analysis

B Chen, L Xing, H Zhao, S Du… - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
Recently, maximum correntropy criterion (MCC) has been widely and successfully used in
robust signal processing and machine learning, in which the correntropy is maximized …

Student-t censored regression model: properties and inference

RB Arellano-Valle, LM Castro… - Statistical Methods & …, 2012 - Springer
In statistical analysis, particularly in econometrics, it is usual to consider regression models
where the dependent variable is censored (limited). In particular, a censoring scheme to the …

Breakdown points of Cauchy regression-scale estimators

I Mizera, CH Müller - Statistics & probability letters, 2002 - Elsevier
Breakdown points of Cauchy regression-scale estimators - ScienceDirect Skip to main
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A robust journey in the new millennium

S Portnoy, X He - Journal of the American Statistical Association, 2000 - Taylor & Francis
A Robust Journey in the New Millennium Page 1 A Robust Journey in the New Millennium
Stephen PORTNOY and Xuming HE A brief search through Current Index to Statistics found …

Kalman Filtering Under Information Theoretic Criteria

B Chen, L Dang, N Zheng, JC Principe - Kalman Filtering Under …, 2023 - Springer
Generally, the traditional Kalman filter (KF) is derived under the well-known minimum mean
square error (MMSE) criterion, which is optimal under the Gaussian assumption. However …

Robust nonparametric integrative analysis to decipher heterogeneity and commonality across subgroups using sparse boosting

Z Li, Z Luo, Y Sun - Statistics in Medicine, 2022 - Wiley Online Library
In many biomedical problems, data are often heterogeneous, with samples spanning
multiple patient subgroups, where different subgroups may have different disease subtypes …