Anomaly detection by robust statistics

PJ Rousseeuw, M Hubert - Wiley Interdisciplinary Reviews …, 2018 - Wiley Online Library
Real data often contain anomalous cases, also known as outliers. These may spoil the
resulting analysis but they may also contain valuable information. In either case, the ability to …

There and back again: Outlier detection between statistical reasoning and data mining algorithms

A Zimek, P Filzmoser - Wiley Interdisciplinary Reviews: Data …, 2018 - Wiley Online Library
Outlier detection has been a topic in statistics for centuries. Over mainly the last two
decades, there has been also an increasing interest in the database and data mining …

[图书][B] Robust statistics: theory and methods (with R)

RA Maronna, RD Martin, VJ Yohai, M Salibián-Barrera - 2019 - books.google.com
A new edition of this popular text on robust statistics, thoroughly updated to include new and
improved methods and focus on implementation of methodology using the increasingly …

Robust linear regression for high‐dimensional data: An overview

P Filzmoser, K Nordhausen - Wiley Interdisciplinary Reviews …, 2021 - Wiley Online Library
Digitization as the process of converting information into numbers leads to bigger and more
complex data sets, bigger also with respect to the number of measured variables. This …

Minimum volume ellipsoid

S Van Aelst, P Rousseeuw - Wiley Interdisciplinary Reviews …, 2009 - Wiley Online Library
The minimum volume ellipsoid (MVE) estimator is based on the smallest volume ellipsoid
that covers h of the n observations. It is an affine equivariant, high‐breakdown robust …

Detecting deviating data cells

PJ Rousseeuw, WVD Bossche - Technometrics, 2018 - Taylor & Francis
ABSTRACT A multivariate dataset consists of n cases in d dimensions, and is often stored in
an n by d data matrix. It is well-known that real data may contain outliers. Depending on the …

[图书][B] Robust methods for data reduction

A Farcomeni, L Greco - 2016 - books.google.com
This book gives a non-technical overview of robust data reduction techniques, encouraging
the use of these important and useful methods in practical applications. The main areas …

Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

E Cabana, RE Lillo, H Laniado - Statistical papers, 2021 - Springer
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed,
based on the notion of shrinkage. Robust intensity and scaling factors are optimally …

[HTML][HTML] Sparse regression for large data sets with outliers

L Bottmer, C Croux, I Wilms - European Journal of Operational Research, 2022 - Elsevier
The linear regression model remains an important workhorse for data scientists. However,
many data sets contain many more predictors than observations. Besides, outliers, or …

A deterministic algorithm for robust location and scatter

M Hubert, PJ Rousseeuw… - Journal of Computational …, 2012 - Taylor & Francis
Most algorithms for highly robust estimators of multivariate location and scatter start by
drawing a large number of random subsets. For instance, the FASTMCD algorithm of …