Title
Detection of Outliers Using Robust Principal Component Analysis: A Simulation Study
Abstract
Outlier detection is an important problem in statistics that has been addressed in a variety of research areas and applications domains. In this paper, we tackle this problem using robust principal component analysis. We consider different robust estimators along with the classical estimator of principal components and develop a simulation study to compare the envisage outlier detection methods in two different scenarios: semi-supervised, where we have a training set composed only by regular observations, and an unsupervised scenario, where nothing is known about the class (regular or outlier) of each training observation.
Year
DOI
Venue
2010
10.1007/978-3-642-14746-3_62
COMBINING SOFT COMPUTING AND STATISTICAL METHODS IN DATA ANALYSIS
Keywords
Field
DocType
Outlier detection,Robustness,Principal component analysis,Simulation
Training set,Anomaly detection,Pattern recognition,Computer science,Outlier,Robustness (computer science),Robust principal component analysis,Artificial intelligence,Statistics,Principal component analysis,Estimator
Conference
Volume
ISSN
Citations 
77
1867-5662
1
PageRank 
References 
Authors
0.40
4
4
Name
Order
Citations
PageRank
Cláudia Pascoal151.20
M. Rosario de Oliveira283.06
António Pacheco3977.13
R. Valadas4141.92