<div class="csl-bib-body">
<div class="csl-entry">Gschwandtner, M., & Filzmoser, P. (2013). Outlier Detection in High Dimension Using Regularization. In <i>Synergies of Soft Computing and Statistics for Intelligent Data Analysis</i> (pp. 237–244). Springer Verlag Berlin-Heidelberg. https://doi.org/10.1007/978-3-642-33042-1_26</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/120301
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dc.description.abstract
An outlier detection method for high dimensional data is presented in this paper. It makes use of a robust and regularized estimation of the covariance matrix which is achieved by maximization of a penalized version of the likelihood function for joint location and inverse scatter. A penalty parameter controls the amount of regularization.
The algorithm is computation intensive but provides higher efficiency than other methods. This fact will be demonstrated in an example with simulated data, in which the presented method is compared to another algorithm for high dimensional data.
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dc.language.iso
en
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dc.publisher
Springer Verlag Berlin-Heidelberg
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dc.relation.ispartofseries
Advances in Intelligent Systems and Computing
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dc.title
Outlier Detection in High Dimension Using Regularization
en
dc.type
Konferenzbeitrag
de
dc.type
Inproceedings
en
dc.relation.publication
Synergies of Soft Computing and Statistics for Intelligent Data Analysis
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dc.relation.isbn
978-3-642-33042-1
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dc.relation.doi
10.1007/978-3-642-33042-1
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dc.relation.issn
2194-5357
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dc.description.startpage
237
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dc.description.endpage
244
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dc.type.category
Full-Paper Contribution
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dc.relation.eissn
2194-5365
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tuw.booktitle
Synergies of Soft Computing and Statistics for Intelligent Data Analysis
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tuw.book.ispartofseries
Synergies of Soft Computing and Statistics for Intelligent Data Analysis
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tuw.relation.publisher
Springer
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tuw.relation.publisherplace
Berlin, Heidelberg
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tuw.researchTopic.id
C4
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tuw.researchTopic.id
A3
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tuw.researchTopic.id
X1
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tuw.researchTopic.name
Mathematical and Algorithmic Foundations
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.name
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