This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
Projection pursuit was originally introduced to identify structures in multivariate data clouds (Huber, 1985). The idea of projecting data to a lowdimensional subspace can also be ...
Peter Filzmoser, Sven Serneels, Christophe Croux, ...
This paper compares the performance of classification and regression trees (CART), multivariate adaptive regression splines (MARS), and a Gaussian mixture regressor (GMR) method ...
Background: Expression microarray analysis is one of the most popular molecular diagnostic techniques in the post-genomic era. However, this technique faces the fundamental proble...
Yian A. Chen, Cheng-Chung Chou, Xinghua Lu, Elizab...
We consider the exact and approximate computational complexity of the multivariate LMS linear regression estimator. The LMS estimator is among the most widely used robust linear s...