کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524786 957603 2005 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
High breakdown mixture discriminant analysis
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
High breakdown mixture discriminant analysis
چکیده انگلیسی
Robust S-estimation is proposed for multivariate Gaussian mixture models generalizing the work of Hastie and Tibshirani (J. Roy. Statist. Soc. Ser. B 58 (1996) 155). In the case of Gaussian Mixture models, the unknown location and scale parameters are estimated by the EM algorithm. In the presence of outliers, the maximum likelihood estimators of the unknown parameters are affected, resulting in the misclassification of the observations. The robust S-estimators of the unknown parameters replace the non-robust estimators from M-step of the EM algorithm. The results were compared with the standard mixture discriminant analysis approach using the probability of misclassification criterion. This comparison showed a slight reduction in the average probability of misclassification using robust S-estimators as compared to the standard maximum likelihood estimators.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 93, Issue 1, March 2005, Pages 102-111
نویسندگان
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