Robust regression and outlier detection
Robust regression and outlier detection
Robust Clustering with Applications in Computer Vision
IEEE Transactions on Pattern Analysis and Machine Intelligence
Genetic algorithms + data structures = evolution programs (3rd ed.)
Genetic algorithms + data structures = evolution programs (3rd ed.)
Improved feasible solution algorithms for high breakdown estimation
Computational Statistics & Data Analysis
Fitting Optimal Piecewise Linear Functions Using Genetic Algorithms
IEEE Transactions on Pattern Analysis and Machine Intelligence
Statistical analysis of the main parameters involved in the designof a genetic algorithm
IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews
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The minimum volume ellipsoid (MVE) is a useful tool in multivariate statistics and data mining. It is used for computing robust multivariate outlier diagnostics and for calculating robust covariance matrix estimates. Various search algorithms for finding or approximating the MVE have been developed, but due to the combinatorial nature of the problem, exact computation of the MVE is impractical for all but the smallest datasets. Since large datasets are increasingly common, alternative algorithms are desired. Even among small datasets, performance of the existing algorithms varies considerably--no single algorithm dominates in performance. This paper presents a unique matrix-structured genetic algorithm (GA) that directly searches the ellipsoid space for the MVE. By directly searching the space of ellipsoids, the impact of the combinatorial nature of the problem is minimized. The matrix-structured GA is described in detail, and evidence is provided to illustrate the performance of the new algorithm in detecting multivariate outliers.