Detecting influential observations in Kernel PCA

  • Authors:
  • Michiel Debruyne;Mia Hubert;Johan Van Horebeek

  • Affiliations:
  • Department of Mathematics and Computer Science, Universiteit Antwerpen, Middelheimlaan 1G, B-2020 Antwerpen, Belgium;Department of Mathematics, K.U.Leuven - LStat, Celestijnenlaan 200B, B-3001 Leuven, Belgium;Center for Research in Mathematics (CIMAT), Apartado Postal 402, Guanajuato, Gto. 36000, Mexico

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2010

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Abstract

Kernel Principal Component Analysis extends linear PCA from a Euclidean space to any reproducing kernel Hilbert space. Robustness issues for Kernel PCA are studied. The sensitivity of Kernel PCA to individual observations is characterized by calculating the influence function. A robust Kernel PCA method is proposed by incorporating kernels in the Spherical PCA algorithm. Using the scores from Spherical Kernel PCA, a graphical diagnostic is proposed to detect points that are influential for ordinary Kernel PCA.