Weighted and robust archetypal analysis

  • Authors:
  • Manuel J. A. Eugster;Friedrich Leisch

  • Affiliations:
  • -;-

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

Quantified Score

Hi-index 0.03

Visualization

Abstract

Archetypal analysis represents observations in a multivariate data set as convex combinations of a few extremal points lying on the boundary of the convex hull. Data points which vary from the majority have great influence on the solution; in fact one outlier can break down the archetype solution. The original algorithm is adapted to be a robust M-estimator and an iteratively reweighted least squares fitting algorithm is presented. As a required first step, the weighted archetypal problem is formulated and solved. The algorithm is demonstrated using an artificial example, a real world example and a detailed simulation study.