Computing the update of the repeated median regression line in linear time

Authors:
Thorsten Bernholt;Roland Fried
Affiliations:
Fachbereich Informatik, Universität Dortmund, Baroper Strasse 301, 44221 Dortmund, Germany;Fachbereich Statistik, Universität Dortmund, Vogelpothsweg 87, 44221 Dortmund, Germany
Venue:
Information Processing Letters
Year:
2003

Citing 6
Cited 2

Reporting and counting segment intersections

Journal of Computer and System Sciences
Robust regression and outlier detection

Robust regression and outlier detection
Introduction to algorithms

Introduction to algorithms
Finding the repeated median regression line

SODA '92 Proceedings of the third annual ACM-SIAM symposium on Discrete algorithms
Computational geometry: algorithms and applications

Computational geometry: algorithms and applications
Selecting the Median

SIAM Journal on Computing

Modified repeated median filters

Statistics and Computing
Repeated median and hybrid filters

Computational Statistics & Data Analysis

Quantified Score

Hi-index	0.89

Visualization

Abstract

The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs, e.g., in statistical online monitoring, where the computational effort is often critical. We present a deterministic algorithm for the update working in O(n) time and O(n2) space.