On the least median square problem

  • Authors:
  • Jeff Erickson;Sariel Har-Peled;David Mount

  • Affiliations:
  • University of Illinois at Urbana-Champaign;University of Illinois at Urbana-Champaign;University of Maryland

  • Venue:
  • SCG '04 Proceedings of the twentieth annual symposium on Computational geometry
  • Year:
  • 2004

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Abstract

We consider the exact and approximate computational complexity of the multivariate LMS linear regression estimator. The LMS estimator is among the most widely used robust linear statistical estimators. Given a set of n points in ℝd and a parameter k, the problem is equivalent to computing the narrowest slab bounded by two parallel hyperplanes that contains k of the points. We present algorithms for the exact and approximate versions of the multivariate LMS problem. We also provide nearly matching lowerbounds for these problems, under the assumption that deciding whether n given points in ℝd are affinely nondegenerate requires Ω(nd) time.