Some computational aspects of robustifed total least squares

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Some computational aspects of robustifed total least squares
Original language description
Classical regression estimators, such as the Ordinary Least Squares, are very sensitive to occurrence of outliers and they are not consistent when orthogonality condition is broken and both independent and some dependent variables are considered to be measured with a random error. The method which can cope with this problem is robustified version of the mixed Least Squares - Total Least Squares method, based on the idea of down-weighting the influential points. The existence and the uniqueness of the solution is discussed and di(R)erent approaches of calculation are described. The computational complexity is shown and the exact algorithm based on a branch-and-bound technique that guarantees global optimality is presented. The implementation of the algorithms and theirs application to simulated and real data sets are shown.
Czech name
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Czech description
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
SPMS 2011 Stochastic and Physical Monitoring Systems - Proceedings
ISBN
978-80-01-04916-7
ISSN
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e-ISSN
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Number of pages
13
Pages from-to
35-47
Publisher name
ČVUT, Fakulta jaderná a fyzikálně inženýrská
Place of publication
Praha
Event location
Křižánky
Event date
Jun 27, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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