Peter Filzmoser

Peter Filzmoser
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Peter Filzmoser

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Statistics - Methodology (2)

Publications Authored By Peter Filzmoser

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets only. It is shown how outlier-free subsets can be identified efficiently, and how appropriate tuning parameters for the elastic net penalties can be selected. Read More

A powerful data transformation method named guided projections is proposed creating new possibilities to reveal the group structure of high-dimensional data in the presence of noise variables. Utilising projections onto a space spanned by a selection of a small number of observations allows measuring the similarity of other observations to the selection based on orthogonal and score distances. Observations are iteratively exchanged from the selection creating a non-random sequence of projections which we call guided projections. Read More