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Methods for Finding the Offset in Robust Subspace Fitting
Author(s) -
Lellmann Jan,
Neumayer Sebastian,
Nimmer Max,
Steidl Gabriele
Publication year - 2019
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201900323
Subject(s) - subspace topology , offset (computer science) , estimator , algorithm , mathematics , computer science , robustness (evolution) , statistics , artificial intelligence , biochemistry , chemistry , gene , programming language
We propose a method for finding the offset in robust PCA which differs from the often used geometric median and arises in a natural way from maximizing the log‐likelihood estimator of a heavy‐tailed Student's t ‐distribution. Proof‐of‐concept numerical comparisons with other algorithms show the very good behavior of our approach.