摘要翻译:
我们提供了两个竞争版本的降维方法的灵敏度比较主要Hessian方向(博士)。这些比较考虑了小扰动对通过影响函数估计降维子空间的影响。我们表明,在某些观察类型的存在下,两个版本的博士可以表现得完全不同。我们的结果也提供了证据,证明传统意义上的离群值在实践中可能有很大的影响,也可能没有很大的影响。由于影响观测值可能潜伏在其他典型数据中,我们考虑经验设置中的影响函数,以便在实践中有效地检测影响观测值。
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英文标题:
《Sensitivity of principal Hessian direction analysis》
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作者:
Luke A. Prendergast, Jodie A. Smith
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最新提交年份:
2007
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分类信息:
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via the influence function. We show that the two versions of pHd can behave completely differently in the presence of certain observational types. Our results also provide evidence that outliers in the traditional sense may or may not be highly influential in practice. Since influential observations may lurk within otherwise typical data, we consider the influence function in the empirical setting for the efficient detection of influential observations in practice.
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PDF链接:
https://arxiv.org/pdf/706.1408