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Hoofdcomponentenanalyse×Robuuste regressie×
VakgebiedMachine learningStatistiek
FamilieMachine learningRegression model
Jaar van ontstaan20021964
GrondleggerJolliffe, I.T. (textbook); Pearson & Hotelling (origins)Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
TypeUnsupervised dimensionality reductionRegression with outlier resistance
Oorspronkelijke bronJolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer. DOI ↗Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
AliassenTemel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transformM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
Verwant36
SamenvattingPrincipal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.
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ScholarGateMethoden vergelijken: Principal Component Analysis · Robust Regression. Geraadpleegd op 2026-06-17 via https://scholargate.app/nl/compare