A computationally efficient of robust mahalanobis distance based on MVV estimator
MCD is a well-known multivariate robust estimator. However, the computation of the estimator is not simple especially for large sample size due to the complexity of the objective function i.e. minimizing covariance determinant. Recently, an alternative objective function which is simpler and faster...
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Published: |
2015
|
| Subjects: |
| _version_ | 1803628185124864000 |
|---|---|
| author | Ali, Hazlina Syed Yahaya, Sharipah Soaad Omar, Zurni |
| author_facet | Ali, Hazlina Syed Yahaya, Sharipah Soaad Omar, Zurni |
| author_sort | Ali, Hazlina |
| collection | UUM |
| description | MCD is a well-known multivariate robust estimator. However, the computation of the estimator is not simple especially for large sample size due to the complexity of the objective function i.e. minimizing covariance determinant. Recently, an alternative objective function which is simpler and faster was introduced. The objective function is to minimize vector variance, which consequently will generate the estimator known as minimum vector variance (MVV). In this paper, a simulation study was conducted to compare the computational efficiency of the two estimators with regards to the number of operations in the computation of objective function and also iterations of the algorithm to convergence. The result showed that the computational efficiency of MVV is higher than MCD for small or large data set. |
| first_indexed | 2024-07-04T06:17:56Z |
| format | Conference or Workshop Item |
| id | uum-21571 |
| institution | Universiti Utara Malaysia |
| last_indexed | 2024-07-04T06:17:56Z |
| publishDate | 2015 |
| record_format | dspace |
| spelling | uum-215712017-04-16T02:59:43Z https://repo.uum.edu.my/id/eprint/21571/ A computationally efficient of robust mahalanobis distance based on MVV estimator Ali, Hazlina Syed Yahaya, Sharipah Soaad Omar, Zurni QA75 Electronic computers. Computer science MCD is a well-known multivariate robust estimator. However, the computation of the estimator is not simple especially for large sample size due to the complexity of the objective function i.e. minimizing covariance determinant. Recently, an alternative objective function which is simpler and faster was introduced. The objective function is to minimize vector variance, which consequently will generate the estimator known as minimum vector variance (MVV). In this paper, a simulation study was conducted to compare the computational efficiency of the two estimators with regards to the number of operations in the computation of objective function and also iterations of the algorithm to convergence. The result showed that the computational efficiency of MVV is higher than MCD for small or large data set. 2015 Conference or Workshop Item PeerReviewed Ali, Hazlina and Syed Yahaya, Sharipah Soaad and Omar, Zurni (2015) A computationally efficient of robust mahalanobis distance based on MVV estimator. In: International Symposium on Mathematical Sciences and Computing Research (iSMSC), 19-20 May 2015, Hotel Casuarina@Meru, Bandar Meru Raya, Ipoh, Perak Darul Ridzuan, MALAYSIA. http://doi.org/10.1109/ISMSC.2015.7594076 doi:10.1109/ISMSC.2015.7594076 doi:10.1109/ISMSC.2015.7594076 |
| spellingShingle | QA75 Electronic computers. Computer science Ali, Hazlina Syed Yahaya, Sharipah Soaad Omar, Zurni A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title | A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title_full | A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title_fullStr | A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title_full_unstemmed | A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title_short | A computationally efficient of robust mahalanobis distance based on MVV estimator |
| title_sort | computationally efficient of robust mahalanobis distance based on mvv estimator |
| topic | QA75 Electronic computers. Computer science |
| work_keys_str_mv | AT alihazlina acomputationallyefficientofrobustmahalanobisdistancebasedonmvvestimator AT syedyahayasharipahsoaad acomputationallyefficientofrobustmahalanobisdistancebasedonmvvestimator AT omarzurni acomputationallyefficientofrobustmahalanobisdistancebasedonmvvestimator AT alihazlina computationallyefficientofrobustmahalanobisdistancebasedonmvvestimator AT syedyahayasharipahsoaad computationallyefficientofrobustmahalanobisdistancebasedonmvvestimator AT omarzurni computationallyefficientofrobustmahalanobisdistancebasedonmvvestimator |