1st Edition

Robust Methods for Data Reduction

By Alessio Farcomeni, Luca Greco Copyright 2015
    297 Pages
    by Chapman & Hall

    298 Pages 67 B/W Illustrations
    by Chapman & Hall

    Robust Methods for Data Reduction gives a non-technical overview of robust data reduction techniques, encouraging the use of these important and useful methods in practical applications. The main areas covered include principal components analysis, sparse principal component analysis, canonical correlation analysis, factor analysis, clustering, double clustering, and discriminant analysis.

    The first part of the book illustrates how dimension reduction techniques synthesize available information by reducing the dimensionality of the data. The second part focuses on cluster and discriminant analysis. The authors explain how to perform sample reduction by finding groups in the data.

    Despite considerable theoretical achievements, robust methods are not often used in practice. This book fills the gap between theoretical robust techniques and the analysis of real data sets in the area of data reduction. Using real examples, the authors show how to implement the procedures in R. The code and data for the examples are available on the book’s CRC Press web page.

    Introduction and Overview. Multivariate Estimation Methods. Dimension Reduction: Principal Component Analysis. Sparse Robust PCA. Canonical Correlation Analysis. Factor Analysis. Sample Reduction: k-Means and Model-Based Clustering. Robust Clustering. Robust Model-Based Clustering. Double Clustering. Discriminant Analysis. Appendix. Bibliography. Index.


    Alessio Farcomeni is an assistant professor in the Department of Public Health and Infectious Diseases at the University of Rome Sapienza. His work focuses on robust statistics, longitudinal models, categorical data analysis, cluster analysis, and multiple testing. He also is involved in clinical, ecological, and econometric research.

    Luca Greco is an assistant professor in the Department of Law, Economics, Management and Quantitative Methods at the University of Sannio. His research interests include robust statistics, likelihood asymptotics, pseudolikelihood functions, and skew elliptical distributions.