Inverse regression approach to (robust) non-linear high-to-low dimensional mapping

Event status:

Joint work with Antoine Deleforge, Radu Horaud and Emeline Perthame.

Date:
Friday 21 April 2017 12:00 pm until Friday 21 April 2017 01:00 pm (Add to calendar)
Contact:
Andriy Olenko
00 3479 2609; A.Olenko@latrobe.edu.au
Presented by:
Dr Florence Forbes (Director of Research at INRIA Grenoble Rhone-Alpes, France)
Type of Event:
Seminar/Workshop/Training

The goal of this work is to address the issue of non linear regression with outliers, possibly in high dimension, without specifying the form of the link function and under a parametric approach.
Non linearity is handled via an underlying mixture of affine regressions. Each regression is encoded in a joint multivariate Student distribution on the responses and covariates. This joint modelling allows the use of an inverse regression strategy to handle the high dimensionality of the data, while the heavy tail of the Student distribution limits the contamination by outlying data. The possibility to add a number of latent variables similar to factors to the model further reduces its sensitivity to noise or model mispecification. The mixture model setting has the advantage to provide a natural inference procedure using an EM algorithm. The tractability and flexibility of the algorithm  are illustrated on simulations and real high dimensional data with good performance that compares favorably with  other existing methods.

Map:

Room 310 (ACE Room), Physical Sciences 2

La Trobe University, Melbourne Campus.

Search

to

29th Jun 2017 12:04pm

Advanced search

June Next Previous

  • Sun
  • Mon
  • Tue
  • Wed
  • Thu
  • Fri
  • Sat
1
3
4
5
8
11
12
16
17
18
19
23
25
27
28
29
30