Robust Logistic Principal Component Regression for classification of data in presence of outliers

The Logistic Principal Component Regression (LPCR) has found many applications in classification of high-dimensional data, such as tumor classification using microarray data. However, when the measurements are contaminated and/or the observations are mislabeled, the performance of the LPCR will be significantly degraded. In this paper, we propose a new robust LPCR based on M-estimation, which constitutes a versatile framework to reduce the sensitivity of the estimators to outliers. In particular, robust detection rules are used to first remove the contaminated measurements and then a modified Huber function is used to further remove the contributions of the mislabeled observations. Experimental results show that the proposed method generally outperforms the conventional LPCR under the presence of outliers, while maintaining a performance comparable to that obtained under normal condition. © 2012 IEEE.published_or_final_versionThe 2012 IEEE International Symposium on Circuits and Systems (ISCAS), Seoul, Korea, 20-23 May 2012. In IEEE International Symposium on Circuits and Systems Proceedings, 2012, p. 2809-281

Regression analysis with compositional data containing zero values

Regression analysis with compositional data containing zero valuesComment: The paper has been accepted for publication in the Chilean Journal of Statistics. It consists of 12 pages with 4 figure

Fiscal discipline and exchange rates : does politics matter?

We look at the effect of exchange rate regimes on fiscal discipline, taking into account the effect of underlying political conditions. We present a model where strong politics (defined as policymakers facing longer political horizon and higher cohesion) are associated with better fiscal performance, but fixed exchange rates may revert this result and lead to less fiscal discipline. We confirm these hypotheses through regression analysis performed on a panel sample covering 79 countries from 1975 to 2012. Our empirical results also show that the positive effect of strong politics on fiscal discipline is not enough to counter the negative impact of being at/moving to fixed exchange rates. Our results are robust to a number of important sensitivity checks, including different estimators, alternative proxies for fiscal discipline, and sub-sample analysis.info:eu-repo/semantics/publishedVersio

Restricted Minimum Error Entropy Criterion for Robust Classification

The minimum error entropy (MEE) criterion has been verified as a powerful approach for non-Gaussian signal processing and robust machine learning. However, the implementation of MEE on robust classification is rather a vacancy in the literature. The original MEE only focuses on minimizing the Renyi's quadratic entropy of the error probability distribution function (PDF), which could cause failure in noisy classification tasks. To this end, we analyze the optimal error distribution in the presence of outliers for those classifiers with continuous errors, and introduce a simple codebook to restrict MEE so that it drives the error PDF towards the desired case. Half-quadratic based optimization and convergence analysis of the new learning criterion, called restricted MEE (RMEE), are provided. Experimental results with logistic regression and extreme learning machine are presented to verify the desirable robustness of RMEE