title: Robust [Formula: see text] Approaches to Computing the Geometric Median and Principal and Independent Components.
abstract: Robust measures are introduced for methods to determine statistically uncorrelated or also statistically independent components spanning data measured in a way that does not permit direct separation of these underlying components. Because of the nonlinear nature of the proposed methods, iterative methods are presented for the optimization of merit functions, and local convergence of these methods is proved. Illustrative examples are presented to demonstrate the benefits of the robust approaches, including an application to the processing of dynamic medical imaging.
authors.affiliation: Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstraße 36, 8010 Graz, Austria.
authors.forename: Stephen L
authors.initials: SL
authors.lastname: Keeling
authors.affiliation: Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstraße 36, 8010 Graz, Austria.
authors.forename: Karl
authors.initials: K
authors.lastname: Kunisch
keywords: Geometric median; Independent component analysis; Local convergence of iterative methods; Robustness; principal component analysis