B0385
Title: Adaptively weighted large margin classifiers for sufficient dimension reduction
Authors: Andreas Artemiou - University of Limassol (Cyprus) [presenting]
Abstract: Adaptively weighted large margin classifiers are combined with Support Vector Machine (SVM)-based dimension reduction methods to create dimension reduction methods robust to the presence of extreme outliers. We discuss estimation and asymptotic properties of the algorithm. The good performance of the new algorithm is demonstrated through simulations and real data analysis.
