计算最小中位数平方回归直线与引导式拓扑扫描

Computing Least Median of Squares Regression Lines and Guided Topological Sweep

Journal of the American Statistical Association · 1990
被引 19
ABS 4

中文导读

提出一种O(n²)时间、O(n)空间的算法,用于计算数据点的最小中位数平方回归直线,改进了此前问题的上界,该算法基于线排列的拓扑扫描方法。

Abstract

Abstract Given a set of data points pi = (xi, yi ) for 1 ≤ i ≤ n, the least median of squares regression line is a line y = ax + b for which the median of the squared residuals is a minimum over all choices of a and b. An algorithm is described that computes such a line in O(n 2) time and O(n) memory space, thus improving previous upper bounds on the problem. This algorithm is an application of a general method built on top of the topological sweep of line arrangements. Key Words: Computational geometryDualityLine arrangementsRobust statistics

计算几何稳健统计回归分析算法设计