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Some thoughts about classification
Some thoughts about classification
Frank Hampel
January 2002
Abstract
The paper contains some general remarks on the high
art of data analysis, some philosophical thoughts about
classification, a partial review of outliers and robustness from
the point of view of applications, including a discussion of the
problem of model choice, and a review of several aspects of
robust estimation of covariance matrices, including the pragmatic
choice of a weight function based on empirical and theoretical
evidence. Several sections contain new (or at least original)
ideas: There are some proposals for incorporating robustness
into Bayesian practice and theory, including weighted log
likelihoods and Bayes' theorem for weighted data. Some small
ideas refer to artificial classification in a continuum, to a
``robust'' (Prohorov-type) metric for high-dimensional data, and
to the use of multiple minimum spanning trees. A promising but
difficult research idea for clustering on the real line, based
on a new smoothing method, concludes the paper.
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