Robust regression analysis techniques using exponential random variables
Abstract:
Embodiments relate to methodologies and program product is provided for conducting regression analysis. In one embodiment the method includes obtaining data related to a statistical process including a plurality of points in a plurality of dimensions and organizing the plurality of points and the plurality of dimensions in a matrix. The method also includes calculating a vector of a particular measurement such that the measurement equal the number of the plurality of points and calculating a least absolute deviation by determining the number of non-zero entries provided in the matrix.
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