Multivariate Outlier Detection Using Independent Component Analysis

Abstract: The recent developments by considering a rather unexpected application of the theory of Independent component analysis (ICA) found in outlier detection, data clustering and multivariate data visualization etc. Accurate identification of outliers plays an important role in statistical analysis. If classical statistical models are blindly applied to data containing outliers, the results can be misleading at best. In addition, outliers themselves are often the special points of interest in many practical situations and their identification is the main purpose of the investigation. This paper takes an attempt a new and novel method for multivariate outlier detection using ICA and compares with different outlier detection techniques in the literature