robust dimensionality reductions

Dimensionality reduction (the basic being PCA) is very sensitive to outliers: A single bad pixel can dominate most objectives and thus create a spurious dimension. One of the best and most classic solutions to this is the robust PCA method, which is presented in a (very long) paper with impressive math and beautiful results. Yesterday Hans-Walter Rix (MPIA) and I coded it up and applied it to ESA…