mvBACON swMATH ID: 36501 Software Authors: Billor, N., Hadi, A. S., Velleman, P. F. Description: BACON: blocked adaptive computationally efficient outlier nominators. Although it is customary to assume that data are homogeneous, in fact, they often contain outliers or subgroups. Methods for identifying multiple outliers and subgroups must deal with the challenge of establishing a metric that is not itself contaminated by inhomogeneities by which to measure how extraordinary a data point is. For samples of a sufficient size to support sophisticated methods, the computation cost often makes outlier detection unattractive. All multiple outlier detection methods have suffered in the past from a computational cost that escalated rapidly with the sample size. We propose a new general approach, based on the methods of Hadi (1992a,1994) and Hadi and Simonoff (1993) that can be computed quickly — often requiring less than five evaluations of the model being fit to the data, regardless of the sample size. Two cases of this approach are presented in this paper (algorithms for the detection of outliers in multivariate and regression data). The algorithms, however, can be applied more broadly than to these two cases. We show that the proposed methods match the performance of more computationally expensive methods on standard test problems and demonstrate their superior performance on large simulated challenges. Homepage: https://rdrr.io/cran/robustX/man/mvBACON.html Related Software: R; robustbase; ROBPCA; ggplot2; rrcov; FSDA; FastPCS; outselect; IsolationForest; LOF; pROC; igraph; VIM; Julia; LinRegOutliers; bacon; Mata; dobin; mbgraphic; tidytext Cited in: 31 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year BACON: blocked adaptive computationally efficient outlier nominators. Zbl 1145.62314Billor, N.; Hadi, A. S.; Velleman, P. F. 2000 all top 5 Cited by 67 Authors 3 Billor, Nedret 3 Hadi, Ali Saad 3 Imon, A. H. M. Rahmatullah 2 Alih, Ekele 2 Filzmoser, Peter 2 Hubert, Mia 2 Hyndman, Rob J. 2 Kandanaarachchi, Sevvandi 2 Nasser, Mohammed 2 Nurunnabi, A. A. M. 2 Ong, Hong Choon 2 Rousseeuw, Peter J. 1 Abunawas, Kalid Abunawas 1 Allal, Jelloul 1 Alpu, Özlem 1 Alrawashdeh, Mufda Jameel 1 Atkinson, Anthony C. 1 Bagdonavičius, Vilijandas B. 1 Balakrishnan, Narayanaswamy 1 Boulesteix, Anne-Laure Isabeau 1 Caroni, Chrys 1 Coutinho, Wieger 1 De Bin, Riccardo 1 de Waal, Ton 1 Ercan, Ilker 1 Giloni, Avi 1 Gussenbauer, J. 1 Jiang, Yunlu 1 Kerkri, Abdelmounaim 1 Kondylis, Athanassios 1 Leng, Chenlei 1 Liao, Jibiao 1 Liao, Wenhui 1 Liu, Chao 1 Maronna, Ricardo Antonio 1 Miller, John James 1 Muñoz, Mario Andrés 1 Niu, Lu 1 Petkevičius, Linas 1 Pitsoulis, Leonidas S. 1 Quiroz, Adolfo J. 1 Radwan, Taha Radwan 1 Reyen, Salem S. 1 Riani, Marco 1 Sauerbrei, Willi 1 Sawant, Pallavi 1 Sengupta, Bhaskar 1 Shin, Hyejin 1 Simonoff, Jeffrey S. 1 Smith-Miles, Kate A. 1 Templ, Matthias 1 Unwin, Antony R. 1 Uzabaci, Ender 1 Vakili, Kaveh 1 Vanpaemel, Dina 1 Velleman, Paul F. 1 Verdonck, Tim 1 Wada, Kazumi 1 Wegman, Edward J. 1 Welsch, Roy E. 1 Werner, Mark 1 Xie, Baojian 1 Zarrouk, Zoubir 1 Zhang, Jiantao 1 Zhao, Junlong 1 Zhu, Zhe 1 Zioutas, George all top 5 Cited in 16 Serials 8 Journal of Applied Statistics 6 Computational Statistics and Data Analysis 2 Metrika 2 Computational Statistics 2 Journal of Computational and Graphical Statistics 1 International Statistical Review 1 Communications in Statistics. Simulation and Computation 1 Test 1 Statistical Papers 1 Data Mining and Knowledge Discovery 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Applied Mathematics 1 Advances in Data Analysis and Classification. ADAC 1 European Journal of Pure and Applied Mathematics 1 The Annals of Applied Statistics 1 Japanese Journal of Statistics and Data Science Cited in 5 Fields 31 Statistics (62-XX) 4 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year