Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975): Difference between revisions

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+Q3814573
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+On the distribution of the largest eigenvalue in principal components analysis
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+Principal component analysis.
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+Automatic dimensionality selection from the scree plot via the use of profile likelihood
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+Q5830931
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+TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
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+Likelihood ratio test for partial sphericity in high and ultra-high dimensions
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+Selecting the number of principal components: estimation of the true rank of a noisy matrix
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+Selecting the number of components in principal component analysis using cross-validation approximations
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+The Optimal Hard Threshold for Singular Values is &lt;inline-formula&gt; &lt;tex-math notation="TeX"&gt;\(4/\sqrt {3}\) &lt;/tex-math&gt;&lt;/inline-formula&gt;
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+Determining the Number of Factors in Approximate Factor Models
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+On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
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+Probabilistic Principal Component Analysis
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+Model Averaging and Dimension Selection for the Singular Value Decomposition
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+Exact dimensionality selection for Bayesian PCA
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+Sparse estimation of a covariance matrix
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Bayes Factors
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+Optimal detection of sparse principal components in high dimension
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+Inferring the eigenvalues of covariance matrices from limited, noisy data
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+Estimation of the number of spikes, possibly equal, in the high-dimensional case
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