The Impact of Measurement Error on Principal Component Analysis

DOI10.1111/sjos.12083zbMath1305.62222OpenAlexW1532921549MaRDI QIDQ2932773

Magne Thoresen, Kristoffer H. Hellton

Publication date: 9 December 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/61089

zbMATH Keywords

perturbation theoryeigenvaluesprincipal component analysiseigenvectorsmeasurement errorhigh-dimensional datamicroarray data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (6)

Principal component analysis with autocorrelated data ⋮ Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion ⋮ Correlation analysis with additive distortion measurement errors ⋮ A survey of high dimension low sample size asymptotics ⋮ Correlation curve estimation for multiplicative distortion measurement errors data ⋮ Logarithmic calibration for nonparametric multiplicative distortion measurement errors models

Uses Software

• Bioconductor
• BGX

Cites Work

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• Selection of components in principal component analysis: A comparison of methods
• Finite sample approximation results for principal component analysis: A matrix perturbation approach
• Statistical eigen-inference from large Wishart matrices
• On the distribution of the largest eigenvalue in principal components analysis
• Principal component analysis.
• Stochastic Perturbation Theory
• Measurement Error
• On Consistency and Sparsity for Principal Components Analysis in High Dimensions
• Measurement Error in Nonlinear Models
• BGX: a fully Bayesian integrated approach to the analysis of Affymetrix GeneChip data

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