Exploring dimension learning via a penalized probabilistic principal component analysis

DOI10.1080/00949655.2022.2100890OpenAlexW4289518713MaRDI QIDQ5887975

Radu V. Craiu, Wei-Qi Deng

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.07548

zbMATH Keywords

penalizationmodel selectionprincipal component analysisprofile likelihooddimension estimationprobabilistic principal component analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• spcov

Cites Work

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