Bi-cross-validation of the SVD and the nonnegative matrix factorization

DOI10.48550/arXiv.0908.2062zbMath1166.62047arXiv0908.2062OpenAlexW3104577407MaRDI QIDQ159675

Patrick O. Perry, Art B. Owen, Patrick O. Perry, Art B. Owen

Publication date: 14 August 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2062

zbMATH Keywords

cross-validationrandom matrix theoryprincipal componentssample reuseweak factor model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

Related Items (28)

Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data ⋮ Supervised singular value decomposition and its asymptotic properties ⋮ Biwhitening Reveals the Rank of a Count Matrix ⋮ Adaptive singular value shrinkage estimate for low rank tensor denoising ⋮ The cluster graphical Lasso for improved estimation of Gaussian graphical models ⋮ Adaptive shrinkage of singular values ⋮ Double-Matched Matrix Decomposition for Multi-View Data ⋮ Unnamed Item ⋮ \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise ⋮ Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data ⋮ Deviance matrix factorization ⋮ AUTOMATIC RELEVANCE DETERMINATION IN NONNEGATIVE MATRIX FACTORIZATION BASED ON A ZERO-INFLATED COMPOUND POISSON-GAMMA DISTRIBUTION ⋮ Fast Estimation of Approximate Matrix Ranks Using Spectral Densities ⋮ Rank Selection in Nonnegative Matrix Factorization using Minimum Description Length ⋮ Unsupervised dimensionality reduction versus supervised regularization for classification from sparse data ⋮ The effects of nonignorable missing data on label-free mass spectrometry proteomics experiments ⋮ Cross-Validation With Confidence ⋮ Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls ⋮ Biclustering with heterogeneous variance ⋮ A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis ⋮ Bi-cross-validation for factor analysis ⋮ Network Cross-Validation for Determining the Number of Communities in Network Data ⋮ A Generalized Least-Square Matrix Decomposition ⋮ Estimating the Number of Clusters Using Cross-Validation ⋮ bcv ⋮ To Wait or Not to Wait: Two-Way Functional Hazards Model for Understanding Waiting in Call Centers ⋮ Unnamed Item ⋮ Analysis of multiview legislative networks with structured matrix factorization: does Twitter influence translate to the real world?

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The truncated SVD as a method for regularization
• Estimating the dimension of a model
• A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
• Resampling and exchangeable arrays
• On mixed-type reverse-order laws for the Moore-Penrose inverse of a matrix product
• On the distribution of the largest eigenvalue in principal components analysis
• Principal component analysis.
• Generalized inverses. Theory and applications.
• The pigeonhole bootstrap
• Eigenvalues of large sample covariance matrices of spiked population models
• THE NATURE OF POWER CORRECTIONS IN LARGE-β₀ APPROXIMATION
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Model Averaging and Dimension Selection for the Singular Value Decomposition
• Inferential Theory for Factor Models of Large Dimensions
• Determining the Number of Factors in Approximate Factor Models
• A new look at the statistical model identification

This page was built for publication: Bi-cross-validation of the SVD and the nonnegative matrix factorization