Cross-validation methods in principal component analysis: a comparison

DOI10.1007/BF02511446MaRDI QIDQ1766956zbMATH OpenFDO

Authors Giancarlo Diana, Chiara Tommasi

Publication date 3 March 2005

Published in Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

cross-validation methods

Mathematics Subject Classification ID

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

Recommendations

• Selecting the number of components in principal component analysis using cross-validation approximations
• Cross-validatory choice for the number of principal components in principal component regression
• Selection of components in principal component analysis: A comparison of methods
• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• Computer intensive trials to determine the number of variables in PCA

Cites work

• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• scientific article; zbMATH DE number 3340892 (Why is no real title available?)
• Algorithm AS 127: Generation of Random Orthogonal Matrices
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Pattern recognition by means of disjoint principal components models

Cited in

(10)

• Nuclear power plant sensor fault detection using singular value decomposition-based method
• Validation in principal components analysis applied to EEG data
• Fast cross-validation of high-breakdown resampling methods for PCA
• Computer intensive trials to determine the number of variables in PCA
• A memory-based method to select the number of relevant components in principal component analysis
• Cross-validatory choice for the number of principal components in principal component regression
• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• Detecting the Guttman effect with the help of ordinal correspondence analysis in synchrotron X-ray diffraction data analysis
• Selecting the number of components in principal component analysis using cross-validation approximations
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods

Describes a project that uses

Uses Software

• AS 127

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