Exploring dimension learning via a penalized probabilistic principal component analysis

DOI10.1080/00949655.2022.2100890MaRDI QIDQ5887975zbMATH OpenOpenAlexFDO

Authors Wei-Qi Deng, Radu V. Craiu

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

dimension estimationmodel selectionpenalizationprincipal component analysisprobabilistic principal component analysisprofile likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Perturbation LDA: Learning the difference between the class empirical mean and its expectation
• Robust signal dimension estimation via SURE
• A penalization method to estimate the intrinsic dimensionality of data

Describes a project that uses

Uses Software

• spcov

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