On estimation of the noise variance in high dimensional probabilistic principal component analysis (Q5378155)

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scientific article; zbMATH DE number 7064973
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    On estimation of the noise variance in high dimensional probabilistic principal component analysis
    scientific article; zbMATH DE number 7064973

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      On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis (English)
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      12 June 2019
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      goodness of fit
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      high dimensional data
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      noise variance estimator
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      number of principal components
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      probabilistic principal component analysis
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      random-matrix theory
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