On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis (Q5378155)
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scientific article; zbMATH DE number 7064973
Language | Label | Description | Also known as |
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English | 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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