On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis (Q5378155)

From MaRDI portal
scientific article; zbMATH DE number 7064973
Language Label Description Also known as
English
On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
scientific article; zbMATH DE number 7064973

    Statements

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

    Identifiers