Bi-cross-validation of the SVD and the nonnegative matrix factorization

DOI10.48550/arXiv.0908.2062zbMath1166.62047arXiv0908.2062OpenAlexW3104577407MaRDI QIDQ159675

Patrick O. Perry, Art B. Owen, Patrick O. Perry, Art B. Owen

Publication date: 14 August 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2062

zbMATH Keywords

cross-validationrandom matrix theoryprincipal componentssample reuseweak factor model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

Related Items

Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data, Supervised singular value decomposition and its asymptotic properties, Biwhitening Reveals the Rank of a Count Matrix, Adaptive singular value shrinkage estimate for low rank tensor denoising, The cluster graphical Lasso for improved estimation of Gaussian graphical models, Adaptive shrinkage of singular values, Double-Matched Matrix Decomposition for Multi-View Data, Unnamed Item, \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise, Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data, Deviance matrix factorization, AUTOMATIC RELEVANCE DETERMINATION IN NONNEGATIVE MATRIX FACTORIZATION BASED ON A ZERO-INFLATED COMPOUND POISSON-GAMMA DISTRIBUTION, Fast Estimation of Approximate Matrix Ranks Using Spectral Densities, Rank Selection in Nonnegative Matrix Factorization using Minimum Description Length, Unsupervised dimensionality reduction versus supervised regularization for classification from sparse data, The effects of nonignorable missing data on label-free mass spectrometry proteomics experiments, Cross-Validation With Confidence, Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls, Biclustering with heterogeneous variance, A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis, Bi-cross-validation for factor analysis, Network Cross-Validation for Determining the Number of Communities in Network Data, A Generalized Least-Square Matrix Decomposition, Estimating the Number of Clusters Using Cross-Validation, bcv, To Wait or Not to Wait: Two-Way Functional Hazards Model for Understanding Waiting in Call Centers, Unnamed Item, Analysis of multiview legislative networks with structured matrix factorization: does Twitter influence translate to the real world?

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The truncated SVD as a method for regularization
• Estimating the dimension of a model
• A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
• Resampling and exchangeable arrays
• On mixed-type reverse-order laws for the Moore-Penrose inverse of a matrix product
• On the distribution of the largest eigenvalue in principal components analysis
• Principal component analysis.
• Generalized inverses. Theory and applications.
• The pigeonhole bootstrap
• Eigenvalues of large sample covariance matrices of spiked population models
• THE NATURE OF POWER CORRECTIONS IN LARGE-β₀ APPROXIMATION
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Model Averaging and Dimension Selection for the Singular Value Decomposition
• Inferential Theory for Factor Models of Large Dimensions
• Determining the Number of Factors in Approximate Factor Models
• A new look at the statistical model identification