Stability approach to selecting the number of principal components

DOI10.1007/S00180-018-0826-7MaRDI QIDQ1729322zbMATH OpenOpenAlexFDO

Authors Jiyeon Song, Seung Jun Shin

Publication date 27 February 2019

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-018-0826-7

zbMATH Keywords

principal component analysissubsamplingstability selectionstructural dimension

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Comment
• Enhancing the selection of a model-based clustering with external categorical variables
• PCA stability and choice of dimensionality
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Selection of components in principal component analysis: A comparison of methods
• Sliced Inverse Regression for Dimension Reduction
• Sparse inverse covariance estimation with the graphical lasso
• Sparse sufficient dimension reduction
• Stability Selection

Cited in

(5)

• scientific article; zbMATH DE number 4041076 (Why is no real title available?)
• Evaluating the performance of sparse principal component analysis methods in high-dimensional data scenarios
• Permutation methods for factor analysis and PCA
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
• Pca stability studied by the bootstrap and the infinitesimal jackknife method

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Uses Software

• glasso

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