Stability approach to selecting the number of principal components

DOI10.1007/S00180-018-0826-7zbMATH Open1417.62167OpenAlexW2883402601MaRDI QIDQ1729322FDOQ1729322

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

Recommendations

• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Principal component analysis: a review and recent developments
• Detecting the dimensionality for principal components model
• Selecting the number of components in principal component analysis using cross-validation approximations

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)

Cites Work

• Stability Selection
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Comment
• Sparse inverse covariance estimation with the graphical lasso
• Selection of components in principal component analysis: A comparison of methods
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Sparse sufficient dimension reduction
• Enhancing the selection of a model-based clustering with external categorical variables
• PCA stability and choice of dimensionality

Cited In (5)

• Evaluating the performance of sparse principal component analysis methods in high-dimensional data scenarios
• Title not available (Why is that?)
• Pca stability studied by the bootstrap and the infinitesimal jackknife method
• Permutation methods for factor analysis and PCA
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited

Uses Software

• glasso

This page was built for publication: Stability approach to selecting the number of principal components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1729322)