Intrinsic dimensionality estimation of high-dimension, low sample size data with D-asymptotics

DOI10.1080/03610920903121999MaRDI QIDQ3585254zbMATH OpenOpenAlexFDO

Authors Kazuyoshi Yata, Makoto Aoshima

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903121999

zbMATH Keywords

dual covariance matrixeffective dimensionHDLSSlarge \(p\) small \(n\)maximum eigenvalue

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A scale-based approach to finding effective dimensionality in manifold learning
• An Algorithm for Finding Intrinsic Dimensionality of Data
• Eigenvalues of large sample covariance matrices of spiked population models
• Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold Learning
• Geometric Representation of High Dimension, Low Sample Size Data
• Hessian eigenmaps: Locally linear embedding techniques for high-dimensional data
• Measuring the strangeness of strange attractors
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
• On the distribution of the largest eigenvalue in principal components analysis
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• The high-dimension, low-sample-size geometric representation holds under mild conditions

Cited in

(16)

• Inference on high-dimensional mean vectors with fewer observations than the dimension
• Solving the linear interval tolerance problem for weight initialization of neural networks
• Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means
• Two-stage procedures for high-dimensional data
• Authors' response
• Optimization of the maximum likelihood estimator for determining the intrinsic dimensionality of high-dimensional data
• Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
• Asymptotics of hierarchical clustering for growing dimension
• Statistical inference for high-dimension, low-sample-size data
• A survey of high dimension low sample size asymptotics
• scientific article; zbMATH DE number 7387552 (Why is no real title available?)
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Design of input assignment and feedback gain for re‐stabilizing undirected networks with High‐Dimension Low‐Sample‐Size data
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
• Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix

Describes a project that uses

Uses Software

• multtest

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