Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory

DOI10.1109/TSP.2008.2005865zbMATH Open1390.94448OpenAlexW2149538437MaRDI QIDQ4568876FDOQ4568876

Authors: Magnús Örn Úlfarsson, V. Solo 

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2008.2005865

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Random matrices (probabilistic aspects) (60B20)

Cited In (8)

• Order Determination for Spiked Type Models
• A Novel Approach to Estimate the Intrinsic Dimension of fMRI Data Using Independent Component Analysis
• Robust signal dimension estimation via SURE
• Order determination for spiked-type models with a divergent number of spikes
• Estimation of the number of spikes, possibly equal, in the high-dimensional case
• A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications
• High-dimensional linear discriminant analysis classifier for spiked covariance model
• The generalized degrees of freedom of multilinear principal component analysis

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