Exact dimensionality selection for Bayesian PCA

DOI10.1111/sjos.12424zbMath1442.62135arXiv1703.02834OpenAlexW2982547419MaRDI QIDQ5108978

Pierre-Alexandre Mattei, Pierre Latouche, Charles Bouveyron

Publication date: 7 May 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.02834

zbMATH Keywords

singular value decompositiondimension reductionmarginal likelihoodBayesian model selectionprincipal component analysis (PCA)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Related Items (1)

Exploring dimension learning via a penalized probabilistic principal component analysis

Uses Software

• Bessel
• GSPPCA

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