Rejoinder

DOI10.1198/jasa.2009.0158zbMath1388.62175OpenAlexW4238708958MaRDI QIDQ5252139

Iain M. Johnstone, Arthur Yu Lu

Publication date: 29 May 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.0158

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (8)

Gaussian and robust Kronecker product covariance estimation: existence and uniqueness ⋮ Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time ⋮ Deviance matrix factorization ⋮ Principal regression for high dimensional covariance matrices ⋮ Bayesian variable selection for globally sparse probabilistic PCA ⋮ Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting ⋮ Compressed covariance estimation with automated dimension learning ⋮ On the computational tractability of statistical estimation on amenable graphs

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