Exploring dimension learning via a penalized probabilistic principal component analysis
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Publication:5887975
DOI10.1080/00949655.2022.2100890MaRDI QIDQ5887975
Publication date: 21 April 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.07548
penalization; model selection; principal component analysis; profile likelihood; dimension estimation; probabilistic principal component analysis
62-XX: Statistics
Uses Software