A geometric framework for asymptotic inference of principal subspaces in PCA

arXiv2209.02025MaRDI QIDQ6409768FDOQ6409768

Authors: Dimbihery Rabenoro, Xavier Pennec 

Publication date: 5 September 2022

Abstract: In this article, we develop an asymptotic method for testing hypothesis on the set of all linear subspaces arising from PCA and for constructing confidence regions for this set. This procedure is derived from intrinsic estimation in each Grassmannian, endowed with a structure of Riemannian manifold, to which each of these subspaces belong.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistics on manifolds (62R30)

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