Principal loading analysis

DOI10.1016/J.JMVA.2021.104754MaRDI QIDQ82192zbMATH OpenOpenAlexFDO

Authors Jan O. Bauer, Bernhard Drabant, Jan O. Bauer, Bernhard Drabant

Publication date July 2021

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.05215

zbMATH Keywords

principal component analysiscomponent loadingdimensionality reductionmatrix perturbation theory

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: a Principal Loading Analysis (PLA). PLA is a tool to reduce dimensions by discarding variables. The intuition is that variables are dropped which distort the covariance matrix only by a little. Our method is introduced and an algorithm for conducting PLA is provided. Further, we give bounds for the noise arising in the sample case.

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Cites work

• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• A useful variant of the Davis-Kahan theorem for statisticians
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• Principal component analysis: a review and recent developments
• The asymptotic variance matrix of the sample correlation matrix
• Variable selection in regression models using principal components

Cited in

(12)

• A 50-year personal journey through time with principal component analysis
• Principal component analysis of coal spontaneous combustion application
• The dimension reduction method based on data transformations
• Reduced principal component analysis
• A principal component analysis of multivariate data on inflation for Nigeria
• A note on principal component analysis for multi-dimensional data
• PCA and SVD with nonnegative loadings
• PRIM analysis
• prinvars
• Regression based thresholds in principal loading analysis
• Advances in principal component analysis. Research and development
• scientific article; zbMATH DE number 2232705 (Why is no real title available?)

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