Bayesian estimation of the number of principal components

DOI10.1016/J.SIGPRO.2006.09.001zbMATH Open1186.94297DBLPjournals/sigpro/SeghouaneC07OpenAlexW2111564755WikidataQ60486864 ScholiaQ60486864MaRDI QIDQ970703FDOQ970703

Authors: Abd-Krim Seghouane, Andrzej Cichocki 

Publication date: 19 May 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2006.09.001

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zbMATH Keywords

model selectionPCABayesian estimationprobabilistic PCA

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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