Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
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Publication:990890
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Cites work
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Eigenvalues of large sample covariance matrices of spiked population models
- Geometric Representation of High Dimension, Low Sample Size Data
- Intrinsic dimensionality estimation of high-dimension, low sample size data with \(D\)-asymptotics
- On consistency and sparsity for principal components analysis in high dimensions
- On the distribution of the largest eigenvalue in principal components analysis
- PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
- PCA consistency in high dimension, low sample size context
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- The high-dimension, low-sample-size geometric representation holds under mild conditions
Cited in
(33)- A singular value decomposition of a \(k\)-way array for a principal component analysis of multiway data, \(\text{PTA-}k\)
- Geometric classifiers for high-dimensional noisy data
- Sparse-smooth regularized singular value decomposition
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- Hypothesis tests for high-dimensional covariance structures
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Projection pursuit via white noise matrices
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Effective methodologies for high-dimensional data
- Boundary behavior in high dimension, low sample size asymptotics of PCA
- Statistical inference under the strongly spiked eigenvalue model
- Authors' response
- Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
- scientific article; zbMATH DE number 7387552 (Why is no real title available?)
- A survey of high dimension low sample size asymptotics
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- Two-stage procedures for high-dimensional data
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
- Polynomial whitening for high-dimensional data
- Statistical inference for high-dimension, low-sample-size data
- Perturbation theory for cross data matrix-based PCA
- Inference on high-dimensional mean vectors with fewer observations than the dimension
- High dimension low sample size asymptotics of robust PCA
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
- Test for high-dimensional outliers with principal component analysis
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