Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix

DOI10.1016/J.JMVA.2010.04.006zbMATH Open1203.62112OpenAlexW2060651165MaRDI QIDQ990890FDOQ990890

Authors: Kazuyoshi Yata, Makoto Aoshima 

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.006

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zbMATH Keywords

consistencyprincipal component analysismixture modeleigenvalue distributionsingular valueHDLSSmicroarray data analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• On the distribution of the largest eigenvalue in principal components analysis
• Eigenvalues of large sample covariance matrices of spiked population models
• On Consistency and Sparsity for Principal Components Analysis in High Dimensions
• Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
• PCA consistency in high dimension, low sample size context
• Geometric Representation of High Dimension, Low Sample Size Data
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
• Intrinsic dimensionality estimation of high-dimension, low sample size data with \(D\)-asymptotics

Cited In (33)

• Sparse-smooth regularized singular value decomposition
• A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
• Statistical inference for high-dimension, low-sample-size data
• Authors' response
• A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
• PCA consistency for the power spiked model in high-dimensional settings
• A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
• A survey of high dimension low sample size asymptotics
• Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
• Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
• Boundary behavior in high dimension, low sample size asymptotics of PCA
• Polynomial whitening for high-dimensional data
• Statistical inference under the strongly spiked eigenvalue model
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology
• Perturbation theory for cross data matrix-based PCA
• High dimension low sample size asymptotics of robust PCA
• Projection pursuit via white noise matrices
• Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
• Inference on high-dimensional mean vectors with fewer observations than the dimension
• Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
• Geometric classifiers for high-dimensional noisy data
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
• Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
• Two-stage procedures for high-dimensional data
• Hypothesis tests for high-dimensional covariance structures
• Test for high-dimensional outliers with principal component analysis
• A singular value decomposition of a \(k\)-way array for a principal component analysis of multiway data, \(\text{PTA-}k\)
• Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
• Title not available (Why is that?)

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