pesel

CRANpeselMaRDI QIDQ79308FDOQ79308

Automatic Estimation of Number of Principal Components in PCA

Piotr Sobczyk

Last update: 17 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.7.3, 0.7.2, 0.7.5

Description

Automatic estimation of number of principal components in PCA with PEnalized SEmi-integrated Likelihood (PESEL). See Piotr Sobczyk, Malgorzata Bogdan, Julie Josse "Bayesian dimensionality reduction with PCA using penalized semi-integrated likelihood" (2017) <doi:10.1080/10618600.2017.1340302>.

Cites work

• Bayesian Dimensionality Reduction With PCA Using Penalized Semi-Integrated Likelihood

Cited In (3)

• fMRIscrub
• templateICAr
• varclust

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