Statistical properties of kernel principal component analysis
From MaRDI portal
Recommendations
- Statistical properties of kernel principal component analysis
- On the Eigenspectrum of the Gram Matrix and the Generalization Error of Kernel-PCA
- Accurate error bounds for the eigenvalues of the kernel matrix
- On the eigenspectrum of the Gram matrix and its relationship to the operator eigenspectrum
- Nonasymptotic upper bounds for the reconstruction error of PCA
Cited in
(47)- New asymptotic results in principal component analysis
- Higher-order principal component analysis for the approximation of tensors in tree-based low-rank formats
- Robust dimension-free Gram operator estimates
- A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces
- A note on kernel principal component regression
- Efficient estimation of smooth functionals in Gaussian shift models
- Principal component analysis for multivariate extremes
- Model reduction and neural networks for parametric PDEs
- Approximate kernel PCA: computational versus statistical trade-off
- Efficient estimation of linear functionals of principal components
- Nonasymptotic upper bounds for the reconstruction error of PCA
- Convergence rate of Krasulina estimator
- On the predictive potential of kernel principal components
- High-probability bounds for the reconstruction error of PCA
- Random discretization of the finite Fourier transform and related kernel random matrices
- An overview of recent advancements in causal studies
- Learning linear PCA with convex semi-definite programming
- Statistical properties of kernel principal component analysis
- Indefinite kernels in least squares support vector machines and principal component analysis
- Statistical performance of support vector machines
- Concentration of kernel matrices with application to kernel spectral clustering
- Revisiting the predictive power of kernel principal components
- Reproducing kernels: harmonic analysis and some of their applications
- Orthogonal series density estimation and the kernel eigenvalue problem
- Kernel Principal Component Analysis: Applications, Implementation and Comparison
- Eigen-analysis of nonlinear PCA with polynomial kernels
- On relevant dimensions in kernel feature spaces
- Accurate error bounds for the eigenvalues of the kernel matrix
- Fast iterative kernel principal component analysis
- Optimal eigen expansions and uniform bounds
- On the Eigenspectrum of the Gram Matrix and the Generalization Error of Kernel-PCA
- Universally consistent vertex classification for latent positions graphs
- On the eigenspectrum of the Gram matrix and its relationship to the operator eigenspectrum
- Statistical analysis and parameter selection for Mapper
- A statistical mechanics analysis of Gram matrix eigenvalue spectra
- A cure for variance inflation in high dimensional kernel principal component analysis
- Independent Component Analysis and Blind Signal Separation
- VC dimensions of principal component analysis
- Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space
- On information plus noise kernel random matrices
- Learning performance of uncentered kernel-based principal component analysis
- Oracle inequalities for support vector machines that are based on random entropy numbers
- Use of operator defect identities in multi-channel signal plus residual-analysis via iterated products and telescoping energy-residuals: applications to kernels in machine learning
- Kernel principal component analysis for efficient, differentiable parametrization of multipoint geostatistics
- Unsupervised slow subspace-learning from stationary processes
- Error bounds for suboptimal solutions to kernel principal component analysis
- Adaptive kernel principal component analysis
This page was built for publication: Statistical properties of kernel principal component analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4680909)