On order determination by predictor augmentation
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa077
Abstract: In many dimension reduction problems in statistics and machine learning, such as in principal component analysis, canonical correlation analysis, independent component analysis and sufficient dimension reduction, it is important to determine the dimension of the… read more here.
Keywords: order; predictor augmentation; order determination;
Order Determination for Spiked Type Models
Sign Up to like & getrecommendations! Published in 2022 at "Statistica Sinica"
DOI: 10.5705/ss.202020.0089
Abstract: Motivated by dimension reduction in the context of regression analysis and signal detection, we investigate the order determination for large-dimensional matrices, including spiked-type models, in which the numbers of covariates are proportional to the sample… read more here.
Keywords: type models; spiked type; determination spiked; order determination ... See more keywords