Asymptotic performance of PCA for high-dimensional heteroscedastic data.
David HongLaura BalzanoJeffrey A. FesslerPublished in: J. Multivar. Anal. (2018)
Keyphrases
- high dimensional
- data sets
- data collection
- synthetic data
- data points
- data analysis
- data sources
- data structure
- high dimensional data
- database
- statistical analysis
- noisy data
- computer systems
- raw data
- original data
- principal components analysis
- sparse data
- data quality
- databases
- training data
- xml documents
- feature space