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Fast cross-validation of high-breakdown resampling methods for PCA.
Mia Hubert
Sanne Engelen
Published in:
Comput. Stat. Data Anal. (2007)
Keyphrases
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genetic algorithm
cross validation
model selection
support vector
cross validated
generalization error
principal component analysis
hyperparameters
nearest neighbor classifiers
data sets
training set
image restoration
covariance matrix
closed form
parameter estimation
high dimensional
permutation tests
lower bound