Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA.
Sungkyu JungArusharka SenJ. S. MarronPublished in: J. Multivar. Anal. (2012)
Keyphrases
- high dimension
- sample size
- small sample
- covariance matrix
- high dimensional
- feature space
- principal component analysis
- model selection
- random sampling
- small sample size
- upper bound
- feature selection
- real valued
- input space
- statistical power
- dimensionality reduction
- low dimensional
- markov chain
- support vector machine
- face recognition
- principal components
- hyperparameters
- statistical hypothesis testing
- worst case
- feature extraction
- linear discriminant analysis
- high dimensional data
- data points
- pairwise
- support vector
- random sample
- learning algorithm
- data mining