Fast principal component extraction by a weighted information criterion.
Shan OuyangZheng BaoPublished in: IEEE Trans. Signal Process. (2002)
Keyphrases
- principal components
- information criterion
- cross validation
- model selection
- principal component analysis
- probability model
- bayesian information criterion
- dimensionality reduction
- principal component regression
- factor analysis
- hyperplane
- widely applicable
- sample size
- feature set
- covariance matrix
- regression model
- leave one out cross validation
- variable selection
- selection criterion
- k nearest neighbour
- clustering method
- neural network