A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets.
Luke A. PrendergastConnie Li Wai SuenPublished in: Comput. Stat. Data Anal. (2011)
Keyphrases
- covariance matrix
- principal components
- high dimensional datasets
- sample size
- principal component analysis
- covariance matrices
- principal components analysis
- outlier detection
- high dimensional
- high dimensional data
- high dimensionality
- dimensionality reduction
- hyperplane
- low dimensional
- similarity measure
- feature space
- high dimensional spaces
- objective function
- correlation matrix
- model selection
- data sets
- probabilistic model
- optimal solution
- feature extraction
- neural network