Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis.
Masashi HyodoTakayuki YamadaPublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- principal component analysis
- high dimensional
- low dimensional
- dimensionality reduction
- dimension reduction
- lower dimensional
- laplace transform
- large deviations
- principal components
- feature space
- face images
- high dimensionality
- asymptotic properties
- covariance matrix
- high dimensional data
- independent component analysis
- nearest neighbor
- data points
- probability distribution
- manifold learning
- standard deviation
- asymptotically optimal
- sparse data
- spatial distribution
- similarity search
- discriminant analysis
- input space
- variable selection
- metric space
- neural network
- image processing
- feature selection
- computer vision