Towards theory of generic principal component analysis

DOI10.1016/j.jmva.2008.07.005zbMath1155.62046OpenAlexW2019901698MaRDI QIDQ1002348

Anatoli Torokhti, Shmuel Friedland

Publication date: 25 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.07.005

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Theory of matrix inversion and generalized inverses (15A09) Basic linear algebra (15A99)

Related Items (4)

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Cites Work

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• Principal component analysis.
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• Weighted low-rank approximation of general complex matrices and its application in the design of 2-D digital filters
• A Counterexample to the Possibility of an Extension of the Eckart--Young Low-Rank Approximation Theorem for the Orthogonal Rank Tensor Decomposition
• Optimal fixed rank transform of the second degree
• Optimal transform formed by a combination of nonlinear operators: the case of data dimensionality reduction
• Reduced rank linear regression and weighted low rank approximations
• Generalized Rank-Constrained Matrix Approximations
• Multislot estimation of fast-varying space-time communication channels
• Fast monte-carlo algorithms for finding low-rank approximations

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