A memory-based method to select the number of relevant components in principal component analysis

DOI10.1088/1742-5468/ab3bc4zbMath1456.62116arXiv1904.05931OpenAlexW3103275017WikidataQ105593102 ScholiaQ105593102MaRDI QIDQ5131521

Anshul Verma, Pierpaolo Vivo, Tiziana Di Matteo

Publication date: 8 November 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.05931

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; risk measures (91G70) Random matrices (algebraic aspects) (15B52)

Uses Software

• glmnet
• longmemo

Cites Work

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