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Bayesian estimation of the number of principal components

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Publication:970703
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DOI10.1016/j.sigpro.2006.09.001zbMath1186.94297DBLPjournals/sigpro/SeghouaneC07OpenAlexW2111564755WikidataQ60486864 ScholiaQ60486864MaRDI QIDQ970703

Andrzej Cichocki, Abd-Krim Seghouane

Publication date: 19 May 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2006.09.001


zbMATH Keywords

model selectionBayesian estimationprobabilistic PCAPCA


Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)


Related Items (2)

Prewhitening High-Dimensional fMRI Data Sets Without Eigendecomposition ⋮ Asymptotic bootstrap corrections of AIC for linear regression models




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