Estimating the number of signals using principal component analysis

Loading...
Thumbnail Image
Journal Title
Journal ISSN
Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
This publication is imported from Aalto University research portal.
View publication in the Research portal
View/Open full text file from the Research portal
Date
2019-05-21
Major/Subject
Mcode
Degree programme
Language
en
Pages
1-7
Series
Stat, Volume 8, issue 1
Abstract
In this work, we develop inferential tools for determining the correct number of principal components under a general noisy latent variable model, which includes as a special case, for example, the noisy independent component model. The problem is approached using hypothesis testing, and we provide both a large‐sample test and several resampling‐based alternatives. Simulations and an application to sound data reveal that both types of approaches keep the desired levels and have good power.
Description
Keywords
Other note
Citation
Virta , J & Nordhausen , K 2019 , ' Estimating the number of signals using principal component analysis ' , Stat , vol. 8 , no. 1 , e231 , pp. 1-7 . https://doi.org/10.1002/sta4.231