Estimating the number of signals using principal component analysis

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorVirta, Joni
dc.contributor.authorNordhausen, Klaus
dc.contributor.departmentDepartment of Mathematics and Systems Analysis
dc.contributor.departmentVienna University of Technology
dc.date.accessioned2020-01-02T13:59:17Z
dc.date.available2020-01-02T13:59:17Z
dc.date.issued2019-05-21
dc.description.abstractIn 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.en
dc.description.versionPeer revieweden
dc.format.extent1-7
dc.format.mimetypeapplication/pdf
dc.identifier.citationVirta , 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/sta4.231en
dc.identifier.doi10.1002/sta4.231
dc.identifier.issn2049-1573
dc.identifier.otherPURE UUID: 5c98e425-e35c-48cf-8f81-631eeb0fbda5
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/5c98e425-e35c-48cf-8f81-631eeb0fbda5
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/39061282/Virta_et_al_2019_Stat.pdf
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/42039
dc.identifier.urnURN:NBN:fi:aalto-202001021150
dc.language.isoenen
dc.publisherWiley-Blackwell Publishing Ltd.
dc.relation.ispartofseriesStaten
dc.relation.ispartofseriesVolume 8, issue 1en
dc.rightsopenAccessen
dc.titleEstimating the number of signals using principal component analysisen
dc.typeA1 Alkuperäisartikkeli tieteellisessä aikakauslehdessäfi
dc.type.versionpublishedVersion
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