SELECTION OF COMPONENTS IN PRINCIPAL COMPONENT ANALYSIS - A COMPARISON OF METHODS

SELECTION OF COMPONENTS IN PRINCIPAL COMPONENT ANALYSIS - A COMPARISON OF METHODS
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DOI:
10.1016/0167-9473(94)00020-j
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发表时间:
1995-06-01
影响因子:
1.8
通讯作者:
FERRE, L
FERRE, L
中科院分区:
数学3区
文献类型:
--
作者:
FERRE, L

文献摘要

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主成分分析中相关成分的选择问题被表现为模型选择问题。在这种情况下,我们提出了最常用于确定相关组件数量的多种方法,并试图说明为什么不幸的是大多数方法都失败了。然后在模拟数据上比较这些方法以研究它们的行为。
The problem of the choice of the relevant components in principal component analysis is presented as a model selection problem. In this context, we present the numerous methods most often used to determine the number of relevant components and we try to show why unfortunately most of them fail. Then these methods are compared on simulated data to study their behaviour.