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Volumn 87, Issue 3, 2007, Pages 562-568

Bayesian estimation of the number of principal components

Author keywords

Bayesian estimation; Model selection; PCA; Probabilistic PCA

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; INFORMATION THEORY; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILISTIC LOGICS;

EID: 33751026443     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2006.09.001     Document Type: Article
Times cited : (30)

References (14)
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    • Schwartz, G.1
  • 6
    • 58149421595 scopus 로고
    • Analysis of a complex of statistical variables into principal components
    • Hotelling H. Analysis of a complex of statistical variables into principal components. J. Ed. Psych. 24 (1933) 417-441
    • (1933) J. Ed. Psych. , vol.24 , pp. 417-441
    • Hotelling, H.1
  • 7
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    • On lines and planes of closest fit to systems of points in space
    • Pearson K. On lines and planes of closest fit to systems of points in space. London, Edinburgh, Dublin, Philos. Mag. J. Sci. 6th Ser. 2 (1901) 559-572
    • (1901) London, Edinburgh, Dublin, Philos. Mag. J. Sci. , vol.6th Ser , Issue.2 , pp. 559-572
    • Pearson, K.1
  • 8
    • 33751032705 scopus 로고    scopus 로고
    • T. Minka, Automatic choice of dimensionality for PCA, Technical Report 514, Massachusetts Institute of Technology, Cambridge, 2000.
  • 11
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    • Modeling by shortest data description
    • Rissanen J. Modeling by shortest data description. Automatica 14 (1978) 465-471
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    • Rissanen, J.1
  • 12
    • 46149133538 scopus 로고
    • On detection of the number of signals in presence of white noise
    • Zhao L.C., Krishnaiah P.R., and Bai Z.D. On detection of the number of signals in presence of white noise. J. Multivariate Anal. 20 (1986) 1-25
    • (1986) J. Multivariate Anal. , vol.20 , pp. 1-25
    • Zhao, L.C.1    Krishnaiah, P.R.2    Bai, Z.D.3
  • 13
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    • On the complex analogue of Bayesian estimation of a multivariate regression model
    • Tan W.Y. On the complex analogue of Bayesian estimation of a multivariate regression model. Ann. Inst. Statist. Math. 25 (1973) 135-152
    • (1973) Ann. Inst. Statist. Math. , vol.25 , pp. 135-152
    • Tan, W.Y.1
  • 14
    • 0021892197 scopus 로고
    • Detection of signals by information theoritic criteria
    • Wax M., and Kailath T. Detection of signals by information theoritic criteria. IEEE Trans. Signal Process 33 (1985) 387-392
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    • Wax, M.1    Kailath, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.