期刊
COMPUTATIONAL STATISTICS & DATA ANALYSIS
卷 51, 期 2, 页码 918-930出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2005.09.010
关键词
data compression; denoising; isomap; latent semantic indexing; manifold learning; principal component analysis (PCA); resampling methods; singular value decomposition (SVD)
Most dimension reduction techniques produce ordered coordinates so that only the first few coordinates need be considered in subsequent analyses. The choice of how many coordinates to use is often made with a visual heuristic, i.e., by making a scree plot and looking for a big gap or an elbow. In this article, we present a simple and automatic procedure to accomplish this goal by maximizing a simple profile likelihood function. We give a wide variety of both simulated and real examples. (c) 2005 Elsevier B.V. All rights reserved.
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