کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147157 957555 2009 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Towards theory of generic Principal Component Analysis
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Towards theory of generic Principal Component Analysis
چکیده انگلیسی

In this paper, we consider a technique called the generic Principal Component Analysis (PCA) which is based on an extension and rigorous justification of the standard PCA. The generic PCA is treated as the best weighted linear estimator of a given rank under the condition that the associated covariance matrix is singular. As a result, the generic PCA is constructed in terms of the pseudo-inverse matrices that imply a development of the special technique. In particular, we give a solution of the new low-rank matrix approximation problem that provides a basis for the generic PCA. Theoretical aspects of the generic PCA are carefully studied.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 4, April 2009, Pages 661–669
نویسندگان
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