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Fast, Exact Bootstrap Principal Component Analysis for p > 1 million

Many have suggested a bootstrap procedure for estimating the sampling variability of principal component analysis (PCA) results. However, when the number of measurements per subject (p) is much larger than the number of subjects (n), calculating and storing the leading principal components from each...

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Detalles Bibliográficos
Publicado en:J Am Stat Assoc
Main Authors: Fisher, Aaron, Caffo, Brian, Schwartz, Brian, Zipunnikov, Vadim
Formato: Artigo
Idioma:Inglês
Publicado: 2016
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC5014451/
https://ncbi.nlm.nih.gov/pubmed/27616801
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2015.1062383
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