Principal loading analysis

JOURNAL OF MULTIVARIATE ANALYSIS

卷:184

Article

Bauer, Jan O.¹  Drabant, Bernhard¹ 

[1] Baden Wuerttemberg Cooperat State Univ Mannheim, Coblitzallee 1-9, D-68163 Mannheim, Germany

关键词: Component loading;    Dimensionality reduction;    Matrix perturbation theory;    Principal component analysis;   

DOI  :  10.1016/j.jmva.2021.104754

来源: Elsevier

【 摘 要 】

This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: the principal loading analysis. Principal loading analysis is a tool to reduce dimensions by discarding variables. The intuition is that variables are dropped which distort the covariance matrix only by a little. Our method is introduced and an algorithm for conducting principal loading analysis is provided. Further, we give bounds for the noise arising in the sample case. (C) 2021 Elsevier Inc. All rights reserved.

【 授权许可】

Free