most citedAutomatic dimensionality selection for principal component analysis models with the ignorance score

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stat.AP2019★ 1 cited

Automatic dimensionality selection for principal component analysis models with the ignorance score

Stefania Russo, Guangyu Li, Kris Villez

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpos…