5 papers
Divisive Hierarchical Clustering of Variables Identified by Singular Vectors
Jan O. Bauer
In this work, we introduce a novel methodology for divisive hierarchical clustering. Our divisive (``top-down'') approach is motivated by the fact that agglomerative hierarchical c…
High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
Jan O. Bauer
The assumption of independent subvectors arises in many aspects of multivariate analysis. In most real-world applications, however, we lack prior knowledge about the number of subv…
Regression based thresholds in principal loading analysis
J. O. Bauer, B. Drabant
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. As a special case, principal…
Correlation Based Principal Loading Analysis
Jan O. Bauer
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. We complement principal loadi…
Principal Loading Analysis
Jan O. Bauer, Bernhard Drabant
This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: a Principal Loading Analysis (PLA). PLA is a tool to reduce dimensions by d…