3 papers
math.ST2025
New M-estimator of the leading principal component
Joni Virta, Una Radojicic, Marko Voutilainen
We study the minimization of the non-convex and non-differentiable objective function in . In particula…
math.ST2025
Unsupervised linear discrimination using skewness
Una Radojicic, Klaus Nordhausen, Joni Virta
It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work,…
math.ST2025
Dimension estimation in PCA model using high-dimensional data augmentation
Una Radojicic, Joni Virta
We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the…