A Hold-out method to correct PCA variance inflation

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Standard

A Hold-out method to correct PCA variance inflation. / Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai.

2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE, 2012.

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Harvard

Garcia-Moreno, P, Artes-Rodriguez, A & Hansen, LK 2012, 'A Hold-out method to correct PCA variance inflation'. in 2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE., 10.1109/CIP.2012.6232926

APA

Garcia-Moreno, P., Artes-Rodriguez, A., & Hansen, L. K. (2012). A Hold-out method to correct PCA variance inflation. In 2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE. 10.1109/CIP.2012.6232926

CBE

Garcia-Moreno P, Artes-Rodriguez A, Hansen LK. 2012. A Hold-out method to correct PCA variance inflation. In 2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE. Available from: 10.1109/CIP.2012.6232926

MLA

Garcia-Moreno, Pablo, Antonio Artes-Rodriguez, and Lars Kai Hansen "A Hold-out method to correct PCA variance inflation". 2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE. 2012. Available: 10.1109/CIP.2012.6232926

Vancouver

Garcia-Moreno P, Artes-Rodriguez A, Hansen LK. A Hold-out method to correct PCA variance inflation. In 2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE. 2012. Available from: 10.1109/CIP.2012.6232926

Author

Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai / A Hold-out method to correct PCA variance inflation.

2012 3rd International Workshop on Cognitive Information Processing (CIP). IEEE, 2012.

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Bibtex

@inbook{2c3135fb94f9431685894620c2ae0a07,
title = "A Hold-out method to correct PCA variance inflation",
publisher = "IEEE",
author = "Pablo Garcia-Moreno and Antonio Artes-Rodriguez and Hansen, {Lars Kai}",
year = "2012",
doi = "10.1109/CIP.2012.6232926",
isbn = "978-1-4673-1877-8",
booktitle = "2012 3rd International Workshop on Cognitive Information Processing (CIP)",

}

RIS

TY - GEN

T1 - A Hold-out method to correct PCA variance inflation

A1 - Garcia-Moreno,Pablo

A1 - Artes-Rodriguez,Antonio

A1 - Hansen,Lars Kai

AU - Garcia-Moreno,Pablo

AU - Artes-Rodriguez,Antonio

AU - Hansen,Lars Kai

PB - IEEE

PY - 2012

Y1 - 2012

N2 - In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure was introduced. We propose a Hold-out procedure whose computational cost is lower and, unlike the LOO method, the number of SVD's does not scale with the sample size. We analyze its properties from a theoretical and empirical point of view. Finally we apply it to a real classification scenario.

AB - In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure was introduced. We propose a Hold-out procedure whose computational cost is lower and, unlike the LOO method, the number of SVD's does not scale with the sample size. We analyze its properties from a theoretical and empirical point of view. Finally we apply it to a real classification scenario.

U2 - 10.1109/CIP.2012.6232926

DO - 10.1109/CIP.2012.6232926

SN - 978-1-4673-1877-8

BT - 2012 3rd International Workshop on Cognitive Information Processing (CIP)

T2 - 2012 3rd International Workshop on Cognitive Information Processing (CIP)

ER -