• DocumentCode
    86642
  • Title

    Selecting the Number of Principal Components with SURE

  • Author

    Ulfarsson, Magnus Orn ; Solo, Victor

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Univ. of Iceland, Reykjavik, Iceland
  • Volume
    22
  • Issue
    2
  • fYear
    2015
  • fDate
    Feb. 2015
  • Firstpage
    239
  • Lastpage
    243
  • Abstract
    Principal component analysis (PCA) is one of the most widely used methods in multivariate signal processing. An important problem is to select the number of principal components (PCs). In this paper we develop an automatic method for selecting the number of PCs based on Stein´s unbiased risk estimator (SURE). In simulations the new method outperforms state of the art cross-validation methods.
  • Keywords
    principal component analysis; signal processing; PCA; SURE; Stein unbiased risk estimator; automatic selection method; cross-validation method; multivariate signal processing; principal component analysis; state of the art method; Eigenvalues and eigenfunctions; Loading; Principal component analysis; Signal to noise ratio; TV; Vectors; Cross-validation; Principal Component Analysis (PCA); Stein’s Unbiased Risk Estimator (SURE);
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/LSP.2014.2337276
  • Filename
    6851153
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=86642