High-probability bounds for the reconstruction error of PCA
نویسندگان
چکیده
منابع مشابه
An Approximate Inference Approach for the PCA Reconstruction Error
The problem of computing a resample estimate for the reconstruction error in PCA is reformulated as an inference problem with the help of the replica method. Using the expectation consistent (EC) approximation, the intractable inference problem can be solved efficiently with two variational parameters. A perturbative correction to the result is computed and an alternative simplified derivation ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2020
ISSN: 0167-7152
DOI: 10.1016/j.spl.2020.108741