6 research outputs found
PCA stability studied by the bootstrap and the infinitesimal jackknife method
International audienc
Stability of principal component analysis studied by the bootstrap method
International audienceThe Bootstrap method allows to study the stability of the results of Principal Component Analysis without any underlying assumption. Several ways to apply this method are available. Some are equivalent and comparisons are made between the others. An index of stability of projection subspaces is given. Several examples are presented