Cross-validation in PCA revisited

Every chemometrician should take a look into a new article [1], describing cross-validation based approaches to automatically determine the appropriate number of dimensions in PCA. This article is a very valuable look at this important and popular topic in chemometrics.

 

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References

  1. P. Eshghi, "Dimensionality choice in principal components analysis via cross-validatory methods", Chemometrics and Intelligent Laboratory Systems, vol. 130, pp. 6-13, 2014. http://dx.doi.org/10.1016/j.chemolab.2013.09.004

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