Selecting the length of a principal curve within a Gaussian model

Abstract : Principal curves are parameterized curves passing "through the middle" of a data cloud. These objects constitute a way of generalization of the notion of first principal component in Principal Component Analysis. Several definitions of principal curve have been proposed, one of which can be expressed as a least-square minimization problem. In the present paper, adopting this definition, we study a Gaussian model selection method for choosing the length of the principal curve, in order to avoid interpolation, and obtain a related oracle-type inequality. The proposed method is practically implemented and illustrated on cartography problems.
Type de document :
Pré-publication, Document de travail
MAP5 2012-23. 2012
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Contributeur : Aurélie Fischer <>
Soumis le : mardi 26 juin 2012 - 14:17:03
Dernière modification le : mardi 10 octobre 2017 - 11:22:03
Document(s) archivé(s) le : jeudi 27 septembre 2012 - 02:41:09

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  • HAL Id : hal-00712097, version 1

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Aurélie Fischer. Selecting the length of a principal curve within a Gaussian model. MAP5 2012-23. 2012. 〈hal-00712097〉

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