2014
DOI: 10.1016/j.chemolab.2013.12.003
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Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: Practical aspects

Abstract: ElsevierCamacho Páez, J.; Ferrer Riquelme, AJ. (2014). Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: Practical Aspects. Chemometrics and Intelligent Laboratory Systems. 131:37-50. doi:10.1016/j.chemolab.2013.12.003 . 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 1 2 3 4 5 6 … Show more

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Cited by 51 publications
(69 citation statements)
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“…This is because PCA models are not prediction models, and a prediction procedure can not be univocally stated. The authors in [31] conclude that the element-wise k-fold (ekf) algorithm is a valid choice for PCA cross-validation when the model is used for missing data imputation purposes, as in the present paper. See the Appendix for a brief explanation of the ekf algorithm.…”
Section: Selection Of the Number Of Latent Variablesmentioning
confidence: 85%
See 1 more Smart Citation
“…This is because PCA models are not prediction models, and a prediction procedure can not be univocally stated. The authors in [31] conclude that the element-wise k-fold (ekf) algorithm is a valid choice for PCA cross-validation when the model is used for missing data imputation purposes, as in the present paper. See the Appendix for a brief explanation of the ekf algorithm.…”
Section: Selection Of the Number Of Latent Variablesmentioning
confidence: 85%
“…The core of the algorithm performs the recovery of missing values using TSR [31], the output of the algorithm being the matrix of prediction errors E (with elements , in the th row and th column) and the PRESS computed for = 1, . .…”
Section: Appendixmentioning
confidence: 99%
“…As this algorithm, which can be seen as a nonlinear extension of the work in Refs [46,47], does not yield an estimation of σ f , the subsection then introduces an algorithm for optimally estimating σ f when n f is known. This is the first contribution of this article.…”
Section: Objective Function and Algorithm For Kpcamentioning
confidence: 99%
“…These matrices usually are mean The number of components can be determined by crossvalidation (Wold 1978) in such a way that the matrix of the model residuals E does not include a significant predictive component. Note than other criteria than crossvalidation may be more appropriate in Lb-MSPC (Camacho and Ferrer 2014).…”
Section: Latent Variable Models O Principal Component Analysis (Pca)mentioning
confidence: 99%