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![Average absolute errors of the dimension estimates as a function of the underlying dimension d when sample size is n=100\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 100$$\end{document} (top panel) or n=1000\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 1000$$\end{document} (bottom panel)](publication/376376469/figure/fig3/AS:11431281257887078@1719917129092/Average-absolute-errors-of-the-dimension-estimates-as-a-function-of-the-underlying.png)
Average absolute errors of the dimension estimates as a function of the underlying dimension d when sample size is n=100\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 100$$\end{document} (top panel) or n=1000\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 1000$$\end{document} (bottom panel)
Source publication
The estimation of signal dimension under heavy-tailed latent variable models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein’s unbiased risk estimation are proposed. These novel extensions are based on the framework of elliptical distributions and robust scatter matrices. Extensive simulation...
Citations
... In this work, we revisit the classical problem of estimating the latent dimension in principal component analysis. Numerous solutions to this problem have been proposed in the literature, see, e.g., Luo and Li (2016); Nordhausen et al. (2021); Bernard and Verdebout (2024); Virta et al. (2024) for some recent works. The standard solutions are predominantly based on sequential subsphericity testing, information-theoretic criteria, or risk minimization. ...
We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the data. Our asymptotic results show that the proposal is consistent in wide high-dimensional scenarios, and further shed light on why the original method breaks down when the dimension of either the data or the augmentation becomes too large. Simulations are used to demonstrate the superiority of the proposal to competitors both under and outside of the theoretical model.
Copy number variation (CNV) is a form of structural variation in the human genome that provides medical insight into complex human diseases; while whole-genome sequencing is becoming more affordable, whole-exome sequencing (WES) remains an important tool in clinical diagnostics. Because of its discontinuous nature and unique characteristics of sparse target-enrichment-based WES data, the analysis and detection of CNV peaks remain difficult tasks. The Savitzky–Golay (SG) smoothing is well known as a fast and efficient smoothing method. However, no study has documented the use of this technique for CNV peak detection. It is well known that the effectiveness of the classical SG filter depends on the proper selection of the window length and polynomial degree, which should correspond with the scale of the peak because, in the case of peaks with a high rate of change, the effectiveness of the filter could be restricted. Based on the Savitzky–Golay algorithm, this paper introduces a novel adaptive method to smooth irregular peak distributions. The proposed method ensures high-precision noise reduction by dynamically modifying the results of the prior smoothing to automatically adjust parameters. Our method offers an additional feature extraction technique based on density and Euclidean distance. In comparison to classical Savitzky–Golay filtering and other peer filtering methods, the performance evaluation demonstrates that adaptive Savitzky–Golay filtering performs better. According to experimental results, our method effectively detects CNV peaks across all genomic segments for both short and long tags, with minimal peak height fidelity values (i.e., low estimation bias). As a result, we clearly demonstrate how well the adaptive Savitzky–Golay filtering method works and how its use in the detection of CNV peaks can complement the existing techniques used in CNV peak analysis.
