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Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 540919
Title Comparison of dimensionality assessment methods in Principal Component Analysis based on permutation tests
Author(s) Vitale, Raffaele; Saccenti, Edoardo
Source Chemometrics and Intelligent Laboratory Systems 181 (2018). - ISSN 0169-7439 - p. 79 - 94.
DOI https://doi.org/10.1016/j.chemolab.2018.08.008
Department(s) Systems and Synthetic Biology
VLAG
Publication type Refereed Article in a scientific journal
Publication year 2018
Keyword(s) Deflation - Eigenanalysis - Monte Carlo simulations - Parallel Analysis (PA) - Rank approximation
Abstract

We compare the performance of several data permutation methods for assessing dimensionality in Principal Component Analysis. We consider the classical Horn's Parallel Analysis, Dray's approach based on the similarity between the data matrix under study and its lower rank approximation and Vitale et al.’s method based on sequential deflation and rank reduction. Their potential is assessed on a large array of simulated data sets accounting for different data correlation structures, data distributions and homo- and heteroscedastic noise, and on 15 experimental data sets from different disciplines, such as metabolomics, proteomics, chemometrics and sensory analysis. In both the simulated and real life case-studies we report differential behaviours of the concerned techniques for which we propose theoretical explanations. The paper also discusses their limits of applicability and some guidelines are offered to practitioners.

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