Timeline for What are good metrics to assess the quality of a PCA fit, in order to select the number of components?
Current License: CC BY-SA 3.0
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Oct 11, 2018 at 8:58 | comment | added | ggll | An excellent theoretical paper on MDL, MML and Bayesianism: Vitany & Li, Ideal MDL and Its Relation To Bayesianism citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.56.8580 . Also other model selection methods such as AIC and BIC are effectively implementations of MDL. | |
May 27, 2014 at 16:06 | comment | added | Nikos M. | @Deathkill14 correct i read the paper, information-theoretic measures are mentioned (in fact as good alternatives) | |
May 27, 2014 at 16:00 | comment | added | Deathkill14 | @user:45382 Yes, that is another one. It is also touched upon in the paper Zhubarb links to. | |
May 27, 2014 at 15:51 | history | answered | Nikos M. | CC BY-SA 3.0 |