Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
超高维数据中样本特征值、特征向量与主成分得分的收敛
The development of high-throughput biomedical technologies has led to increased interest in the analysis of high-dimensional data where the number of features is much larger than the sample size. In this paper, we investigate principal component analysis under the ultra-high dimensional regime, where both the number of features and the sample size increase as the ratio of the two quantities also increases. We bridge the existing results from the finite and the high-dimension…