Year: 2025
Type: article
Abstract: Summary 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 and real data are used to demonstrate the superiority of the proposal to competitors both under and outside of the theoretical model.
Source: Biometrika
Authors: U Radojičić, J Virta
Institutions: TU Wien, University of Turku
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,592
Funder: Austrian Science Fund
OpenAlex ID: W4412872165