Ontology highlight
ABSTRACT:
SUBMITTER: Tanskanen AJ
PROVIDER: S-EPMC6303047 | biostudies-literature | 2018
REPOSITORIES: biostudies-literature
Tanskanen Antti J AJ Lukkarinen Jani J Vatanen Kari K
PloS one 20181221 12
In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen stochastically based on the random projection method. Randomness of factors has the consequence that correlation and covariance matrices are well preserved in a linear factor representation. It also enables derivation of probabilistic bounds for the accuracy of ...[more]