The Annals of Statistics, Vol. 36, No. 6, High Dimensional Inference and Random Matrices (Dec., 2008), pp. 2791-2817 (27 pages) Principal component analysis (PCA) is a standard tool for dimensional ...

Several measurement techniques used in the life sciences gather data for many more variables per sample than the typical number of samples assayed. For instance, DNA microarrays and mass spectrometers ...