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Automatic estimation of number of principal components in PCA with PEnalized SEmi-integrated Likelihood (PESEL). See Piotr Sobczyk, Malgorzata Bogdan, Julie Josse "Bayesian dimensionality reduction with PCA using penalized semi-integrated likelihood" (2017) doi:10.1080/10618600.2017.1340302.
| github.com/psobczyk/pesel | |
| Bug report | File report |
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