An Intercomparison of Rules for Testing the Significance of Coupled Modes of Singular Value Decomposition Analysis

This paper clarifies the essence of the significance test of singular value decomposition analysis （SVD）, and investigates four rules for testing the significance of coupled modes of SVD, including parallel analysis, nonparametric bootstrap, random-phase test, and a new rule named modified parallel analysis. A numerical experiment is conducted to quantitatively compare the performance of the four rules in judging whether a coupled mode of SVD is significant as parameters such as the sample size, the number of grid points, and the signal-to-noise ratio vary.
The results show that the four rules perform better with lower ratio of the number of grid points to sample size. Modified parallel analysis and nonparametric bootstrap perform best to abandon the spurious coupled modes, but the latter is better than the former to retain the significant coupled modes when the sample size is not much larger than the number of grid points. Parallel analysis and random-phase test are robust to abandon the spurious coupled modes only when either （1） the observations at the grid points are spatially uncorrelated, or （2） the coupled signal is very strong for parallel analysis and is not weak for random-phase test. The reasons affecting the accuracy of the test rules are discussed.

An intercomparison of rules for testing the significance of coupled modes of singular value decomposition analysis

This paper clarifies the essence of the significance test of singular value decomposition analysis (SVD),and investigates four rules for testing the significance of coupled modes of SVD, including parallel analysis,nonparametric bootstrap, random-phase test, and a new rule named modified parallel analysis. A numerical experiment is conducted to quantitatively compare the performance of the four rules in judging whether a coupled mode of SVD is significant as parameters such as the sample size, the number of grid points, and the signal-to-noise ratio vary.The results show that the four rules perform better with lower ratio of the number of grid points to sample size. Modified parallel analysis and nonparametric bootstrap perform best to abandon the spurious coupled modes, but the latter is better than the former to retain the significant coupled modes when the sample size is not much larger than the number of grid points. Parallel analysis and random-phase test are robust to abandon the spurious coupled modes only when either (1) the observations at the grid points are spatially uncorrelated, or (2) the coupled signal is very strong for parallel analysis and is not weak for random-phase test. The reasons affecting the accuracy of the test rules are discussed.