Principal Component Analysis
Principal component analysis is central to the study of multivariate data. Although one of the earliest multivariate techniques it continues …
Principal component analysis is central to the study of multivariate data. Although one of the earliest multivariate techniques it continues to be the subject of much research, ranging from new model- based approaches to algorithmic ideas from neural networks. It is extremely versatile with applications in many disciplines. The first edition of this book was the first comprehensive text written solely on principal component analysis. The second edition updates and substantially expands the original version, and is once again the definitive text on the subject. It includes core material, current research and a wide range of applications. Its length is nearly double that of the first edition. Researchers in statistics, or in other fields that use principal component analysis, will find that the book gives an authoritative yet accessible account of the subject. It is also a valuable resource for graduate courses in multivariate analysis. The book requires some knowledge of matrix algebra. Ian Jolliffe is Professor of Statistics at the University of Aberdeen. He is author or co-author of over 60 research papers and three other books. His research interests are broad, but aspects of principal component analysis have fascinated him and kept him busy for over 30 years.
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1 Introduction. 2 ... PCA lie in multivariate data analysis, however, it has a wide range of other ... of PCA in practice; Image Compression and Blind Source Separation. 2 ... The PCA method then obtains a second principal coordinate (axis) which is both .... then we can generalise this idea to obtain the covariance of r and s.
2012年1月8日 - terial on principal component analysis (PCA) and related topics has been ... erty (A6) has been added to Chapter 2, with Property A6 in Chapter 3 .... multivariate methods, it was not widely used until the advent of elec- .... In practice, a sam- .... book should provide some guidance, there may not be a single...
Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but poorly understood. The goal of this paper is.