Principal Components Analysis

By Stu Daultrey. Applied Univariate, Bivariate, and Multivariate Statistics Using Python, 2018

2,158 citations recorded by the source corpus.

Examples: – Clustering: partition data into groups of similar/nearby points. – Dimensionality reduction: data often lies near a low-dimensional subspace (or manifold) in feature space; matrices have low-rank approximations. [Whereas clustering is about grouping similar sample points, dimensionality reduction is more about identifying a continuous variation from sample point to sample point.] – Density estimation: fit a continuous distribution to discrete data. [When we use maximum likelihood estimation to fit Gaussians to sample points, that’s density estimation, but we can also fit functions more complicated than Gaussians.]

View Paper: https://www.semanticscholar.org/paper/9de58adc7b0be24ac751ec78c5a0c1adbd91be77

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