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Principal component analysis
Author(s) -
Abdi Hervé,
Williams Lynne J.
Publication year - 2010
Publication title -
wiley interdisciplinary reviews: computational statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 38
eISSN - 1939-0068
pISSN - 1939-5108
DOI - 10.1002/wics.101
Subject(s) - principal component analysis , singular value decomposition , correspondence analysis , dimensionality reduction , jackknife resampling , multiple correspondence analysis , mathematics , multivariate statistics , dimension (graph theory) , sparse pca , table (database) , similarity (geometry) , data set , computer science , statistics , pattern recognition (psychology) , data mining , artificial intelligence , algorithm , combinatorics , estimator , image (mathematics)
Principal component analysis (PCA) is a multivariate technique that analyzes a data table in which observations are described by several inter‐correlated quantitative dependent variables. Its goal is to extract the important information from the table, to represent it as a set of new orthogonal variables called principal components, and to display the pattern of similarity of the observations and of the variables as points in maps. The quality of the PCA model can be evaluated using cross‐validation techniques such as the bootstrap and the jackknife. PCA can be generalized as correspondence analysis (CA) in order to handle qualitative variables and as multiple factor analysis (MFA) in order to handle heterogeneous sets of variables. Mathematically, PCA depends upon the eigen‐decomposition of positive semi‐definite matrices and upon the singular value decomposition (SVD) of rectangular matrices. Copyright © 2010 John Wiley & Sons, Inc. This article is categorized under: Statistical and Graphical Methods of Data Analysis > Multivariate Analysis Statistical and Graphical Methods of Data Analysis > Dimension Reduction

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