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  2. L1-norm principal component analysis - Wikipedia

    en.wikipedia.org/wiki/L1-norm_principal...

    L1-norm principal component analysis (L1-PCA) is a general method for multivariate data analysis. [1] L1-PCA is often preferred over standard L2-norm principal component analysis (PCA) when the analyzed data may contain outliers (faulty values or corruptions), as it is believed to be robust .

  3. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing.. The data is linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified.

  4. Scree plot - Wikipedia

    en.wikipedia.org/wiki/Scree_plot

    The Kaiser criterion is shown in red. In multivariate statistics, a scree plot is a line plot of the eigenvalues of factors or principal components in an analysis. [1] The scree plot is used to determine the number of factors to retain in an exploratory factor analysis (FA) or principal components to keep in a principal component analysis (PCA).

  5. Self-organizing map - Wikipedia

    en.wikipedia.org/wiki/Self-organizing_map

    One-dimensional SOM versus principal component analysis (PCA) for data approximation. SOM is a red broken line with squares, 20 nodes. The first principal component is presented by a blue line. Data points are the small grey circles. For PCA, the fraction of variance unexplained in this example is 23.23%, for SOM it is 6.86%. [13]

  6. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Principal component analysis is used as a means of dimensionality reduction in the study of large data sets, such as those encountered in bioinformatics. In Q methodology , the eigenvalues of the correlation matrix determine the Q-methodologist's judgment of practical significance (which differs from the statistical significance of hypothesis ...

  7. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    In statistics, principal component regression (PCR) is a regression analysis technique that is based on principal component analysis (PCA). PCR is a form of reduced rank regression . [ 1 ] More specifically, PCR is used for estimating the unknown regression coefficients in a standard linear regression model .

  8. k-means clustering - Wikipedia

    en.wikipedia.org/wiki/K-means_clustering

    The relaxed solution of k-means clustering, specified by the cluster indicators, is given by principal component analysis (PCA). [61] [62] The intuition is that k-means describe spherically shaped (ball-like) clusters. If the data has 2 clusters, the line connecting the two centroids is the best 1-dimensional projection direction, which is also ...

  9. Sparse PCA - Wikipedia

    en.wikipedia.org/wiki/Sparse_PCA

    Sparse principal component analysis (SPCA or sparse PCA) is a technique used in statistical analysis and, in particular, in the analysis of multivariate data sets. It extends the classic method of principal component analysis (PCA) for the reduction of dimensionality of data by introducing sparsity structures to the input variables.