Principal component analysis

A technique to find the axes that explain the largest variation in the data.

See also Singular value decomposition.

People

• Karl Rohe
  • Good advice for data preprocessing: https://twitter.com/karlrohe/status/1297741340340629504
  • PCA with a large matrix is magic: https://twitter.com/karlrohe/status/1475494422028640265
  • a one minute data exercise for PCA intuition: https://twitter.com/karlrohe/status/1482022457145974789

Video

• Principal Component Analysis (PCA) by Steven Brunton

Articles

• A tutorial on Principal Components Analysis by Lindsay I Smith.
• A Tutorial on Principal Component Analysis by Jonathon Shlens
• Principal component analysis by Hervé Abdi and Lynne J
• Michael E and Christopher M, Probabilistic principal component analysis. Journal of the Royal Statistical Society. Series B (Statistical Methodology) (1999) vol. 61 (3) pp. 611-622
• Principal Components Analysis (Advanced Data Analysis from an Elementary Point of View) by Cosma Shalizi
• Robst PCA?
• http://jeremykun.wordpress.com/2012/06/28/principal-component-analysis/
• What is principal component analysis by Lior Pachter
• Points of Significance: Principal component analysis
• This 🧵 gives my first heuristic understanding of PCA
• Making sense of principal component analysis, eigenvectors & eigenvalues