Monthly Archives: January 2013
PCA(II)
Linear Algebra Involved Given, the data set X(mxn matrix) where m is the number of measurement types and n is the number of samples.Mathematically ,the goal is to find some orthonormal matrix P in Y=PX such that is a diagonal matrix.The rows of P are the principal components of X. Let’s state some elementary linear […]
PCA(I)
*The goal of this tutorial is to both provide an intuitive feel for PCA, and a thorough discussion of this topic. INTRODUCTION AND INTUITION Principal Component Analysis is a standard tool in modern data analysis in diverse fields from neuroscience to computer graphics because it’s a simple, non parametric method for extracting relevant information from confusing […]
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