1.

Record Nr.

UNINA9910799902203321

Autore

Takane Yoshio

Titolo

Constrained principal component analysis and related techniques / / Yoshio Takane, Professor Emeritus, McGill University Montreal, Quebec, Canada and Adjunct Professor at University of Victoria British Columbia, Canada

Pubbl/distr/stampa

Boca Raton : , : Chapman and Hall/CRC, , 2014

©2014

ISBN

0-429-18837-4

1-4665-5666-8

Edizione

[1st edition]

Descrizione fisica

1 online resource (244 p.)

Collana

Monographs on statistics and applied probability ; ; 129

Classificazione

MAT029000

Disciplina

519.5/35

Soggetti

Principal components analysis

Multivariate analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Front Cover; Contents; List of Figures; List of Tables; Preface; About the Author; Chapter 1 Introduction; Chapter 2 Mathematical Foundation; Chapter 3 Constrained Principal Component Analysis (CPCA); Chapter 4 Special Cases and Related Methods; Chapter 5 Related Topics of Interest; Chapter 6 Different Constraints on Different Dimensions (DCDD); Epilogue; Appendix; Bibliography; Back Cover

Sommario/riassunto

In multivariate data analysis, regression techniques predict one set of variables from another while principal component analysis (PCA) finds a subspace of minimal dimensionality that captures the largest variability in the data. How can regression analysis and PCA be combined in a beneficial way? Why and when is it a good idea to combine them? What kind of benefits are we getting from them? Addressing these questions, Constrained Principal Component Analysis and Related Techniques shows how constrained PCA (CPCA) offers a unified framework for these approaches.The book begins with four concrete examples of CPCA that provide readers with a basic understanding of the technique and its applications. It gives a detailed account of two key mathematical ideas in CPCA: projection and singular value decomposition. The author



then describes the basic data requirements, models, and analytical tools for CPCA and their immediate extensions. He also introduces techniques that are special cases of or closely related to CPCA and discusses several topics relevant to practical uses of CPCA. The book concludes with a technique that imposes different constraints on different dimensions (DCDD), along with its analytical extensions. MATLAB programs for CPCA and DCDD as well as data to create the book's examples are available on the author's website--