Constrained Principal Component Analysis and Related Techniques

1st Edition

Yoshio Takane

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Chapman and Hall/CRC
Published April 19, 2016
Reference - 251 Pages
ISBN 9780429188374 - CAT# KE86343

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Summary

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? Wha

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