Component analysis

Component analysis

Component analysis may refer to:


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  • Principal component analysis — PCA of a multivariate Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the (0.878, 0.478) direction and of 1 in the orthogonal direction. The vectors shown are the eigenvectors of the covariance matrix scaled by… …   Wikipedia

  • Independent component analysis — (ICA) is a computational method for separating a multivariate signal into additive subcomponents supposing the mutual statistical independence of the non Gaussian source signals. It is a special case of blind source separation. Definition When… …   Wikipedia

  • Multilinear principal-component analysis — (MPCA) [1] is a mathematical procedure that uses multiple orthogonal transformations to convert a set of multidimensional objects into another set of multidimensional objects of lower dimensions. There is one orthogonal transformation for each… …   Wikipedia

  • ANOVA-simultaneous component analysis — ASCA, ANOVA SCA, or analysis of variance – simultaneous component analysis is a method that partitions variation and enables interpretation of these partitions by SCA, a method that is similar to PCA. This method is a multi or even megavariate… …   Wikipedia

  • Kernel principal component analysis — (kernel PCA) is an extension of principal component analysis (PCA) using techniques of kernel methods. Using a kernel, the originally linear operations of PCA are done in a reproducing kernel Hilbert space with a non linear mapping.ExampleThe two …   Wikipedia

  • principal component analysis — ( PCA) A mathematical tool used to reduce the number of variables while retaining the original variability of the data The first principal component accounts for as much of the variability in the data as possible, and each succeeding component… …   Financial and business terms

  • Principal Component Analysis — Hauptkomponentenanalyse als Faktorenanalyse: Zwei Hauptkomponenten einer zweidimensionalen Punktwolke (orthogonal rotiert) Die Hauptkomponentenanalyse (englisch: Principal Component Analysis, PCA) ist ein Verfahren der multivariaten Statistik.… …   Deutsch Wikipedia

  • Independent Component Analysis — (ICA) löst das Blind Source Separation Problem (BSS), indem angenommen wird, dass die Quellen einer Datenmischung statistisch unabhängig sind. Inhaltsverzeichnis 1 Problemstellung 2 Vorgehensweise 2.1 Normierung der Varianz 2.2 Bestimmung der… …   Deutsch Wikipedia

  • Analysis — (from Greek ἀνάλυσις , a breaking up ) is the process of breaking a complex topic or substance into smaller parts to gain a better understanding of it. The technique has been applied in the study of mathematics and logic since before Aristotle,… …   Wikipedia

  • Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… …   Wikipedia

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