Principal component analysis: a review and recent developments

Principal component analysis: a review and recent developments

2016 | Ian T. Jolliffe and Jorge Cadima
Principal component analysis (PCA) is a statistical technique used to reduce the dimensionality of large datasets while preserving as much variability as possible. It creates new uncorrelated variables, called principal components (PCs), which are linear combinations of the original variables and successively maximize variance. PCA is adaptive because the new variables are defined by the dataset, not pre-defined basis functions. It is also adaptable to different data types and structures, with various variants developed for specific applications. PCA is widely used in many disciplines, including atmospheric science, where it is known as empirical orthogonal function (EOF) analysis. In atmospheric science, PCA helps identify patterns in data, such as sea-level pressure (SLP) measurements. For example, the first two PCs of SLP data account for 21% and 13% of the total variation, representing the Arctic Oscillation (AO) and Pacific Ocean variations, respectively. PCA can be based on either the covariance matrix or the correlation matrix. The choice between these depends on the data's units and the need for standardization. Correlation matrix PCA is often used when variables have different units, as it standardizes the variables before analysis. PCA is also used in other fields, such as palaeontology, where it helps analyze fossil teeth data. In this example, the first two PCs account for 78.8% and 16.7% of the total variation, representing 'overall size' and 'shape' of the teeth. Adaptations of PCA include functional PCA for data that changes with a continuous variable, simplified PCA for easier interpretation, and robust PCA for datasets with outliers. Functional PCA is used in chemical spectroscopy, where data is treated as functions. Simplified PCA uses techniques like rotation and constraints to make components easier to interpret. Robust PCA is used to handle outliers and is particularly useful in image analysis and Web data. PCA is a powerful tool for data analysis, allowing researchers to reduce complexity while preserving important information. Its adaptability and effectiveness make it a valuable technique in many fields.Principal component analysis (PCA) is a statistical technique used to reduce the dimensionality of large datasets while preserving as much variability as possible. It creates new uncorrelated variables, called principal components (PCs), which are linear combinations of the original variables and successively maximize variance. PCA is adaptive because the new variables are defined by the dataset, not pre-defined basis functions. It is also adaptable to different data types and structures, with various variants developed for specific applications. PCA is widely used in many disciplines, including atmospheric science, where it is known as empirical orthogonal function (EOF) analysis. In atmospheric science, PCA helps identify patterns in data, such as sea-level pressure (SLP) measurements. For example, the first two PCs of SLP data account for 21% and 13% of the total variation, representing the Arctic Oscillation (AO) and Pacific Ocean variations, respectively. PCA can be based on either the covariance matrix or the correlation matrix. The choice between these depends on the data's units and the need for standardization. Correlation matrix PCA is often used when variables have different units, as it standardizes the variables before analysis. PCA is also used in other fields, such as palaeontology, where it helps analyze fossil teeth data. In this example, the first two PCs account for 78.8% and 16.7% of the total variation, representing 'overall size' and 'shape' of the teeth. Adaptations of PCA include functional PCA for data that changes with a continuous variable, simplified PCA for easier interpretation, and robust PCA for datasets with outliers. Functional PCA is used in chemical spectroscopy, where data is treated as functions. Simplified PCA uses techniques like rotation and constraints to make components easier to interpret. Robust PCA is used to handle outliers and is particularly useful in image analysis and Web data. PCA is a powerful tool for data analysis, allowing researchers to reduce complexity while preserving important information. Its adaptability and effectiveness make it a valuable technique in many fields.
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Understanding Principal component analysis%3A a review and recent developments