Principal component analysisPrincipal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where (most of) the variation in the data can be described with fewer dimensions than the initial data.
Independent component analysisIn signal processing, independent component analysis (ICA) is a computational method for separating a multivariate signal into additive subcomponents. This is done by assuming that at most one subcomponent is Gaussian and that the subcomponents are statistically independent from each other. ICA is a special case of blind source separation. A common example application is the "cocktail party problem" of listening in on one person's speech in a noisy room.
Multilinear subspace learningMultilinear subspace learning is an approach for disentangling the causal factor of data formation and performing dimensionality reduction. The Dimensionality reduction can be performed on a data tensor that contains a collection of observations have been vectorized, or observations that are treated as matrices and concatenated into a data tensor. Here are some examples of data tensors whose observations are vectorized or whose observations are matrices concatenated into data tensor s (2D/3D), video sequences (3D/4D), and hyperspectral cubes (3D/4D).
Dimensionality reductionDimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally close to its intrinsic dimension. Working in high-dimensional spaces can be undesirable for many reasons; raw data are often sparse as a consequence of the curse of dimensionality, and analyzing the data is usually computationally intractable (hard to control or deal with).
Kernel principal component analysisIn the field of multivariate statistics, 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 performed in a reproducing kernel Hilbert space. Recall that conventional PCA operates on zero-centered data; that is, where is one of the multivariate observations.
Matrix decompositionIn the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of problems. In numerical analysis, different decompositions are used to implement efficient matrix algorithms. For instance, when solving a system of linear equations , the matrix A can be decomposed via the LU decomposition.
Signal separationSource separation, blind signal separation (BSS) or blind source separation, is the separation of a set of source signals from a set of mixed signals, without the aid of information (or with very little information) about the source signals or the mixing process. It is most commonly applied in digital signal processing and involves the analysis of mixtures of signals; the objective is to recover the original component signals from a mixture signal.
Working memoryWorking memory is a cognitive system with a limited capacity that can hold information temporarily. It is important for reasoning and the guidance of decision-making and behavior. Working memory is often used synonymously with short-term memory, but some theorists consider the two forms of memory distinct, assuming that working memory allows for the manipulation of stored information, whereas short-term memory only refers to the short-term storage of information.
QR decompositionIn linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of an orthonormal matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least squares problem and is the basis for a particular eigenvalue algorithm, the QR algorithm. Any real square matrix A may be decomposed as where Q is an orthogonal matrix (its columns are orthogonal unit vectors meaning ) and R is an upper triangular matrix (also called right triangular matrix).
Factor analysisFactor analysis is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved variables called factors. For example, it is possible that variations in six observed variables mainly reflect the variations in two unobserved (underlying) variables. Factor analysis searches for such joint variations in response to unobserved latent variables.
