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2016 ; 374
(2065
): 20150202
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Principal component analysis: a review and recent developments
#MMPMID26953178
Jolliffe IT
; Cadima J
Philos Trans A Math Phys Eng Sci
2016[Apr]; 374
(2065
): 20150202
PMID26953178
show ga
Large datasets are increasingly common and are often difficult to interpret.
Principal component analysis (PCA) is a technique for reducing the dimensionality
of such datasets, increasing interpretability but at the same time minimizing
information loss. It does so by creating new uncorrelated variables that
successively maximize variance. Finding such new variables, the principal
components, reduces to solving an eigenvalue/eigenvector problem, and the new
variables are defined by the dataset at hand, not a priori, hence making PCA an
adaptive data analysis technique. It is adaptive in another sense too, since
variants of the technique have been developed that are tailored to various
different data types and structures. This article will begin by introducing the
basic ideas of PCA, discussing what it can and cannot do. It will then describe
some variants of PCA and their application.