Naomi Altman

(Penn State Statistics Department)

Interpreting and Extending Principal Components Analysis

What Meteo Colloquium UG Homepage GR
When Feb 18, 2015
from 03:30 pm to 04:30 pm
Where 112 Walker Building
Contact Name Martin Tingley
Contact email
Contact Phone 814-865-0479
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Naomi Altman PSU STatistics

Principal Components Analysis (PCA) is often used to summarize high dimensional data.  The leading principal components are often used as descriptors of the principal modes of variation in the data, or interpreted as observable patterns.  In this talk I will discuss the role of PCA in dimension reduction, the interpretation of the leading eigenvectors and the possibilities of extending PCA to more complex types of data.