Bài 6: Principal Component Analysis and Whitening

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Bài 6: Principal Component Analysis and Whitening

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Principal component analysis (PCA) and the closely related Karhunen-Lo` ve transe form, or the Hotelling transform, are classic techniques in statistical data analysis, feature extraction, and data compression, stemming from the early work of Pearson [364]. Given a set of multivariate measurements, the purpose is to find a smaller set of variables with less redundancy, that would give as good a representation as possible.

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