Skip Navigation

Biometrika 1999 86(4):899-908; doi:10.1093/biomet/86.4.899
© 1999 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Schott, J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Partial common principal component subspaces

JR Schott

Department of Statistics, University of Central Florida, Orlando, FL 32816-2370, USA E-mail: jschott@pegasus.cc.ucf.edu

We consider the principal components analysis of g groups of m variables for those situations in which, for each group, the first k principal components account for most of the total variability of observations in that group. If the set of these gk principal component vectors spans a space of dimension r, where r is less than m, then it will be possible simultaneously to reduce the dimensionality, for all groups, from m to r while retaining most of the within-group variability. Methods are already available for determining if r=k, in which case the g groups have a common principal component subspace. In this paper, we develop a general procedure for determining if r=s for arbitrary s. This can then be used repeatedly to determine r when r>k.

Key Words: dimensionality reduction; principal components analysis


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.