论文标题
主加载分析
Principal Loading Analysis
论文作者
论文摘要
本文提出了一个缩小尺寸的工具，其中原始空间的尺寸降低：主加载分析（PLA）。 PLA是通过丢弃变量来降低尺寸的工具。直觉是删除了变量，将协方差矩阵扭曲了一点。引入了我们的方法，并提供了用于进行PLA的算法。此外，我们给出了样本案例中产生的噪声的边界。
This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: a Principal Loading Analysis (PLA). PLA is a tool to reduce dimensions by discarding variables. The intuition is that variables are dropped which distort the covariance matrix only by a little. Our method is introduced and an algorithm for conducting PLA is provided. Further, we give bounds for the noise arising in the sample case.
