# Tagged Questions

0answers
33 views

### Compute percentage variance explained with NIPALS

I am using NIPALS (Non-linear iterative partial least squares) to compute first $K$ components of a $N\times M$ data matrix $X$ with $N$ samples and $M$ features. Along with the principal components ...
0answers
33 views

### Variance explained for PLS

Using sklearn in Python, I can calculate the explained variance for PCA (sklearn.decomposition.PCA) using: ...
0answers
228 views

### PCA, LDA (Linear Discriminant Analysis), proportion of variance

I have some basic questions regarding PCA and LDA (Linear Discriminant Analysis ) but I am a bit lost and I will appreciate the help. In PCA there is a way to calculate the proportion of variance ...
1answer
70 views

### Difference in Variance of factor scores for supplementary and active observations PCA

i've been trying to find an answer to this but I haven't been successful. I encounter a problem when adding supplementary individuals to PCA. The variance of the factor scores decreases dramatically ...
1answer
43 views

### What's the logic/motivation behind pre-filtering data based on variance?

I am currently working with gene expression data where I have a number of genes (variables) measured over a number of samples. I could not make sense of the statistics and visualization suite we have, ...
0answers
99 views

### Variation explained by single variable

I’m trying to find a way to measure how much a single variable ‘summarizes’ a full set of continuous variables. For instance, in a PCA the first principal component will explain a certain percentage ...
1answer
1k views

### What is percentage of variance in PCA?

I am trying to understand Principal Component Analysis (PCA). I found a webpage on PCA that introduces it and the concept of the percentage of variance. However, I am very confused about what ...
1answer
128 views