Tagged Questions

0
votes
1answer
30 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, ...
0
votes
0answers
61 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 ...
3
votes
1answer
836 views

What is percentage of variance?

I am studying the feature selection in the machine learning field. Lately, I am trying to understand the PCA (Principle Component Analysis). I found a webpage PCA which introduces the PCA and the ...
2
votes
1answer
110 views

Proof for principal component score

Can we proof that two principal component scores are not equal or one is better than the other in terms of variation? For example, the 1st principal component score is defined as $z_1 = a_{11}(y_1 - ...
5
votes
2answers
235 views

One component in PCA is always the mean vector in two-dimensions but not three

I've been testing PCA via SVD to decompose a simple time series data matrix, $X$. I have two signals $x_1(t)$ and $x_2(t)$ in a data matrix where $M$ rows represents each timepoint sample and each ...