Which book could you recommend for me to study principal component analysis at an intermediate level?
I have studied multivariate statistics, but I want to delve into this topic.
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You may consider this book, chapter 8: Applied Multivariate Statistical Analysis, 6th Edition. One of the applications of PCA is to make a (PCA) bi-plot which you can find here.
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A newer book that seems interesting is Generalized Principal Component Analysis by René Vidal, Yi MaS. S. Sastry.
From the editorial review:
Introduces fundamental statistical, geometric and algebraic concepts
Encompasses relevant data clustering and modeling methods in machine learning
Addresses a general class of unsupervised learning problems
Generalizes the theory and methods of principal component anaylsis to the cases when the data can be severely contaminated with errors and outliers as well as when the data may contain more than one low-dimensional subspace