Questions tagged [whitening]

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PCA whitened data

Let $X$ be a feature matrix of size $m\times d$. I understand that the standard PCA whitening process follows three steps. (Centerization) ${X} \to \hat{X}:=({X} - \mu)$, where $\mu$ is a matrix of ...
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Pre-whitening longitudinal MLM

I am conducting longitudinal multilevel models (Level-1 = Daily observations; Level-2 = PARTICIPANT). Predictors and outcome variables are measured every day. Do I need to pre-whiten my data (and why)...
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estimate sparse localized whitening transformation

This is a follow-up to estimate precision matrix with given spatial sparsity pattern, expanding on the second part of that question and formulating more precisely using material from the answer by ...