New answers tagged pca
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Principal Component analysis (vector space or inner product space?)
Yes, PCA only makes sense for a real inner product space. (We typically only consider finite-dimensional spaces, for which all inner product spaces are automatically Hilbert spaces.)
Given a random ...
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What is multilinear principal components analysis?
A different way to think about it is to write down the factor model for the tensor
$$Y = \sum_{r=1}^Rv_{1,r}\otimes v_{2,r}\otimes\dots\otimes v_{d,r} + U$$
This factor model is the CP decomposition + ...
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