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PCA like a Mathematician

blog.georgeshakan.com · published 26 October 2024

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https://en.wikipedia.org/wiki/Principal_component_analysis
en.wikipedia.org
https://en.wikipedia.org/wiki/Dimensionality_reduction
en.wikipedia.org
Singular Value Decomposition and PCA Read at the source ↗
blog.georgeshakan.com
https://en.wikipedia.org/wiki/Dimension_(vector_space
en.wikipedia.org
https://en.wikipedia.org/wiki/Without_loss_of_generality
en.wikipedia.org
https://en.wikipedia.org/wiki/Latent_space
en.wikipedia.org
https://mlberkeley.substack.com/p/vq-vae
mlberkeley.substack.com
https://en.wikipedia.org/wiki/Maximum_likelihood_estimation
en.wikipedia.org
https://en.wikipedia.org/wiki/Probability_density_function
en.wikipedia.org
https://en.wikipedia.org/wiki/Multivariate_normal_distribution
en.wikipedia.org
https://en.wikipedia.org/wiki/Norm_(mathematics
en.wikipedia.org
https://www.semanticscholar.org/paper/The-approximation-of-one-matrix-by-another-of-lower-Eckart-Young/8112c4305b88d85199267e9e03d3a0aca4432059
semanticscholar.org
https://en.wikipedia.org/wiki/Rank_(linear_algebra
en.wikipedia.org
https://en.wikipedia.org/wiki/Singular_value_decomposition
en.wikipedia.org
https://en.wikipedia.org/wiki/Orthogonal_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Singular_value
en.wikipedia.org
https://rich-d-wilkinson.github.io/MATH3030/3.5-lowrank.html
rich-d-wilkinson.github.io
https://scikit-learn.org/dev/modules/generated/sklearn.decomposition.PCA.html
scikit-learn.org
https://math.stackexchange.com/questions/814467/eigenvalues-of-a-symmetric-matrix-with-lagrange-multipliers/814526
math.stackexchange.com
https://en.wikipedia.org/wiki/Chain_rule
en.wikipedia.org