dimensionality reduction and data-driven models

I gave the stats-school seminar this morning, on PCA and its limitations. I have so much to say about this. I should write something for the arXiv. I have ranted in this space before about PCA. But at the same time, it is super-effective. That's why making small changes to PCA which make it more responsible, more robust, more probabilistically righteous, and better justified will just pay us all dividends. We bid goodbye to Brewer after lunch; it has been a fun week, and we have a chance of doing something super-cool with the Kuiper Belt.

1 comment:

  1. Hello, I read with great pleasure your "Data analysis recipes" on arXiv and I would love to read also about the PCA in the same format "a chapter from a non-existent book".

    Thank you very much.
    Alessandro, from Italy.