6 Matching Annotations
  1. Jun 2016
    1. it reveals simple underlying structures in com-plex data sets using analytical solutions from linear algebra
    2. by a simple algorithm
    3. The covariance measures the degree of the linear relationshipbetween two variables
    4. Maximizing the variance (and by assumption the SNR)corresponds to finding the appropriate rotation of the naivebasis

      PCA relates to rotation.

    5. he dynamics of interest existalong directions with largest variance and presumably high-est SNR
    6. Thus our original basis reflects the methodwe measured our data