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Theoretical Developments in Multivariate Analysis

Theoretical Developments in Multivariate Analysis

Multivariate projection techniques are very intuitive methods, but the mathematics behind are somehow complex. As an engineer, I enjoy studying matrix algebra problems with a clear practical application. As a computer scientist, I am especially interested in algorithms. Topics I like include the identification of the number of PCs in PCA, the interplay between data, covariance matrices and projection models and the development of accurate exploratory data analysis techniques.

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