PCA. Maximisation of explained variance for plane.
133568
Is it possible to have a basis for a covariance matrix such that the greatest variance is greater than the variance of the first eigenvector?
24814
Is PCA still done via the eigendecomposition of the covariance matrix when dimensionality is larger than the number of observations?
156166
PCA of non-Gaussian data
143908
What are "rotated" and "unrotated" principal components, given that PCA always rotates the coordinates axes?
97435
Reversing PCA back to the original variables
6316
PCA on correlation or covariance?
129771
Reparametrization trick with non-Gaussian distributions?
70917
What's the difference between principal component analysis and multidimensional scaling?
154261
PCA when the dimensionality is greater than the number of samples
113346
What is the proper association measure of a variable with a PCA component (on a biplot / loading plot)?
74683
Computationally efficient estimation of multivariate mode
154304
Do PCA affect different classification methods?
156944
Is there a test/technique/method for comparing principal components decompositions between samples?
5325
Unbiased Estimator for a Uniform Variable Support
10466
Making sense of principal component analysis, eigenvectors & eigenvalues
13077
Graphical interpretation of LASSO
26691
Uniformly distributed n-dimensional probability vectors over a simplex