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Regularized Consensus PCA

Published in arXiv (Cornell University) • Apr 27, 2015
NobleIDNI7P04W71R35S78
Authors:
Michel Tenenhaus
,
Arthur Tenenhaus
,
Patrick J. F. Groenen

Abstract

A new framework for many multiblock component methods (including consensus and hierarchical PCA) is proposed. It is based on the consensus PCA model: a scheme connecting each block of variables to a superblock obtained by concatenation of all blocks. Regularized consensus PCA is obtained by applying...

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