Publication details for Jochen EinbeckEinbeck, Jochen, Evers, Ludger & Bailer-Jones, Coryn (2008). Representing complex data using localized principal components with application to astronomical data. In Lecture Notes in Computational Science and Engineering. Gorban, A Kegl, B Wunsch, D & Zinovyev, A Heidelberg: Springer-Verlag. 58: 180-204.
- Publication type: Chapter in book
- ISSN/ISBN: 978-3-540-73749-0
- Keywords: Localized principal components, principal curves, dimension reduction, Gaia
- Further publication details on publisher web site
Author(s) from Durham
Often the relation between the variables constituting a multivariate data
space might be characterized by one or more of the terms: ``nonlinear'',
``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general, ``complex''. In these cases, simple principal component analysis (PCA) as a tool for dimension reduction can fail badly. Of the many alternative
approaches proposed so far, local approximations of PCA are among the most
promising. This paper will give a short review of localized versions of PCA,
focusing on local principal curves and local partitioning algorithms. Furthermore we discuss projections other than the local principal components. When performing local dimension reduction for regression or classification problems it is important to focus not only on the manifold structure of the covariates, but also on the response variable(s). Local principal components only achieve the former, whereas localized regression approaches concentrate on the latter. Local projection directions derived from the partial least squares (PLS) algorithm offer an interesting trade-off between these two objectives.
We apply these methods to several real data sets. In particular, we consider simulated astrophysical data from the future Galactic survey mission Gaia.
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