奇异值分解SVD-模式计算与应用室PCALab.DOC

PAGE PAGE ii 目 录 TOC \o 1-1 \h \z \u HYPERLINK \l _Toc378426206 1. 奇异值分解(SVD) PAGEREF _Toc378426206 \h 1 HYPERLINK \l _Toc378426208 2．多变量线性回归 PAGEREF _Toc378426208 \h 3 HYPERLINK \l _Toc378426209 稀疏学习 PAGEREF _Toc378426209 \h 5 HYPERLINK \l _Toc378426210 高斯过程回归(GPR) PAGEREF _Toc378426210 \h 6 HYPERLINK \l _Toc378426211 3．主成分分析(PCA) PAGEREF _Toc378426211 \h 7 HYPERLINK \l _Toc378426212 KL展开 PAGEREF _Toc378426212 \h 8 HYPERLINK \l _Toc378426213 二维主成分分析(2DPCA) PAGEREF _Toc378426213 \h 13 HYPERLINK \l _Toc378426214 鲁棒主成分分析(RPCA) PAGEREF _Toc378426214 \h 15 HYPERLINK \l _Toc378426215 低秩表示(LRR) PAGEREF _Toc378426215 \h 15 HYPERLINK \l _Toc378426216 4．因子分析 PAGEREF _Toc378426216 \h 16 HYPERLINK \l _Toc378426217 5．多维标度(MDS) PAGEREF _Toc378426217 \h 17 HYPERLINK \l _Toc378426218 等距映射(Isomap) PAGEREF _Toc378426218 \h 18 HYPERLINK \l _Toc378426219 6．聚类分析 PAGEREF _Toc378426219 \h 19 HYPERLINK \l _Toc378426220 基于图的聚类 PAGEREF _Toc378426220 \h 21 HYPERLINK \l _Toc378426221 拉普拉斯本征映射(LE) PAGEREF _Toc378426221 \h 23 HYPERLINK \l _Toc378426222 7．典型相关分析(CCA) PAGEREF _Toc378426222 \h 25 HYPERLINK \l _Toc378426223 8. 结构方程模型 PAGEREF _Toc378426223 \h 27 HYPERLINK \l _Toc378426224 9．方差分析 PAGEREF _Toc378426224 \h 28 HYPERLINK \l _Toc378426225 10．鉴别分析 PAGEREF _Toc378426225 \h 29 HYPERLINK \l _Toc378426226 线性鉴别分析(LDA) PAGEREF _Toc378426226 \h 30 HYPERLINK \l _Toc378426227 11．局部保持投影(LPP) PAGEREF _Toc378426227 \h 32 HYPERLINK \l _Toc378426228 12．局部线性嵌入(LLE) PAGEREF _Toc378426228 \h 34 HYPERLINK \l _Toc378426229 13. 投影追踪(PP) PAGEREF _Toc378426229 \h 37 HYPERLINK \l _Toc378426230 14．独立成分分析(ICA) PAGEREF _Toc378426230 \h 39 HYPERLINK \l _Toc378426231 15．混合高斯模型(GMM) PAGEREF _Toc378426231 \h 42 1. 奇异值分解(SVD) Singular Value Decomposition (SVD) Any data matrix X can be represented as the product of three component parts: where is a matrix of variables that are uncorrelated with unit variance, is a stretching and shrinking transformation m