Maximum likelihood principal component analysis

D. Wentzell, Peter; T. Andrews, Darren; C. Hamilton, David; Faber, Klaas; R. Kowalski, Bruce

doi:10.1002/(sici)1099-128x(199707)11:4<339::aid-cem476>3.0.co;2-l

Public

Maximum likelihood principal component analysis

Published in Journal of Chemometrics • Jul 1, 1997

Authors:

Peter D. Wentzell

Darren T. Andrews

David C. Hamilton

Abstract

The theoretical principles and practical implementation of a new method for multivariate data analysis, maximum likelihood principal component analysis (MLPCA), are described. MLCPA is an analog to principal component analysis (PCA) that incorporates information about measurement errors to develop P...

Subject

Principal component analysis

Singular value decomposition

Covariance

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