Lecture 20: PCA

April 4, 2023 (11th week of classes)

Principal Component Analysis (PCA)

PCA is an extremely widely used multivariate analysis in biology and in the large majority of fields both in sciences, humanities and the arts. It is used in many different applications including data reduction, visualization, data mining, pattern seeking among many other ones.

Reading (in-class). We will read the following small paper in class:

Download paper “What is principal component analysis”

Some useful videos
Principal Component Analysis (PCA) by Luis Serrano: some calculations by “hand”


Download lecture: 3 slides per page and outline

Download lecture: 1 slide per page