Wednesday, September 23, 2009

A layman's introduction to principal component analysis.

I have just uploaded a very short introduction for PCA to youtube. The video is probably the shortest introduction to PCA (1.5min). This introduction emphasizes the geometrical aspects, instead of the usual statistical nature. I especially like the statement that the covariance matrix is just a method to measure the average extend of an object (a point cloud) along any axis.