Multivariate Analysis Commons^™

Theory Of Principal Components For Applications In Exploratory Crime Analysis And Clustering, Daniel Silva

All Graduate Theses, Dissertations, and Other Capstone Projects

The purpose of this paper is to develop the theory of principal components analysis succinctly from the fundamentals of matrix algebra and multivariate statistics. Principal components analysis is sometimes used as a descriptive technique to explain the variance-covariance or correlation structure of a dataset. However, most often, it is used as a dimensionality reduction technique to visualize a high dimensional dataset in a lower dimensional space. Principal components analysis accomplishes this by using the first few principal components, provided that they account for a substantial proportion of variation in the original dataset. In the same way, the first few principal …