Trendafilov, Nickolay T.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1198/106186006X130828|
|Google Scholar:||Look up in Google Scholar|
In this survey a number of problems arising in multivariate data analysis (MDA) are listed and reformulated as matrix fitting (e. g. least-squares, maximum likelihood, etc) constrained optimization problems
(OPs). The goal is to demonstrate that consideration and solution of these diverse MDA problems can be unified by means of the dynamical system approach. The approach transforms theMDA problems into dynamical systems on a manifold defined by the constraints of the original OP.
|Item Type:||Journal Article|
|Keywords:||Matrix fitting problems; Constrained optimization; Initial value problems for ODEs on matrix manifolds; Steepest descent/ascent matrix flows; Principal components; Factor analysis; Procrustes problems; Metric multidimensional scaling; Three-way data; MATLAB|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
|Depositing User:||Nickolay Trendafilov|
|Date Deposited:||30 Mar 2007|
|Last Modified:||14 Jan 2016 15:57|
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