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CRANFIELD UNIVERSITY Eleni Anthippi Chatzimichali ...

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1. Select vector as a starting point<br />

2. Compute the block loadings<br />

‖<br />

‖<br />

3. Compute the block scores<br />

4. Consider the matrix<br />

[ ]<br />

5. Compute the global loadings<br />

‖<br />

‖<br />

6. Update the global scores<br />

7. Iterate steps 2 - 6 until the convergence of<br />

8. Deflate the residuals ( )<br />

The most notable breakthrough contribution pertaining to the field of multi-block<br />

algorithms was made by Westerhuis et al. (1998), whereby it was proved that the<br />

super-scores of CPCA are identical to the scores of normal PCA when applied on the<br />

concatenated set of blocks (the super-matrix) (Qin et al., 2001; Smilde et al. 2003)<br />

(see Figure 4-3). In addition, according to Westerhuis et al. (1998) regular PCA can<br />

be also used to calculate the individual block scores and loadings. Normal PCA may<br />

be applied using a plethora of algorithms, the most popular of which is the NIPALS<br />

algorithm (see Section 1.4.1).<br />

In the context of this project, consensus PCA was primarily investigated as a data<br />

integration technique rather than for the purpose of detecting an underlying common<br />

pattern between the different blocks. The super-scores of CPCA, which constitute the<br />

consensus matrix, are used as input into the implemented classifiers.<br />

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