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Introduction to Introduction to Sensory Data Analysis - Camo

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4. Principal Component <strong>Analysis</strong>: PCA / a) Theory<br />

Principal Component <strong>Analysis</strong> (PCA)<br />

New latent variables that are linear combinations of the<br />

original variables.<br />

PC1 = a 1 V1 + a 2 V2 + a 3 V3<br />

X = Mean + b 1 PC1 + b 2 PC2 + Error<br />

Constraints :<br />

• Maximise the dispersion of samples along the<br />

latent variables (the variance)<br />

• Orthogonality<br />

PCA = A change of variable space

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