PCA and PLS aims:to get some
insight into the bilinear Factor models Principal Component Analysis
(PCA) and Partial Least Squares (PLS) regression, focusing on the
mathematics and numerical aspects rather than how s and why s of
data analysis practice. For the latter part it is assumed (but not
absolutely necessary) that the reader is already familiar with these
methods. It also assumes you have had some preliminary experience
with linear/matrix algebra.
