PCA / FA Basilevsky: what he did.

Introduction

The previous post discussed something interesting that Basilevsky did. (Search the bibliography, he’s there.) I can’t say I like it — because it leads to a basis which is non-orthogonal, and whose vectors are not eigenvectors of either the correlation or covariance matrices.

But I had to understand it.

I don’t know how widespread it is nowadays, but even if Basilevsky is the only author who does it, it’s another example of the lack of standardization (no pun intend, I swear) in PCA / FA. This branch of applied statistics is like the mythical Wild West: everybody’s got a gun and there are bullets flying all over the place. Law and order have not arrived yet.

OTOH, it’s nice to find something different in just about every book I open.
Read the rest of this entry »

Advertisements

PCA / FA Basilevsky on standardizing. Discussion.

Introduction and review

Basilevsky presents an extremely interesting idea. For all I know, it’s become common in the last 10-20 years, but I hadn’t seen it in any of the other books we’ve looked at.

I’ll tell you up front that he’s going to normalize the rows of an A matrix, specifically the A matrix computed from the eigendecomposition of the covariance matrix.

I’ll also tell you up front that I don’t see any good reason for doing it, but I’m not averse to finding such a reason someday.
Read the rest of this entry »

Simplicial curvature & simplicial Gauss-Bonnet

Introduction and text

The last section of Bloch’s chapter 3 (simplicial surfaces) is a long (and to my mind at this time, uninteresting) proof of the 2D Brouwer fixed point theorem: any continuous map from the disk to the disk has a fixed point. Bloch also proves a corollary, the no-retraction theorem, that there is no continuous map r from the disk to the circle such that r(x) = x for all x on the circle.

That one sounds interesting. We’ve seen in before, with the commentary that you can’t map the surface of a drum onto its rim without tearing it. I still don’t see it that way. But it is rather shocking that the map r cannot preserve all the points on the rim.

Anyway, we’re not going to fight with those. For me, the climax of chapter 3 is the simplicial Gauss-Bonnet theorem. It shows that there is a definition of curvature for simplicial surfaces (in fact, for polyhedra in general) such that the total curvature of a surface is equal to 2\ \pi times its Euler characteristic \chi\ .

(A simplicial surface is a polyhedron all of whose faces are triangles. I expect we’ll see this again in another post.)

That the total Gaussian curvature of a surface is equal to 2\ \pi\ \chi is called the Gauss-Bonnet theorem. It is a reasonable culmination of a first course in differential geometry. The simplicial version means that we have a definition of curvature for simplicial surfaces and polyhedra which gives us a form of the Gauss-Bonnet theorem. That says it’s a reasonable definition of curvature.

So what is this marvelous definition of simplicial curvature? It’s also called the angle defect, and goes back to Descartes. Read the rest of this entry »

Books Added: Differential Topology

Introduction

Putting out the following few books has been far harder than I expected, and has taken a lot more time. There are 6 of them: 3 texts, 1 reference, and 2 small sets of notes.

The fundamental problem is that I haven’t worked thru these books yet. Simply put, I’m effectively a grad student trying to figure out which books to read in order to introduce myself to a new field.

To put it more fancifully, I feel a bit like a wide-eyed urchin looking in a bakery window, trying to figure out what the different pastries will taste like, and I’ve picked out a few of them to try.

That simile fails, of course, because I’m not just looking at the pastries; I’ve held them in my hands and looked inside. I own these books, I’ve read each preface and table-of-contents, and I’ve read further into them. I’ve seen every one of them in other bibliographies; I’ve just read some of the reviews on Amazon….

The problem is, I haven’t gone into these books and come out the other side.
Read the rest of this entry »

Happenings 8 Dec

It’s been more than a week since my last post, and I hate to disappear for very long, so let me do what comes naturally: talk about myself.

More precisely, talk about what I’ve been doing.

PCA / FA

I haven’t quit playing with it. There are a few irons in the fire. The most interesting one is working thru Basilevsky. There is no electronic data for the book, but The binding of the book and its margins lend themselves to scanning, so getting his data into the computer is pretty easy, and, as usual, I enjoy doing calculations and getting answers. This is fun.
Read the rest of this entry »