Cited by 376

Optimal Whitening and Decorrelation

Kessy, Agnan, Lewin, Alex, Strimmer, Korbinian·2018·The American Statistician

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Crossref · 10.1080/00031305.2016.1277159

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  • ZCA is the transformation that maximizes the similarity of the transformed data to the original, achieved by setting W = C−1/2, where C is the covariance of X.

    “ZCA is the transformation which maximizes the similarity of the transformed data to the original, which is achieved by setting W = C−1/2, where C is the covariance of X.”

    From Single-cell multiregion dissection of Alzheimer’s disease (2024) · cites this paper as [101]

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Research works printed but not linked: 2

  1. Eldar, Y. C. and Oppenheim, A. V. (2003). MMSE whitening and subspace whitening. IEEE Trans. Inf. Theory, 49:1846-1851.
  2. Jolliffe, I. T. (2002). Principal Component Analysis. Springer, New York, 2nd edition.

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Authors
Kessy, A., Lewin, A., & Strimmer, K.
Affiliations
  • Statistics Section, Department of Mathematics, Imperial College London, South Kensington Campus, London, United Kingdom
  • Department of Mathematics, Brunel University London, Kingstone Lane, Uxbridge, United Kingdom
  • Epidemiology and Biostatistics, School of Public Health, Imperial College London, Norfolk Place, London, United Kingdom
Venue
The American Statistician
Published
2018-01-26
Volume
72
Issue
4
Pages
309-314
ISSN
  • 0003-1305
  • 1537-2731
Cited by
376
References
0
Language
en

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