Yoshio Takane – författare

In multivariate data analysis, regression techniques predict one set of variables from another while principal component analysis (PCA) finds a subspace of minimal dimensionality that captures the largest variability in the data. How can regression analysis and PCA be combined in a beneficial way? Why and when is it a good idea to combine them? What kind of benefits are we getting from them? Addressing these questions, Constrained Principal Component Analysis and Related Techniques shows how constrained PCA (CPCA) offers a unified framework for these approaches.The book begins with four concrete examples of CPCA that provide readers with a basic understanding of the technique and its applications. It gives a detailed account of two key mathematical ideas in CPCA: projection and singular value decomposition. The author then describes the basic data requirements, models, and analytical tools for CPCA and their immediate extensions. He also introduces techniques that are special cases of or closely related to CPCA and discusses several topics relevant to practical uses of CPCA. The book concludes with a technique that imposes different constraints on different dimensions (DCDD), along with its analytical extensions. MATLAB® programs for CPCA and DCDD as well as data to create the book’s examples are available on the author’s website.

Winner of the 2015 Sugiyama Meiko Award (Publication Award) of the Behaviormetric Society of JapanDeveloped by the authors, generalized structured component analysis is an alternative to two longstanding approaches to structural equation modeling: covariance structure analysis and partial least squares path modeling. Generalized structured component analysis allows researchers to evaluate the adequacy of a model as a whole, compare a model to alternative specifications, and conduct complex analyses in a straightforward manner. Generalized Structured Component Analysis: A Component-Based Approach to Structural Equation Modeling provides a detailed account of this novel statistical methodology and its various extensions. The authors present the theoretical underpinnings of generalized structured component analysis and demonstrate how it can be applied to various empirical examples. The book enables quantitative methodologists, applied researchers, and practitioners to grasp the basic concepts behind this new approach and apply it to their own research.The book emphasizes conceptual discussions throughout while relegating more technical intricacies to the chapter appendices. Most chapters compare generalized structured component analysis to partial least squares path modeling to show how the two component-based approaches differ when addressing an identical issue. The authors also offer a free, online software program (GeSCA) and an Excel-based software program (XLSTAT) for implementing the basic features of generalized structured component analysis.

Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of one subspace onto another, and the latter underlies principal component analysis, which seeks to find a subspace that captures the largest variability in the original space.This book is about projections and SVD. A thorough discussion of generalized inverse (g-inverse) matrices is also given because it is closely related to the former. The book provides systematic and in-depth accounts of these concepts from a unified viewpoint of linear transformations finite dimensional vector spaces. More specially, it shows that projection matrices (projectors) and g-inverse matrices can be defined in various ways so that a vector space is decomposed into a direct-sum of (disjoint) subspaces. Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition will be useful for researchers, practitioners, and students in applied mathematics, statistics, engineering, behaviormetrics, and other fields.

Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of one subspace onto another, and the latter underlies principal component analysis, which seeks to find a subspace that captures the largest variability in the original space.This book is about projections and SVD. A thorough discussion of generalized inverse (g-inverse) matrices is also given because it is closely related to the former. The book provides systematic and in-depth accounts of these concepts from a unified viewpoint of linear transformations finite dimensional vector spaces. More specially, it shows that projection matrices (projectors) and g-inverse matrices can be defined in various ways so that a vector space is decomposed into a direct-sum of (disjoint) subspaces. Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition will be useful for researchers, practitioners, and students in applied mathematics, statistics, engineering, behaviormetrics, and other fields.

In multivariate data analysis, regression techniques predict one set of variables from another while principal component analysis (PCA) finds a subspace of minimal dimensionality that captures the largest variability in the data. How can regression analysis and PCA be combined in a beneficial way? Why and when is it a good idea to combine them? What kind of benefits are we getting from them? Addressing these questions, Constrained Principal Component Analysis and Related Techniques shows how constrained PCA (CPCA) offers a unified framework for these approaches.The book begins with four concrete examples of CPCA that provide readers with a basic understanding of the technique and its applications. It gives a detailed account of two key mathematical ideas in CPCA: projection and singular value decomposition. The author then describes the basic data requirements, models, and analytical tools for CPCA and their immediate extensions. He also introduces techniques that are special cases of or closely related to CPCA and discusses several topics relevant to practical uses of CPCA. The book concludes with a technique that imposes different constraints on different dimensions (DCDD), along with its analytical extensions. MATLAB® programs for CPCA and DCDD as well as data to create the book’s examples are available on the author’s website.