Principal components analysis multivariate data matrices

Usually, the raw data in a matrix are preprocessed before being submitted to multivariate analysis. A common operation is reduction by the mean or centering. Centering is a standard transformation of the data which is applied in principal components analysis (Section 31.3). Subtraction of the column-means from the elements in the corresponding columns of an nxp matrix X produces the matrix of... 

The application of principal components regression (PCR) to multivariate calibration introduces a new element, viz. data compression through the construction of a small set of new orthogonal components or factors. Henceforth, we will mainly use the term factor rather than component in order to avoid confusion with the chemical components of a mixture. The factors play an intermediary role as regressors in the calibration process. In PCR the factors are obtained as the principal components (PCs) from a principal component analysis (PC A) of the predictor data, i.e. the calibration spectra S (nxp). In Chapters 17 and 31 we saw that any data matrix can be decomposed ( factored ) into a product of (object) score vectors T(nxr) and (variable) loadings P(pxr). The number of columns in T and P is equal to the rank r of the matrix S, usually the smaller of n or p. It is customary and advisable to do this factoring on the data after columncentering. This allows one to write the mean-centered spectra Sq as ... 

The scope of Principal Component Analysis (PCA) is a consistent portrayal of a data set in a representation space. Mathematically, PCA is a linear transformation that may be described as S=WX. Here X is the original data set, W is the transformation matrix, and S are the data in the representation space. PCA is the simplest and most widely used method of multivariate analysis. Nonetheless, most users are seldom aware of its assumptions and sometimes results are badly interpreted. 

Principal component analysis (PCA) is aimed at explaining the covariance structure of multivariate data through a reduction of the whole data set to a smaller number of independent variables. We assume that an m-point sample is represented by the nxm matrix X which collects i=l,...,m observations (measurements) xt of a column-vector x with j=, ...,n elements (e.g., the measurements of n=10 oxide weight percents in m = 50 rocks). Let x be the mean vector and Sx the nxn covariance matrix of this sample... 

Principal component analysis (PCA) can be considered as the mother of all methods in multivariate data analysis. The aim of PCA is dimension reduction and PCA is the most frequently applied method for computing linear latent variables (components). PCA can be seen as a method to compute a new coordinate system formed by the latent variables, which is orthogonal, and where only the most informative dimensions are used. Latent variables from PCA optimally represent the distances between the objects in the high-dimensional variable space—remember, the distance of objects is considered as an inverse similarity of the objects. PCA considers all variables and accommodates the total data structure it is a method for exploratory data analysis (unsupervised learning) and can be applied to practical any A-matrix no y-data (properties) are considered and therefore not necessary. 

Principal Component Analysis (PCA) is the most popular technique of multivariate analysis used in environmental chemistry and toxicology [313-316]. Both PCA and factor analysis (FA) aim to reduce the dimensionality of a set of data but the approaches to do so are different for the two techniques. Each provides a different insight into the data structure, with PCA concentrating on explaining the diagonal elements of the covariance matrix, while FA the off-diagonal elements [313, 316-319]. Theoretically, PCA corresponds to a mathematical decomposition of the descriptor matrix,X, into means (xk), scores (fia), loadings (pak), and residuals (eik), which can be expressed as... 

Problems like overlapping and interfering of fluorophores is overcome by the BioView sensor, which offers a comprehensive monitoring of the wide spectral range. Multivariate calibration models (e.g., partially least squares (PLS), principal component analysis (PCA), and neuronal networks) are used to filter information out of the huge data base, to combine different regions in the matrix, and to correlate different bioprocess variables with the courses of fluorescence intensities. 

PLS is related to principal components analysis (PCA) (20), This is a method used to project the matrix of the X-block, with the aim of obtaining a general survey of the distribution of the objects in the molecular space. PCA is recommended as an initial step to other multivariate analyses techniques, to help identify outliers and delineate classes. The data are randomly divided into a training set and a test set. Once the principal components model has been calculated on the training set, the test set may be applied to check the validity of the model. PCA differs most obviously from PLS in that it is optimized with respect to the variance of the descriptors. 

Principal component analysis (PCA) and multivariate curve resolution-alternating least squares (MCR-ALS) were applied to the augmented columnwise data matrix D1"1", as shown in Figure 11.16. In both cases, a linear mixture model was assumed to explain the observed data variance using a reduced number of contamination sources. The bilinear data matrix decomposition used in both cases can be written by Equation 11.19 ... 

The extraction of the eigenvectors from a symmetric data matrix forms the basis and starting point of many multivariate chemometric procedures. The way in which the data are preprocessed and scaled, and how the resulting vectors are treated, has produced a wide range of related and similar techniques. By far the most common is principal components analysis. As we have seen, PCA provides n eigenvectors derived from a. nx n dispersion matrix of variances and covariances, or correlations. If the data are standardized prior to eigenvector analysis, then the variance-covariance matrix becomes the correlation matrix [see Equation (25) in Chapter 1, with Ji = 52]. Another technique, strongly related to PCA, is factor analysis. ... 

Principal Components Analysis (PCA) is a multivariable statistical technique that can extract the strong correlations of a data set through a set of empirical orthogonal functions. Its historic origins may be traced back to the works of Beltrami in Italy (1873) and Jordan in Prance (1874) who independently formulated the singular value decomposition (SVD) of a square matrix. However, the first practical application of PCA may be attributed to Pearson s work in biology [226] following which it became a standard multivariate statistical technique [3, 121, 126, 128]. 

The extraction of eigenvectors from a symmetric data matrix forms the basis and starting point of many multivariate chemometric procedures. The way in which the data are preprocessed and scaled, and how the resulting vectors are treated, has produced a wide range of related and similar techniques. By far the most common is principal components analysis. As we have seen, PCA... 

For overlapping peaks the data matrix contains linear combinations of the pure spectra of the overlapping components in its rows, and combinations of the pure elution profiles in its columns. Multivariate analysis of the data matrix may allow extraction of useful information from either the rows or columns of the matrix, or an edited form of the data matrix [107,116-118]. Factor analysis approaches or partial least-squares analysis can provide information on whether a given spectrum (known compound) or several known compounds are present in a peak. Principal component analysis and factor analysis can be used to estimate the maximum number of probable (unknown) components in a peak cluster. Deconvolution or iterative target factor analysis can then be used to estimate the relative concentration of each component with known spectra in a peak cluster. 

Then the next step consists on application of multivariate statistical methods to find key features involving molecules, descriptors and anticancer activity. The methods include principal component analysis (PCA), hiererchical cluster analysis (HCA), K-nearest neighbor method (KNN), soft independent modeling of class analogy method (SIMCA) and stepwise discriminant analysis (SDA). The analyses were performed on a data matrix with dimension 25 lines (molecules) x 1700 columns (descriptors), not shown for convenience. For a further study of the methodology apphed there are standard books available such as (Varmuza FUzmoser, 2009) and (Manly, 2004). 

To compare the scent profiles of individuals we selected 11 compounds and calculated their relative peak areas. Principal Component Analysis (PCA) was used to compare the individual peak areas of the four individuals. PCA is a multivariate statistical method which reduces the dimensions of a single group of data by producing a smaller number of abstract variables (Jolliffe, 1986). For this analysis we used multiple samples of each individual and calculated all factors on the basis of a correlation matrix. The resulting first and second factor accounted for a total of 99.17 % of the variance in proportional peak area. 

PCR is a two-step multivariate calibration method involving compression of the data (x-) matrix into latent variables by principal components analysis (PCA), followed by MLR. PCA (also known as Karhunen-Loeve expansion or Eigen-xy analysis) mathematically transforms a number of possibly correlated variables into a smaller number of uncorrelated variables called eigenvectors (or PCs). Essentially, PCA is the breakdown of the original data matrix (X) to a product of scores matrix (T) and a loadings matrix (L). The loading matrix describes the direction of the PC. These relationships can be represented by the equation ... 

One aim of chemometrics is to obtain these predictions after first treating the chromatogram as a multivariate data matrix, and then performing principal component analysis (PCA). Each compound in the mixture is a chemical factor with its associated spectra and elution profile, which can be related to principal components, or abstract factors, by a mathematical transformation. 

---