Felix Reinbott

Felix Reinbott
Otto-von-Guericke University Magdeburg | OvGU · Institute of Mathematical Stochastics (IMST)

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Publications

Publications (2)
Preprint
Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme value distributions have turned out to provide challenges for the application of PCA since their constraint sup...
Preprint
Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based point of view and provide in particular an extension of the PCA to distributions without second moments by formul...

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