Selection of Variables to Preserve Multivariate Data Structure, Using Principal Components
提出一种基于主成分分析的方法,用于从多元数据中选择变量子集,以尽可能保留原始数据的结构信息,对需要降维或特征选择的统计应用有帮助。
W. J. Krzanowski, Selection of Variables to Preserve Multivariate Data Structure, Using Principal Components, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 36, No. 1 (1987), pp. 22-33