Answers are grounded in this paper and cite their sources.
An iterative algorithm for calculating weighted principal components, which enables substantial reduction of the average (over the sample) weighted maximum (along a coordinate) reconstruction error of sample vectors from compressed data, is designed. The results of simulation, which illustrate the efficiency of this algorithm, are given.
No takes yet. Share an insight, caveat, or question.
Burnaev et al. (2015) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: