PDF-1IntroductionWepresentanextensiontoPrincipalComponentAnalysis(PCA),whi

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3p 3gwhichisisotropicSupposethisdistributionisrotatedinanunknownwayandthatwewouldliketorecovertheoriginalxandyaxesForeachpointinasamplewemayprojectittotheunitcircleandcomputethecovariancematrixo

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