Summary PCA

I made a document which aims to give an intuitive mathematical explanation of PCA (Principal Component Analysis).

An French version is also available.

Interesting ressources on PCA

Online discussions

• A very interesting discussion on PCA. The ‘top’ answer introduces the concept by giving an example of characteristics of wine bottles.
• A discussion about the link between SVD and PCA, clearly explained.

Academic notes

• Well-explained lectures by Ryan Tibshirani : part I, part II and part III. The entire course on Data Mining can be found here.
• Lecture notes of the chapter 9 PCA of the course Statistics for applications delivered by MIT. They are clear, simple and go straight to the point.

Videos

• A video on Youtube by StatQuest.

Blog post (for concrete examples)

• A post on PCA for Data Science by Tomas Aluja-Banetn, Alain Morineau and Gaston Sanchez.