主成分分析
基质(化学分析)
数学
规范(哲学)
矩阵分解
因子分析
因式分解
统计
应用数学
组合数学
算法
物理
化学
量子力学
特征向量
色谱法
政治学
法学
作者
Pentti Paatero,Unto Tapper
出处
期刊:Environmetrics
[Wiley]
日期:1994-06-01
卷期号:5 (2): 111-126
被引量:4693
标识
DOI:10.1002/env.3170050203
摘要
Abstract A new variant ‘PMF’ of factor analysis is described. It is assumed that X is a matrix of observed data and σ is the known matrix of standard deviations of elements of X . Both X and σ are of dimensions n × m . The method solves the bilinear matrix problem X = GF + E where G is the unknown left hand factor matrix (scores) of dimensions n × p , F is the unknown right hand factor matrix (loadings) of dimensions p × m , and E is the matrix of residuals. The problem is solved in the weighted least squares sense: G and F are determined so that the Frobenius norm of E divided (element‐by‐element) by σ is minimized. Furthermore, the solution is constrained so that all the elements of G and F are required to be non‐negative. It is shown that the solutions by PMF are usually different from any solutions produced by the customary factor analysis (FA, i.e. principal component analysis (PCA) followed by rotations). Usually PMF produces a better fit to the data than FA. Also, the result of PF is guaranteed to be non‐negative, while the result of FA often cannot be rotated so that all negative entries would be eliminated. Different possible application areas of the new method are briefly discussed. In environmental data, the error estimates of data can be widely varying and non‐negativity is often an essential feature of the underlying models. Thus it is concluded that PMF is better suited than FA or PCA in many environmental applications. Examples of successful applications of PMF are shown in companion papers.
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