Patterns in sets of points: the myriad virtues of eigenproblems

author: Tijl De Bie, Department of Engineering Mathematics, University of Bristol
published: Feb. 25, 2007,   recorded: October 2005,   views: 5041


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2-"Patterns in sets of points: the myriad virtues of eigenproblems" :-) "In the second hour, one specific powerful type of optimization problem will be highlighted: the eigenvalue problem. A brief discussion of the computational aspects, and an overview of its applications in finding patterns in point sets will be provided. The talk will cover principal component analysis, canonical correlation analysis, Fisher's discriminant, partial least squares, and spectral clustering. We will emphasize connections between these algorithms where appropriate."

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