Leverage Scores in Data Analysis

Leverage Scores in Data Analysis

Neyman Seminar
Nov 6, 2013, 01:00 PM - 02:00 PM | 1011 Evans Hall | Happening As Scheduled
Petros Drineas, Rensselaer Polytechnic Institute
The Singular Value Decomposition (SVD) of matrices and the related Principal Components Analysis (PCA) express a matrix in terms of singular vectors, which are linear combinations of all the input data and lack an intuitive physical interpretation. Motivated by the application of PCA and SVD in the analysis of populations genetics data, we will discuss the notion of leverage scores: a simple...