Skip to main content

Timeline for Dimension reduction

Current License: CC BY-SA 4.0

6 events
when toggle format what by license comment
Apr 28, 2019 at 17:15 comment added user0735 When k>1 I still only require r restrictions for identification rather than rk, I am thinking whether a SVD on M would somehow get me the final sums in F in terms of r and N that I need, rather than rk and Nk.
Apr 28, 2019 at 17:12 history edited user0735 CC BY-SA 4.0
added 2 characters in body
Apr 28, 2019 at 17:04 history edited user0735 CC BY-SA 4.0
added 20 characters in body
Apr 28, 2019 at 17:02 comment added user0735 Thanks Federico. The formula for F is true and I can confirm it holds when k=1. The restrictions are required for identification purposes. The eigenvalues are those of the G matrix.
Apr 28, 2019 at 16:46 comment added Federico Poloni This question is difficult to parse. What do you mean by "end up with"? What reasons do you have to suspect that that formula for $F$ is true? What is a "restriction"? Who imposes it? The $\lambda_n$ presumably are eigenvalues of some matrix, but which one?
Apr 28, 2019 at 16:36 history asked user0735 CC BY-SA 4.0