By P. A. Meyer, P. Priouret, F. Spitzer, A. Badrikian, P. L. Hennequin
Les textes qu'on trouvera dans ce recueil constituent l. a. redaction finale des cours donnes a l'Ecole de Calcul des Probabilites de Saint Flour du four au 20 Juillet 1973.
Read Online or Download Ecole d'Ete de Probabilites de Saint-Flour III, 1973 (Lecture Notes in Mathematics) (French Edition) PDF
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Additional info for Ecole d'Ete de Probabilites de Saint-Flour III, 1973 (Lecture Notes in Mathematics) (French Edition)
Below we discuss how computation of b is carried out for both PCR and PLS. 2) [see Nzes and Martens (1988)l. &, Standardisation of x-variables Neither of the PCR or PLS methods is invariant to changes of the scale of the x-variables. 2 Standardisation o f x-variables For both PCR and PLS, hats will be put onthe estimated quantities, P, T etc. 1). Since P and T for the PCR method are defined as regular principal component loadings and scores, respectively, which are usually presented without hats [Mardia et a/.
1:. .. : ... .. . ... . .. .. . .. Lactate l - 0 0 : a 8;. *. C *:. 0 . *Glucose 0. 5. 3. The data were scatter-corrected prior to PCA. by including two more components in the PCR equation. This shows that even in this simple case, the linearity is not perfect and can be improved upon by using more components. To sum up, this example has first of all shown that the NIR data matrix in this case can be quite adequately modelled by a linear Beer's law. It has also shown that glucose is closely related to the first component and thus responsible for more spectral variability than the other two constituents.
The second direction is found in the same way as the first, but using the residuals after subtraction of the first component instead of the original data. The process is continued in the same way until the desired number of components, A, is extracted. If N > K, the process can continue until A = K. In this case PLS is, as was PCR, identical to MLR. Note that for PLS, the loading weights are not equal to the loadings P. For PCR, however, only one set of loadings was required. It can be shown that the PLS loading weight column vectors are orthogonal to each other, while the PLS loading vectors are not.