Lecture

Multivariate Methods I

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In course

MICRO-513: Signal processing for functional brain imaging

Computational methods for the analysis of human brain imaging data ...

Description

This lecture covers multivariate methods such as Principal Component Analysis (PCA), Singular Value Decomposition (SVD), Partial Least Squares (PLS), and Independent Component Analysis (ICA). It explains the rationale for dimensionality reduction, the mathematical principles behind PCA, the relationship between PCA and SVD, and the kernel method for PCA. Additionally, it delves into PLS correlation, providing examples of how these methods can be applied to functional brain imaging data to extract meaningful insights.

Instructor

Dimitri Nestor Alice Van De Ville

Expertise Brain and spinal cord imaging, signal and image processing, network science, dynamic systems Teaching & PhD PhD Students Alexandre Cionca, Chun Hei Michael Chan, Flavia Petruso, Bassam El Rawas, Nikolaos Molochidis, Christophe Pascal Jérémie Chênes, Fabrice Jean Guibert, Alessio Siviglia, Ekansh Sareen, Beatrice Lugli Past EPFL PhD Students Djano Kandaswamy, Fikret Isik Karahanoglu, Nora Leonardi, Zafer Dogan, Jeffrey Adam Kasten, Naghmeh Ghazaleh, Rotem Roza Kopel, Daniela Maria Zöller, Thomas

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Related concepts (32)

Eigendecomposition of a matrix

In linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem. Eigenvalue, eigenvector and eigenspace A (nonzero) vector v of dimension N is an eigenvector of a square N × N matrix A if it satisfies a linear equation of the form for some scalar λ.

Eigenvalues and eigenvectors

In linear algebra, an eigenvector (ˈaɪgənˌvɛktər) or characteristic vector of a linear transformation is a nonzero vector that changes at most by a constant factor when that linear transformation is applied to it. The corresponding eigenvalue, often represented by , is the multiplying factor. Geometrically, a transformation matrix rotates, stretches, or shears the vectors it acts upon. The eigenvectors for a linear transformation matrix are the set of vectors that are only stretched, with no rotation or shear.

Correlation

In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistics it usually refers to the degree to which a pair of variables are linearly related. Familiar examples of dependent phenomena include the correlation between the height of parents and their offspring, and the correlation between the price of a good and the quantity the consumers are willing to purchase, as it is depicted in the so-called demand curve.

Generalized eigenvector

In linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. Let be an -dimensional vector space and let be the matrix representation of a linear map from to with respect to some ordered basis. There may not always exist a full set of linearly independent eigenvectors of that form a complete basis for . That is, the matrix may not be diagonalizable.

Orthogonal matrix

In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors. One way to express this is where QT is the transpose of Q and I is the identity matrix. This leads to the equivalent characterization: a matrix Q is orthogonal if its transpose is equal to its inverse: where Q−1 is the inverse of Q. An orthogonal matrix Q is necessarily invertible (with inverse Q−1 = QT), unitary (Q−1 = Q∗), where Q∗ is the Hermitian adjoint (conjugate transpose) of Q, and therefore normal (Q∗Q = QQ∗) over the real numbers.

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