好书学习
进度:Preface部分
Authors:René Vidal, Yi Ma, S. Shankar Sastry
Year:2016
Generalized Principal Component Analysis
Preface
We are not very pleased when we are forced to accept a mathematical truth by virtue of acomplicated chain of formal conclusions and computations, which we traverse blindly, linkby link, feeling our way by touch. We want first an overview of the aim and of the road; we want to understand the idea of the proof, the deeper context.
–Hermann Weyl
经典的数据分析理论和方法主要是为五、六十年前出现的工程和科学问题而建立的。在这些经典的环境中,工程师或科学家通常完全控制了数据的获取过程。因此,需要处理和分析的数据通常是干净和完整的:它们只包含适量的噪声,而且往往是为特定的任务或感兴趣的问题而充分收集的。在这种情况下,许多数据分析方法都是基于这