PCA meets RG (Q2401447)
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scientific article; zbMATH DE number 6772933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | PCA meets RG |
scientific article; zbMATH DE number 6772933 |
Statements
PCA meets RG (English)
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8 September 2017
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There is an investigation on methods to find a lower-dimensional description for systems with many degrees of freedom. Actually this means to consider somehow a linear projection on a lower-dimensional space of higher-dimensional data. In this paper, the connection between two known concepts, the principal component analysis method (PAC), and the renormalization group method (RG), is largely discussed. After a theoretical description of the methods, the analysis of data in two practical examples from neural networks and financial systems are performed.
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principal component analysis
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renormalization group
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neural networks
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financial markets
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0.7115092873573303
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0.7085410952568054
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0.6951358318328857
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0.6910606622695923
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