Introduction to Dimension Reduction 9:40-16:4 0, May 11, 2020.

The goal of this day is to give an introduction to fundamental methods in dimension reduction, in particular, principal component analysis.

We will adopt a geometrical point of view and provide several exercices to train.

Zoom + Pad, remotely due to COVID-19 crisis! (first time for me)


Code, R version and Packages

All code is available in the following rstudio cloud project

You need a (d)recent R version installed with the following packages (including their dependencies)