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Boulesteix, Anne-Laure (2004): A note on between-group PCA. Collaborative Research Center 386, Discussion Paper 397 [PDF, 174kB]


In the context of binary classification with continuous predictors, we proove two properties concerning the connections between Partial Least Squares (PLS) dimension reduction and between-group PCA, and between linear discriminant analysis and between-group PCA. Such methods are of great interest for the analysis of high-dimensional data with continuous predictors, such as microarray gene expression data.

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