Abstract
Abstract
Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual probability distributions and for a fair comparison of the sequences we need PC axes that are common for the multiple sequences but properly capture these multiple distributions. For these requirements, we present individual ergodic samplings for these sequences and provide special reweighting for recovering the target distributions.
Funder
Japan Agency for Medical Research and Development
Japan Society for the Promotion of Science