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A 50-year personal journey through time with principal component analysis

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  • Jolliffe, Ian

Abstract

Principal component analysis (PCA) is one of the most widely used multivariate techniques. A little more than 50 years ago I first encountered PCA and it has played an important role in my career and beyond, for many years since. I have been persuaded that an account of my 50-year journey through time with PCA would be a suitable topic for inclusion in the Jubilee Issue of JMVA and this is the result.

Suggested Citation

  • Jolliffe, Ian, 2022. "A 50-year personal journey through time with principal component analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    • Handle: RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000981
    DOI: 10.1016/j.jmva.2021.104820
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