Whitening

Whitening

2019/12/24

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// Statistical Whitening - Joe Marino

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// Statistical Whitening - Joe Marino

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// dimensionality reduction - What is the difference between ZCA whitening and PCA whitening  - Cross Validated

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// Whitening with PCA and ZCA

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// Whitening with PCA and ZCA

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// Whitening with PCA and ZCA

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References

# Whitening

Kessy, Agnan, Alex Lewin, and Korbinian Strimmer. "Optimal whitening and decorrelation." The American Statistician 72.4 (2018): 309-314.

https://arxiv.org/pdf/1512.00809.pdf

Statistical Whitening - Joe Marino
https://joelouismarino.github.io/posts/2017/08/statistical_whitening/

dimensionality reduction - What is the difference between ZCA whitening and PCA whitening  - Cross Validated
https://stats.stackexchange.com/questions/117427/what-is-the-difference-between-zca-whitening-and-pca-whitening

Whitening with PCA and ZCA
https://cbrnr.github.io/2018/12/17/whitening-pca-zca/

深層学習オートエンコーダー
https://www.slideshare.net/shuheisowa/ss-67524364 

白化（Whitening）：PCA vs. ZCA - Lee的白板报的个人空间 - OSCHINA
https://my.oschina.net/findbill/blog/543485