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Principal symmetric space analysis
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Principal symmetric space analysis
classification
math.ST
math.DGstat.TH
keywords
analysisprincipalspacesubmanifoldssymmetricanalogueapproximatingcomponent
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We develop a novel analogue of Euclidean PCA (principal component analysis) for data taking values on a Riemannian symmetric space, using totally geodesic submanifolds as approximating lower dimnsional submanifolds. We illustrate the technique on n-spheres, Grassmannians, n-tori and polyspheres.
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