Some alternatives for conditional principal component analysis (Q2756675)

The authors present a review of some conditioning methods from the analysis of residuals of a parametric model to the analysis of the local variation defined by means of a non-oriented graph of individuals. This variation being defined from the deviation from a local mean or alternatively from the differences among contiguous vertices.NEWLINENEWLINENEWLINEThe authors consider three different approaches to tackle this problem. The first one uses a simple linear model and the other two relying on the concept of multivariate local variation computed on a graph. The authors compare these approaches and show that under some conditions they give comparable results. They present an example of application to illustrate the previously stated results.