Generalized Principal Component Analysis

The main goal of this book is to introduce a new method to study hybrid models, referred to as generalized principal component analysis. The general problems that GPCA aims to address represents a fairly general class of unsupervised learning problems— many data clustering and modeling methods in machine learning can be viewed as special cases of this method. This book provides a comprehensive introduction of the fundamental statistical, geometric and algebraic concepts associated with the estimation (and segmentation) of the hybrid models, especially the hybrid linear models.