A Comparison of Variance-Controlled and Non-Controlled Principal Components
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING
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The purpose of this thesis was to examine the effects of applying the technique of control variates on the principal components of a given model. The investigation was done by comparing three sets of data as follows 1 The set of principal components of the outputs of the model on which no variance reduction has been applied. 2 The set of principal components of variance-controlled outputs-control variates was performed prior to principal components analysis being done. 3 The set of variance-controlled principal components-control variates was performed on the principal components of the outputs. The comparison of the effects was carried out by examining the percentage of variance explained by the principal components and be reviewing the scatter plots of the first two principal components.
- Statistics and Probability
- Operations Research