Partial Least Squares: a First-order Analysis

  title={Partial Least Squares: a First-order Analysis},
  author={Petre Stoica and Torsten Ss and Oderstrr Om},
The main contributions of this paper can be summarized as follows. First, we compare the Partial Least Squares (PLS) and the Principal Component Analysis (PCA), under fairly general conditions. (In particular, the existence of a true linear regression is not assumed.) We prove that PLS and PCA are equivalent, to within a rst-order approximation, hence providing a theoretical explanation for empirical ndings reported by other researchers. Secondly, we assume the existence of a true linear… CONTINUE READING
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