Maximum likelihood principal component analysis

{
  "id": "MLC-T-CHM-007052",
  "term": "Maximum likelihood principal component analysis",
  "field": "Chemistry",
  "definition": "A form of principal component analysis that uses the known measurement error variances of each data point, which may be unequal or correlated, to fit a low-rank model by maximum likelihood, so that precise measurements carry more weight than noisy ones. Missing values are handled by giving them zero weight. It reduces to ordinary PCA when the errors are independent and equal in all measurements.",
  "subject": "Analytical Chemistry",
  "see_also": [
    "principal-component analysis"
  ],
  "references": [
    "PAC, 2016, 88, 407. 'Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)' on page 421 (https://doi.org/10.1515/pac-2015-0605)"
  ],
  "url": "https://mlchart.com/terminology/chemistry/maximum-likelihood-principal-component-analysis/"
}