Can you explain in what sense PCA is frequentist? I’m not sure it even deserves to be called a statistical method except insofar as it happens to be useful in statistics.
Yeah, calling PCA frequentist may be a bit of a stretch (although it’s certainly not Bayesian). I think ICA (independent components analysis) could legitimately be called frequentist though, as it solves the blind source separation problem under certain independence assumptions (I don’t know that much about either of these though, so I could be wrong).
Can you explain in what sense PCA is frequentist? I’m not sure it even deserves to be called a statistical method except insofar as it happens to be useful in statistics.
Yeah, calling PCA frequentist may be a bit of a stretch (although it’s certainly not Bayesian). I think ICA (independent components analysis) could legitimately be called frequentist though, as it solves the blind source separation problem under certain independence assumptions (I don’t know that much about either of these though, so I could be wrong).