17. PCA as a Factor Model: Part 2
M4 L2b 16 PCA As A Factor Model Pt 2 V3
Correction: The dimensions of the \mathbf{S} matrix in the video above, around 2:30, should be N by N , not K by K .
M4 L2b 16 PCA As A Factor Model Pt 2 V3
Correction: The dimensions of the \mathbf{S} matrix in the video above, around 2:30, should be N by N , not K by K .