This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: the principal loading analysis. Principal loading analysis is a tool to reduce dimensions by discarding variables. The intuition is that variables are dropped which distort the covariance matrix only by a little. Our method is introduced and an algorithm for conducting principal loading analysis is provided. Further, we give bounds for the noise arising in the sample case.

中文翻译：

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主要负荷分析

本文提出了一种用于减小尺寸的工具，其中减小了原始空间的尺寸：主载荷分析。主载荷分析是一种通过丢弃变量来减小尺寸的工具。直觉是删除了变量，这些变量仅使协方差矩阵略微变形。介绍了我们的方法，并提供了进行主荷载分析的算法。此外，我们给出了样本情况下产生的噪声的界限。