Variance |
; sample variance is usually interpreted as the average squared deviation from the mean |
Covariance |
; a measure used to quantify the relationship between two random variables |
Correlation |
; where σ denotes standard deviation; unlike covariance, correlation is a unitless measure of the relationship between two random variables |
Orthogonal transformation |
A linear transformation is called orthogonal if it preserves the length of the vectors; . In PCA, the solution forces each component to be orthogonal to the previous, i.e., independent. |
Matrix factorization |
Decomposition of a matrix into the product of two or more lower-dimension rectangular matrices |
Latent variable |
An unobserved (“hidden”) variable that is inferred through observed variables |
Bayesian Information Criterion (BIC) |
Determines model fit by considering the likelihood function of a model, number of data points, and number of free parameters to be estimated. It is a criterion used for model selection; the model with lowest BIC is preferred. |
Clique |
In graph theory, a complete subgraph is called a clique. A graph is complete when every pair of distinct vertices—a corner or a point where lines meet—is connected by a unique edge, i.e., every vertex has an edge to every other vertex. |
Paraclique |
It consists of a clique and all vertices with at least some proportion of edges to the clique. It is considered a relaxation of clique. |