0
$\begingroup$

In the context of PCA and random projection, what does $\tilde{X} \sim XR$ mean?

The projection seems to generally be defined as $\tilde{X} = XR$, but what does the tilde do there?

$\endgroup$
  • 1
    $\begingroup$ Generally, $\sim$ means "is distributed as". So when you write $Y\sim N(0,1)$, you mean $Y$ has the standard normal distribution. So they are saying $\tilde X$ has the same distribution as $XR$. $\endgroup$ – Mike Earnest Jul 2 '18 at 20:03
  • $\begingroup$ @MikeEarnest Seems somewhat reasonable, since $R$ is a random matrix (i.e. I assume it contains or is generated using some sort of probabilities). $\endgroup$ – mavavilj Jul 3 '18 at 11:34

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.