Linear dimensionality reduction review
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Linear Dimensionality Reduction: Survey, Insights, and Generalizations (Cunningham and Ghahramani, 2015, JMLR) http://stat.columbia.edu/~cunningham/pdf/CunninghamJMLR2015.pdf
- Highlights limitations of considering PCA, CCA, etc. as (generalized) eigenvalue problems, proposes a unified optimization framework, corrects widespread misconceptions, contains many unifying insights