Presents the H-principle, the Heisenberg modelling principle.
General properties of the Heisenberg modelling procedure is
developed. The theory is applied to principal component analysis
and linear regression analysis. It is shown that the H-principle
leads to PLS regression in case the task is linear regression
analysis. The book contains different methods to find the
dimensions of linear models, to carry out sensitivity analysis in
latent structure models, variable selection methods and
presentation of results from analysis.

Place of Publication | Copenhagen |
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Publisher | Thor Publishing |
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Number of pages | 404 |
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Publication status | Published - 1996 |
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