Yeah, calling PCA frequentist may be a bit of a stretch (although it’s certainly not Bayesian). I think ICA (independent components analysis) could legitimately be called frequentist though, as it solves the blind source separation problem under certain independence assumptions (I don’t know that much about either of these though, so I could be wrong).
Yeah, calling PCA frequentist may be a bit of a stretch (although it’s certainly not Bayesian). I think ICA (independent components analysis) could legitimately be called frequentist though, as it solves the blind source separation problem under certain independence assumptions (I don’t know that much about either of these though, so I could be wrong).