Informational rescaling of PCA maps with application to genetic distance

Nassim Nicholas Taleb1,2, Pierre Zalloua3,4, Khaled Elbassioni5,6

  • 1Risk Engineering, School of Engineering, New York, USA.

Summary

We developed an entropy-rescaled Principal Component Analysis (PCA) method. This approach uses mutual information to make distances interpretable, improving cluster identification in genomic data analysis.