Mohamed Hanafi, Achim Kohler and El Mostafa Qannari Shedding new light on Hierarchical Principal Component Analysis Journal of Chemometrics 24
Hierarchical Principal Component Analysis (HPCA) is a multiblock method. The computation of the parameters of this method is based on an iterative procedure. However, very few properties are known regarding the convergence of this procedure. The paper discloses a monotony property of HPCA and exhibits an optimization criterion for which HPCA algorithm provides a monotonic convergent solution. This makes it possible to shed a new light on this method and pinpointing its relation to existing methods (CCSWA), INDSCAL and PARAFAC.
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