Порівняння методів

	Робастний аналіз головних компонент (RPCA)	Факторний аналіз	Метод головних компонент
Галузь	Статистика	Статистика досліджень	Машинне навчання
Родина	Regression model	Process / pipeline	Machine learning
Рік появи	2011	1931	2002
Автор методу	Candès, Li, Ma & Wright (2011); Hubert, Rousseeuw & Vanden Branden (2005)	Louis Leon Thurstone	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
Тип	Robust dimensionality reduction / matrix decomposition	Method	Unsupervised dimensionality reduction
Основоположне джерело	Candès, E. J., Li, X., Ma, Y., & Wright, J. (2011). Robust Principal Component Analysis? Journal of the ACM, 58(3), 1-37.	Thurstone, L. L. (1947). Multiple Factor Analysis. University of Chicago Press.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.
Інші назви	RPCA, robust principal component analysis, low-rank plus sparse decomposition, Robust Temel Bileşen Analizi (RPCA)	EFA, CFA, latent variable modeling	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Пов'язані	3	3	3
Підсумок	Robust Principal Component Analysis is a dimensionality-reduction method that extracts reliable components when the data are contaminated by outliers and noise. Introduced by Candès, Li, Ma and Wright (2011), and developed in the ROBPCA approach of Hubert, Rousseeuw and Vanden Branden (2005), it separates a data matrix into a clean low-rank part and a sparse outlier part.	Factor analysis is a statistical technique for identifying latent (unobserved) dimensions underlying observed variables, developed by Louis Leon Thurstone in the 1930s and formalized by Jöreskog (1969). Exploratory factor analysis (EFA) discovers unknown factor structure from data; confirmatory factor analysis (CFA) tests hypothesized relationships between observed and latent variables. Essential in psychometrics (test development), organizational research (measuring constructs like leadership style), and biomedicine (identifying disease subtypes), factor analysis reduces dimensionality while revealing conceptual organization in multivariate data.	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.