Jonesmuuttujien
Jonesmuuttujien are a class of mathematical variables named after the statistician Robert J. Jones, who introduced them in the early 1990s in the context of multivariate data analysis. The fundamental idea behind Jonesmuuttujien is to transform a set of observed variables into a new coordinate system that captures specific structural properties of the data, such as orthogonality or scaling invariance. By applying a linear or nonlinear mapping to the original data, each Jonesmuuttuja can be interpreted as a latent factor that reflects underlying patterns while minimizing redundancy.
The standard construction of Jonesmuuttujien begins with a matrix \(X\) of centered observations and proceeds by
Applications of Jonesmuuttujien span finance, where they aid in risk factor decomposition; bioinformatics, where they help