Another Slice of Multivariate Dimension Reduction

Abstract: This thesis presents some methods of multivariate dimension reduction, with emphasis on methods guided by the work of R.A. Fisher. Some of the methods presented can be traced back to the 20th century, while some are much more recent. For the more recent methods, additional attention will paid to the foundational underpinnings. The presentation for each of the methods contains a brief introduction of its general philosophy, accompanied by some theorems and ends with the connection to the work of Fisher.