[ChadNauseam]

> PCA (essentially SVD) the one that makes the fewest assumptions

Do you mean it makes the *strongest* assumptions? "your data is (locally) linear and more or less Gaussian" seems like a fairly strong assumption. Sorry for the newb question as I'm not very familiar with this space.

[wenc]

You’re correct in a mathematical sense: linearity and Gaussian are restrictive assumptions.

However I meant it colloquially in that those assumptions are trivially satisfied by many generating processes in the physical and engineering world, and there aren’t a whole lot of other requirements that need to be met.