Chapter 5
[5:1] CFCS: Entropy and Kullback-Leibler Divergence, M. Osborne - University of Edinburg 2008 - http://www.inf.ed.ac.uk/teaching/courses/cfcs1/lectures/entropy.pdf
[5:2] Jensen-Shannon divergence, Wikipedia the free encyclopedia Wikimedia Foundation - https://en.wikipedia.org/wiki/Jensen–Shannon_divergence
[5:3] Machine Learning: A Probabilistic Perspective §2.3.8 Mutual Information, K. Murphy – MIT Press 2012
[5:4] Learning with Bregman Divergences, I. Dhillon, J. Ghosh - University of Texas at Austin - http://www.cs.utexas.edu/users/inderjit/Talks/bregtut.pdf
[5:5] A Tutorial on Principal Components Analysis, L. Smith, - 2002 http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
[5:6] Fast Cross-validation in Robust PCA, S. Engelen, M. Hubert - COMPSTAT 2004 symposium, Partial Least Squares Physica-Verlag/Springer –http://wis.kuleuven.be/stat/robust/papers/2004/fastcvpcaCOMPSTAT2004.pdf
[5:7] A survey of dimension reduction techniques...