In data compression, there is what is called the Karhunen-Loeve or Hotelling transform. It's essentially an alias for "Principal Component Analysis". The Hotel

In data compression, there is what is called the Karhunen-Loeve or Hotelling transform. It's essentially an alias for "Principal Component Analysis". The Hotelling transform is interesting in that it achieves optimal energy compaction, but has little practical value since it needs to be constructed anew for each dataset (usually, images). Just to pull your thoughts away from massive, unfiltered big data :)