Suggested further readings

Principal component analysis (PCA):

Shlens (2014) A tutorial on principal component analysis. arXiv

Other linear dimensionality reductions:

Hyvarinen & Oja (2000) Independent component analysis: algorithms and applications.

Gillis (2014) The why and how of nonnegative matrix factorization.

Nonlinear dimensionality reduction:

Wattenberg et al. (2016) How to Use t-SNE Effectively Distill.

Understanding UMAP.

Dimensionality reduction in systems neuroscience:

Cunningham & Yu (2014) Dimensionality reduction for large-scale neural recordings. Nature Neuroscience

Brain-computer interface work shown in Outro:

Golub et al. (2016) Brain–computer interfaces for dissecting cognitive processes underlying sensorimotor control. Current Opinion in Neurobiology

Sadtler et al. (2014) Neural constraints on learning. Nature

Golub et al. (2018) Learning by neural reassociation. Nature Neuroscience