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I just finished reading Michael Mann's The Hockey Stick and the Climate Wars, and was interested to find that he spends quite a bit of space attempting to give a non-technical explanation of principal component analysis (PCA). I am not sure how successful he is, but he tries hard.
I understand what PCA is. Can someone explain with more mathematical detail how how PCA is used in Mann's work and similar paleoclimate reconstructions? (John, perhaps this is a topic for your graduate course!)