Principal Component Analysis explained visually (2015)
Best thing I’ve ever read on PCA is Madeleine Udell’s PhD-thesis [1]. It extends PCA in many directions and shows that well-known techniques fit into the developed framework. (Was also impressed with a 138 page thesis in math that is readable as well. Quite the achievement.)[1] https://people.orie.cornell.edu/mru8/doc/udell15_thesis.pdf