text: An appropriate number k of PCs is chosen so that only the PCs that explain more than a minimum threshold of residual fit to the true distributions (Fig. 1b) are saved. The remaining PCs are considered experimental noise and discarded. This residual fit threshold is chosen arbitrarily to be 0.001 (i.e., one thousandth of the variation in the data). However, because the utility of a methodology designed to produce a multivariate output from univariate distributions would be limited for k < 3, the minimum value for k is set to 3.