Projection Pursuit Through Relative Entropy Minimization
نویسندگان
چکیده
منابع مشابه
Projection Pursuit Through Relative Entropy Minimization
Consider a de ned density on a set of very large dimension. It is quite di cult to nd an estimate of this density from a data set. However, it is possible through a projection pursuit methodology to solve this problem. In his seminal article, Huber (see "Projection pursuit", Annals of Statistics, 1985) demonstrates the interest of his method in a very simple given case. He considers the factori...
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Projection pursuit is an exploratory data-analytic method in multivariate (MV) analysis. It is similar to the well-known principal components analysis (PCA) in that it can be used to nd interesting structure within a MV data set. However, unlike PCA, which nds linear projections of maximum variance, projection pursuit nds linear projections of maximum non-normality, which sometimes is better at...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2011
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2011.558652