In his 1985 article (“Projection pursuit”), Huber demonstrates the interest of his method to estimate a density from a data set in a simple given case. He considers the factorization of density through a Gaussian component and some residual density. Huber’s work is based on maximizing Kullback–Leibler divergence. Our proposal leads to a new algorithm. Furthermore, we will also consider the case...

Projection pursuit is concerned with finding interesting lowdimensional subspace of multivariate data. In this paper we proposed a genetic optimization approach to find the globally optimal orthogonal subspace given training data and user defined criterion on what subspaces are interesting. We then applied this approach to human face recognition. Suppose face recognition is done by simple corre...

This paper proposes a novel matching pursuit generalized approximate message passing (MPGAMP) algorithm which explores the support of sparse representation coefficients step by step, and estimates the mean and variance of non-zero elements at each step based on a generalized-approximate-message-passing-like scheme. In contrast to the classic message passing based algorithms and matching pursuit...

Principal components analysis (PCA) is effective at compressing information in multivariate data sets by computing orthogonal projections that maximize the amount of data variance. Unfortunately, information content in hyperspectral images does not always coincide with such projections. We propose an application of projection pursuit (PP), which seeks to find a set of projections that are “inte...

................................................................................................................................... v 1 . INTROIIUCTION .................................................................................................................... 1 1.1 Background .............................................................................................................. ...

Projection pursuit regression is generalized to multivariate responses. By viewing classification as a special case, this generalization serves to extend classification and discriminant analysis via the projection pursuit approach. Submitted to Journal of the American Statistical Association * Work supported by the Department of Energy under contract DEAC03-76SF00515, by the Office of Naval Res...