Projection Pursuit Through ϕ-Divergence Minimisation
نویسندگان
چکیده
منابع مشابه
Projection Pursuit Through ϕ-Divergence Minimisation
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...
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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 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...
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ژورنال
عنوان ژورنال: Entropy
سال: 2010
ISSN: 1099-4300
DOI: 10.3390/e12061581