On the forward and backward algorithms of projection pursuit

• 成果类型: Article
• 署名作者: Zhu, M
• 署名单位: University of Waterloo
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2004
• 页码: 233-244
• 关键词: discriminant-analysis

摘要

This article provides a historic review of the forward and backward projection pursuit algorithms, previously thought to be equivalent, and points out an important difference between the two. In doing so, a small error in the original exploratory projection pursuit article by Friedman [J Amer. Statist. Assoc. 82 (1987) 249-266] is corrected. The implication of the difference is briefly discussed in the context of an application in which projection pursuit density estimation is used as a building block for nonparametric discriminant analysis.