Projection pursuit by involution

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作者：
New Zealand Inst for Industrial, Research and Development, Lower Hutt, New Zealand [1 ]
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来源：
Commun Stat Part B Simul Comput | / 4卷 / 1517-1546期
关键词：
Principal component analysis - Projection pursuit method;
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摘要：
A novel projection pursuit method based on projecting the data onto itself is proposed. Using a number of real datasets it is shown how to obtain interesting one and two-dimensional projections using only O(n) evaluations of a one-dimensional projection index.
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