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What is Projection Pursuit?

M. C. Jones and Robin Sibson
Journal of the Royal Statistical Society. Series A (General)
Vol. 150, No. 1 (1987), pp. 1-37
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2981662
Stable URL: http://www.jstor.org/stable/2981662
Page Count: 37
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What is Projection Pursuit?
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Abstract

Friedman and Tukey (1974) introduced the term "projection pursuit" for a technique for the exploratory analysis of multivariate data sets; the method seeks out "interesting" linear projections of the multivariate data onto a line or a plane. In this paper, we show how to set Friedman and Tukey's idea in a more structured context than they offered. This makes it possible to offer some suggestions for the reformulation of the method, and thence to identify a computationally efficient approach to its implementation. We illustrate its application to empirical data, and discuss its practical attractions and limitations. Extensions by other workers to problems such as non-linear multiple regression and multivariate density estimation are discussed briefly within the same framework.

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