The Annals of Statistics

On the forward and backward algorithms of projection pursuit

Mu Zhu

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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.

Article information

Ann. Statist., Volume 32, Number 1 (2004), 233-244.

First available in Project Euclid: 12 March 2004

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62H40

Density estimation nonparametric discriminant analysis


Zhu, Mu. On the forward and backward algorithms of projection pursuit. Ann. Statist. 32 (2004), no. 1, 233--244. doi:10.1214/aos/1079120135.

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