The Annals of Statistics
- Ann. Statist.
- Volume 32, Number 1 (2004), 233-244.
On the forward and backward algorithms of projection pursuit
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.
Ann. Statist., Volume 32, Number 1 (2004), 233-244.
First available in Project Euclid: 12 March 2004
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Zhu, Mu. On the forward and backward algorithms of projection pursuit. Ann. Statist. 32 (2004), no. 1, 233--244. doi:10.1214/aos/1079120135. https://projecteuclid.org/euclid.aos/1079120135