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2021 | OriginalPaper | Chapter

11. Projection Pursuit

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Abstract

This chapter describes a method that attempts to identify, sequentially, ‘interesting’ patterns by seeking directions in the data state space that optimises a specific projection index. A number of projection indexes, including indexes measuring non-normality such as skewness, are discussed and application to climate data presented.

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Footnotes
1
Who coined it projection pursuit. In projection pursuit, the term “projection” refers to the fact that the data X is first projected onto the direction a, i.e. a T X, whereas “pursuit” refers to the optimisation used to find the correct direction.
 
2
In projection pursuit the term “projection” refers to the fact that the data X is first projected onto the direction a, i.e. a T X, whereas “pursuit” refers to the optimisation used to find the correct direction.
 
3
In fact, it is called negentropy.
 
4
Following Rényi (1961; 1970 p. 592)’s introduction of the concept of order-α entropy; the differential entropy, e.g., \(- \int f \log f\), is of order 1, whereas index (11) is of order 2.
 
5
If the projected data is centred and scaled to have zero mean and unit variance, then κ 31 = μ 31, κ 13 = μ 13, κ 22 = μ 22 − 1, κ 40 = μ 40 − 3, κ 04 = μ 04 − 3, κ 12 = μ 12, κ 21 = μ 21, κ 03 = μ 03, and κ 30 = μ 30, where the μs refer to the centred cumulants.
 
6
These are orthogonal polynomials over [−1,  1], satisfying P 0(y) = 1, P 1(y) = y, and for k ≥ 2, kP k(y) − (2k − 1)yP k−1(y) + (k − 1)P k−2(y) = 0. They are orthogonal with respect to the normal density function ϕ(x).
 
7
For example, Fisher’s linear discrimination function when there are only two groups.
 
8
If W k is the total within-groups sums-of-squares obtained using k-means, with k clusters, then it is acceptable to take k + 1 clusters if \((n-k+1) \left ( -1 + W_k/W_{k+1} \right ) > 0\).
 
9
Note that when a 1 = (1,  0, …0), …a m = (0, …,  0,  1) and α k = 1, k = 1, …m, then model (11.40) is known as an additive model.
 
10
When p = 2, the solution can be easily obtained exactly.
 
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Metadata
Title
Projection Pursuit
Author
Abdelwaheb Hannachi
Copyright Year
2021
DOI
https://doi.org/10.1007/978-3-030-67073-3_11

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