Projection pursuit

Projection pursuit

Projection pursuit is a type of statistical technique which involves finding the most "interesting" possible projections in multidimensional data. Often, projections which deviate more from a Normal distribution are considered to be more interesting. As each projection is found, the data are reduced by removing the component along that projection, and the process is repeated to find new projections; this is the "pursuit" aspect that motivated the techniqe known as matching pursuit.

The projection pursuit concept was developed by Jerome H. Friedman and John Tukey in 1974. [cite journal | title = A Projection Pursuit Algorithm for Exploratory Data Analysis | author = J. H. Friedman and J. W. Tukey | journal = IEEE Transactions on Computers | date=Sept. 1974 | volume=C-23 | issue=9 | pages = 881–890 | issn=0018-9340 | url = http://ieeexplore.ieee.org/iel5/12/35088/01672644.pdf?isnumber=35088&prod=JNL&arnumber=1672644&arSt=+881&ared=+890&arAuthor=Friedman%2C+J.H.%3B+Tukey%2C+J.W. | doi = 10.1109/T-C.1974.224051 ]

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