Refining invariant coordinate selection via local projection pursuit

DOI10.1007/978-3-031-22687-8_6MaRDI QIDQ6606400zbMATH OpenFDO

Authors Lutz Dümbgen, Katrin Gysel, Fabrice Perler

Publication date 16 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_6

zbMATH Keywords

differential entropygradient descentlocal perturbationlocal searchorthogonal matrixorthogonal projection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• A distribution-free M-estimator of multivariate scatter
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Asymptotics of graphical projection pursuit
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Invariant co-ordinate selection (with discussion)
• On low-dimensional projections of high-dimensional distributions
• Projection pursuit
• Redescending M-estimates of multivariate location and scatter
• What is Projection Pursuit?

Cited in

(3)

• Projection pursuit via kernel mean embeddings
• Invariant coordinate selection and Fisher discriminant subspace beyond the case of two groups
• Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices

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