The problem of multivariate metric scaling
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Necessary and sufficient conditions for the minimum of a class of multivariate metric scaling criteria are derived. The upper bound of the number of local minima is estimated. Two algorithms of multivariate scaling, one of which is nonlocal, are proposed. Results of computer experiments are cited.
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Cited in
(12)- The out-of-sample problem for classical multidimensional scaling
- Nonlinear eigenvector algorithms for local optimization in multivariate data analysis
- Better initial configurations for metric multidimensional scaling
- One-dimensional metric scaling
- Multidimensional scaling by means of pseudoinverse operations
- Metric unidimensional scaling and global optimization
- Unidimensional scaling: A linear programming approach minimizing absolute deviations
- A framework to combine vector-valued metrics into a scalar-metric: application to data comparison.
- scientific article; zbMATH DE number 4204190 (Why is no real title available?)
- scientific article; zbMATH DE number 3940395 (Why is no real title available?)
- scientific article; zbMATH DE number 4058669 (Why is no real title available?)
- Local minima in categorical multiple regression
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