Open Access
February 2004 On the forward and backward algorithms of projection pursuit
Mu Zhu
Ann. Statist. 32(1): 233-244 (February 2004). DOI: 10.1214/aos/1079120135


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.


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Mu Zhu. "On the forward and backward algorithms of projection pursuit." Ann. Statist. 32 (1) 233 - 244, February 2004.


Published: February 2004
First available in Project Euclid: 12 March 2004

zbMATH: 1105.62334
MathSciNet: MR2051006
Digital Object Identifier: 10.1214/aos/1079120135

Primary: 62H40

Keywords: Density estimation , nonparametric discriminant analysis

Rights: Copyright © 2004 Institute of Mathematical Statistics

Vol.32 • No. 1 • February 2004
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