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    題名: 投影追蹤法近年研究之回顧
    其他題名: A review on recent developments in projection pursuit method
    作者: 鄭天澤;甘貴華
    Jeng, Tian Tzer;Gan, Guey Hwa
    關鍵詞: 主成分分析;投影指數;投影追蹤法;探測性資料分析;熵指數;數值方法;叢聚性
    clustering;cutropy index;exploratory data;analysis numerical methods;principle componants;projection index;projectional pursuit
    日期: 1990-09
    上傳時間: 2008-12-19 14:55:58 (UTC+8)
    摘要: 將高維資料投影至低維空間有助於對資料特性的瞭解,故縮減資維度一直是多變量資料分析的主要技術。而投影追蹤法 (projection pursuit) 正是一種致力於這方面研究的新方法。其最重要部分是投影指數的設定,用以指出使用者之興趣與意圖,且由於可針對不同問題設定不同投影指數,因此許多多變量分析技術都可視為投影追蹤法的特例,例如:將投影指數設定為投影後資料的變異數,則推導出主成分分析;若設定一分類規則的錯誤率則可推導出線性判別分析...等等 (這些最適解亦可由線性代數方法求出)。至於探測性資料分析方面的研究,如勘察資料的非線性結構及叢聚特性等,則必須用數值方法並輔以電腦功能來施行。投影追蹤法在許多應用方面已大有斬獲,本文就投影追蹤法這項新技術的起源、發展、沿革與應用,做一廣泛而密集的介紹。
    Understanding high-dimensional data through the use of lower-dimensional projections is a major technique in multivariate data analysis. Projection pursuit is a newly developed method along the same direction. The central part of projection pursuit method is the definition of“projection index" ,which points out the interestingness and goal of the user. Since the choice of a projection is usually guided by an appropriate definition of projection index, many classical multivariate data analysis methods are special cases of projection pursuit yia different definitions of projection indices. For example, if the projection index is defined as the variance-covariance matrix of the projected data, it leads to the principal components analysis; if the purpose is to seperate two samples (with certain assumptions), then the appropriate projection index is the error rate of a one-dimensional classification rule in the projection, leading to linear discriminant analysis. Projection pursuit uses numerical methods together with high-speed computers to provide us insight of the data set in different directions such as clustering or other nonlinear structures. This article describes the origin, development, improvement of the method of projection pursuit and its applications.
    關聯: 中國統計學報, 28(2), 213-226
    資料類型: article
    顯示於類別:[統計學系] 期刊論文

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