Projection Pursuit Through ϕ-Divergence Minimisation
In his 1985 article (“Projection pursuit”), Huber demonstrates the interest of his method to estimate a density from a data set in a simple given case. He considers the factorization of density through a Gaussian component and some residual density. Huber’s work is based on maximizing Kullback–Leibl...
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| Format: | Article |
| Language: | English |
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MDPI AG
2010-06-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/12/6/1581/ |