A Computational Perspective on Projection Pursuit in High Dimensions: Feasible or Infeasible Feature Extraction
A Computational Perspective on Projection Pursuit in High Dimensions: Feasible or Infeasible Feature Extraction
Summary Finding a suitable representation of multivariate data is fundamental in many scientific disciplines. Projection pursuit ( ) aims to extract interesting ‘non‐Gaussian’ features from multivariate data, and tends to be computationally intensive even when applied to data of low dimension. In high‐dimensional settings, a recent work (Bickel et al., …