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On the forward and backward algorithms of projection pursuit. (English) Zbl 1105.62334
Summary: 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 J.H. Friedman [J. Am. Stat. Assoc. 82, 249–266 (1987; Zbl 0664.62060)] 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.

62G07 Density estimation
62H30 Classification and discrimination; cluster analysis (statistical aspects)
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