Auto-associative models and generalized principal component analysis

  • Authors:
  • Stéphane Girard;Serge Iovleff

  • Affiliations:
  • INRIA Rhône-Alpes, projet IS2, ZIRST, 655, avenue de l'Europe, Montbonnot, 38334 Saint-Ismier Cedex, France;SABRES, Université de Bretagne-Sud, Campus Tohannic, rue Yves Mainguy, 56000 Vannes, France

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2005

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Abstract

In this paper, we propose auto-associative (AA) models to generalize Principal component analysis (PCA). AA models have been introduced in data analysis from a geometrical point of view. They are based on the approximation of the observations scatter-plot by a differentiable manifold. In this paper, they are interpreted as Projection pursuit models adapted to the autoassociative case. Their theoretical properties are established and are shown to extend the PCA ones. An iterative algorithm of construction is proposed and its principle is illustrated both on simulated and real data from image analysis.