Local principal curves

  • Authors:
  • Jochen Einbeck;Gerhard Tutz;Ludger Evers

  • Affiliations:
  • Department of Mathematics, National University of Ireland, Galway, Ireland;Institut für Statistik, München, Germany 80799;Department of Statistics, University of Oxford, Oxford, UK OX1 3TG

  • Venue:
  • Statistics and Computing
  • Year:
  • 2005

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Abstract

Principal components are a well established tool in dimension reduction. The extension to principal curves allows for general smooth curves which pass through the middle of a multidimensional data cloud. In this paper local principal curves are introduced, which are based on the localization of principal component analysis. The proposed algorithm is able to identify closed curves as well as multiple curves which may or may not be connected. For the evaluation of the performance of principal curves as tool for data reduction a measure of coverage is suggested. By use of simulated and real data sets the approach is compared to various alternative concepts of principal curves.