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Activity Number:
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353
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2016 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Learning and Data Science
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Abstract #320086
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Title:
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Modern Projection Pursuit Ellipse for High-Dimensional Data
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Author(s):
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Jang Ik Cho* and Xiaoyan Wei and Jiayang Sun
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Companies:
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Case Western Reserve University and Case Western Reserve University and Case Western Reserve University
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Keywords:
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covariance ;
projection pursuit ;
high-dimensional data ;
large p data
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Abstract:
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Many standard multivariate techniques were developed based on the assumption that the covariance matrices from different groups are equal. A well-known test for testing the equality of covariance is the Bartlett's test. However the Bartlett's test is only a function of the volumes of covariance matrices not accounting for their shapes and orientations and only for p< < n cases. In this work we developed a Projection Pursuit Ellipses (PPE) for high-dimensional data and compared its performance with the Bartlett's test and a modern benchmark for high dimensional-p data.
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Authors who are presenting talks have a * after their name.
