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Projection pursuit is concerned with "interesting" projections of high dimensional data sets, with finding such projections by machine, and with using them for nonparametric fitting and other data-analytic purposes. This survey attempts to put the fascinating problems and ramifications of projection pursuit--which range from principal components, multidimensional scaling, factor analysis, nonparametric regression, density estimation and deconvolution of time series to computer tomography and problems in pure mathematics--into a coherent perspective
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Peter J. Huber (1985) studied this question.
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