Publication | Open Access
On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression
189
Citations
2
References
1987
Year
Mathematical ProgrammingSpectral TheoryProjection Pursuit ProcedureAbstract VersionEngineeringSparse RepresentationProjection Pursuit RegressionRegularization (Mathematics)Compressive SensingStatistical InferenceInverse ProblemsFunctional AnalysisEstimation TheoryInfinite Dimensional ProblemApproximation TheoryStatisticsConvergence AnalysisStrong Convergence
We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.
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