Principal curves revisited |
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| Authors: | Robert Tibshirani |
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| Affiliation: | (1) Department of Preventive Medicine and Biostatistics and Department of Statistics, McMurrich Building, University of Toronto, M5S 1A8 Toronto, Canada |
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| Abstract: | A principal curve (Hastie and Stuetzle, 1989) is a smooth curve passing through the  middle of a distribution or data cloud, and is a generalization of linear principal components. We give an alternative definition of a principal curve, based on a mixture model. Estimation is carried out through an EM algorithm. Some comparisons are made to the Hastie-Stuetzle definition. |
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| Keywords: | Principal curves EM algorithm |
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