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Optimal
linear projections for enhancing desired data statistics
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Optimal linear
projections for enhancing desired data statistics
Evgenia Rubinshtein1 and Anuj Srivastava2
(1) |
Vladivostok State University
of Economics and Service, Vladivostok, 690600,
Russia |
(2) |
Department of Statistics,
Florida State University, Tallahassee, FL 32306,
USA |
Received:
26 June 2007 Accepted:
12 March 2009 Published
online: 28 March 2009
Abstract Problems
involving high-dimensional data, such as pattern recognition,
image analysis, and gene clustering, often require a
preliminary step of dimension reduction before or during
statistical analysis. If one restricts to a linear technique
for dimension reduction, the remaining issue is the choice of
the projection. This choice can be dictated by desire to
maximize certain statistical criteria, including variance,
kurtosis, sparseness, and entropy, of the projected data.
Motivations for such criteria comes from past empirical
studies of statistics of natural and urban images. We present
a geometric framework for finding projections that are optimal
for obtaining certain desired statistical properties. Our
approach is to define an objective function on spaces of
orthogonal linear projections—Stiefel and Grassmann manifolds,
and to use gradient techniques to optimize that function. This
construction uses the geometries of these manifolds to perform
the optimization. Experimental results are presented to
demonstrate these ideas for natural and facial images.
Keywords Dimension
reduction - Linear projection - Numerical
optimization on Grassmann and Stiefel
manifolds - Stochastic
optimization - Optimization algorithm
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