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Author Index Aeberhard, S., 31, 134 Aebersold, R., 52 Afifi, A. A., 297 Aggarwal, C. C., 153 Aha, D., 425 Aharon, M., 463 Ahn, J., 60, 156, 157 Amari, S.-I., 306, 320–324 Amemiya, Y., 237 Anderson, J. C., 247 Anderson, T. W., 11, 55, 237 Angelo, M., 458 Ans, B., 306 Attias, H., 335 Bach, F. R., 382, 383, 389–396, 398, 400, 409 Baik, J., 59 Bair, E., 69, 161, 162, 432, 434–436 Barbedor, P., 420 Bartlett, M. S., 101 Basford, K., 184 Beirlant, J., 416 Bell, A. J., 306, 317 Benaych-Georges, F., 471 Berger, J. O., 146 Berger, R. L., 12, 63, 101, 234, 237, 323, 354, 416 Berlinet, A., 386 Bernards, R., 50 Bibby, J., 11, 75, 263 Bickel, J. P., 424 Bickel, P. J., 324, 415, 432, 443, 445 Bishop, C. M., 62–65, 234, 246, 289, 348, 388 Blake, C., 47 Blumenstock, J. E, 448 Borg, I., 248 Borga, M., 114, 169 Boscolo, R., 419 Breiman, L., 304 Bruckstein, A., 463 Bueno, R., 448 Buja, A., 282, 285, 361 Cabrera, J., 361 Cadima, J., 449 Calinski, R. B., 198, 217 Cand` es, E. J., 422, 463 Cao, X.-R., 317 Cardoso, J.-F., 306, 311–314, 316–324, 326, 329, 334, 335, 365 Carroll, J. D., 274 Casella, G., 12, 63, 101, 234, 237, 323, 354, 416 Chaney, E. L., 336 Chaudhuri, P., 199 Chen, A., 324, 415 Chen, J. Z., 336, 338, 339, 429–431 Chen, L., 282, 285 Chervonenkis, A., 382, 383 Chi, Y.-Y., 60 Choi, S., 306, 322 Cichocki, A., 306, 322 Cloutier, I., 160 Comon, P., 297, 306, 308, 311, 313, 314, 317–319, 365, 476 Cook, D., 8, 361 Cook, R. D., 342 Coomans, D., 31, 134 Cooper, M. C., 217 Corena, P., 204 Cormack, R. M., 178 Cover, T. M., 150, 299, 316 Cowling, A., 199 Cox, D. R., 321 Cox, M. A. A., 248, 258, 265, 273 Cox, T. F., 248, 258, 265, 273 Cristianini, N., 114, 148, 155, 156, 383, 386 Critchley, F., 382, 403, 404, 406–410, 412 Dai, H., 50 Davies, C., 204 Davies, P. I., 332 Day, C., 50, 277 De Bie, T., 114 de Silva, V., 282, 284, 285 de Vel, O., 31, 134 493 www.cambridge.org © in this web service Cambridge University Press Cambridge University Press 978-0-521-88793-9 - Analysis of Multivariate and High-Dimensional Data Inge Koch Index More information

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Author Index

Aeberhard, S., 31, 134Aebersold, R., 52Afifi, A. A., 297Aggarwal, C. C., 153Aha, D., 425Aharon, M., 463Ahn, J., 60, 156, 157Amari, S.-I., 306, 320–324Amemiya, Y., 237Anderson, J. C., 247Anderson, T. W., 11, 55, 237Angelo, M., 458Ans, B., 306Attias, H., 335

Bach, F. R., 382, 383, 389–396, 398, 400, 409Baik, J., 59Bair, E., 69, 161, 162, 432, 434–436Barbedor, P., 420Bartlett, M. S., 101Basford, K., 184Beirlant, J., 416Bell, A. J., 306, 317Benaych-Georges, F., 471Berger, J. O., 146Berger, R. L., 12, 63, 101, 234, 237, 323,

354, 416Berlinet, A., 386Bernards, R., 50Bibby, J., 11, 75, 263Bickel, J. P., 424Bickel, P. J., 324, 415, 432, 443, 445Bishop, C. M., 62–65, 234, 246, 289, 348,

388Blake, C., 47Blumenstock, J. E, 448Borg, I., 248Borga, M., 114, 169Boscolo, R., 419Breiman, L., 304Bruckstein, A., 463Bueno, R., 448Buja, A., 282, 285, 361

Cabrera, J., 361Cadima, J., 449Calinski, R. B., 198, 217Candes, E. J., 422, 463Cao, X.-R., 317Cardoso, J.-F., 306, 311–314, 316–324, 326, 329,

334, 335, 365Carroll, J. D., 274Casella, G., 12, 63, 101, 234, 237, 323,

354, 416Chaney, E. L., 336Chaudhuri, P., 199Chen, A., 324, 415Chen, J. Z., 336, 338, 339, 429–431Chen, L., 282, 285Chervonenkis, A., 382, 383Chi, Y.-Y., 60Choi, S., 306, 322Cichocki, A., 306, 322Cloutier, I., 160Comon, P., 297, 306, 308, 311, 313,

314, 317–319, 365, 476Cook, D., 8, 361Cook, R. D., 342Coomans, D., 31, 134Cooper, M. C., 217Corena, P., 204Cormack, R. M., 178Cover, T. M., 150, 299, 316Cowling, A., 199Cox, D. R., 321Cox, M. A. A., 248, 258, 265, 273Cox, T. F., 248, 258, 265, 273Cristianini, N., 114, 148, 155, 156, 383,

386Critchley, F., 382, 403, 404, 406–410, 412

Dai, H., 50Davies, C., 204Davies, P. I., 332Day, C., 50, 277De Bie, T., 114de Silva, V., 282, 284, 285de Vel, O., 31, 134

493

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494 Author Index

Degenhardt, L., 50, 277Devroye, L., 117, 132, 148, 150Diaconis, P., 342, 350, 351Domeniconi, C., 153Domingos, P., 443Donoho, D. L., 76, 306, 422, 463Dryden, I. L., 273Dudewicz, E. J., 416Dudley, R. M., 362, 414Dudoit, S., 443Duong, T., 199, 360Dumbgen, L., 382, 403, 404, 406–410, 412

Elad, M., 422, 463Elisseeff, A., 424Eriksson, J., 324, 382, 393, 403–410,

412–414Eslava, G., 361

Fan, J., 161, 348, 432, 443, 445–448Fan, Y., 161, 348, 432, 443, 445–448Figueiredo, M. A. T., 216Fisher III, J. W., 382, 413, 416Fisher, N. I., 199, 217Fisher, R. A., 3, 117, 120, 121, 216Fix, E., 149Flury, B., 28Fraley, C., 216Frank, E., 304, 424Freedman, D., 342, 350, 351Fridlyand, J., 443Friedland, S., 459Friedman, J., 66, 67, 95, 118, 148, 152, 155, 156,

170, 304, 349–351, 354, 355, 358–364, 366,367, 375–378

Friend, S. H., 50Fukunaga, K., 153

Gasser, Th., 450Gentle, J. E., 14Gerald, W., 458Gerbing, D. W., 247Ghahramani, Z., 198, 216Gilmour, S., 50, 80, 277, 427, 428Girolami, M., 306, 317Givan, A. L., 25, 397Gokcay, E., 216Golub, T., 458Gordon, G. J., 448Gower, J. C., 61, 181, 248, 249, 251, 252, 271,

279–283, 291Graef, J., 285Greenacre, M. J., 274Groenen, P. J. F., 248Gullans, S. R., 448Gunopulos, D., 153Gustafsson, J. O. R., 52, 212, 215

Guyon, I., 424Gyorfi, L., 117, 132, 148, 150, 416

Hall, P., 48, 335, 339–342, 350, 354, 355, 358,373–376, 378

Hand, D. J., 117, 148, 184Harabasz, J., 198, 217Harrison, D., 87Hart, A. A. M., 50Hart, P., 150Hartigan, J., 178Hartigan, J. A., 217Harville, D. A., 14Hastie, T., 66, 67, 69, 95, 118, 148, 149,

152, 153, 155, 156, 161, 162, 185, 199,217–220, 257, 324, 420, 432, 434–436,452–456, 458–460

Haueisen, J., 306Hazelton, M. L., 360He, Y. D., 50Helland, I. S., 109–112Higham, N.J., 332Hinkley, D. V., 321Hinneburg, A., 153Hodges, J., 149Hoffmann, P., 52Hotelling, H., 3, 18, 71Householder, A. S., 248, 261Hsiao, L., 448Huang, J., 458–460Huang, J. Z., 458Huber, P. J., 350, 351, 354Hyvarinen, A., 306, 318, 320, 326, 329, 334, 335,

342, 365, 366, 400Herault, J., 306

Inselberg, A., 6Ivanova, G., 306Izenman, A. J., 285

Jain, A. K., 216Jeffers, J., 452Jensen, R. V., 448Jing, J., 199–202, 204, 288John, S., 60Johnstone, I. M., 48, 58–60, 261, 422, 461–465,

471, 475Jolliffe, I. T., 449–453, 456Jones, M. C., 34, 199, 349–352, 354, 357–361,

363, 364, 366, 379, 417Jordan, M. I., 382, 383, 389–396, 398, 400, 409Joshi, S., 336Jung, S., 48, 59–61, 261, 271, 422, 461, 462,

465–469, 471, 475Jutten, C., 306Joreskog, K. G., 247

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Author Index 495

Kaiser, H. F., 226Karhunen, J., 306, 320, 335, 366Keim, D. A., 153Kelleher, A. D., 202, 204, 288Kent, J., 11, 75, 263Kerkhoven, R. M.., 50Kibler, D., 425Klemm, M., 306Knutsson, H., 114, 169Koch, I., 50, 75, 80, 108, 161, 199–202, 204, 212,

277, 288, 336, 338, 339, 344–346, 348,423–436, 438, 440, 443, 445, 447, 448

Koivnen, V., 324, 382, 393, 413, 414Kolassa, J., 299Kruskal, J. B., 248, 263, 268, 350Krzanowski, W. J., 217, 279–281, 283Kshirsagar, A. M., 101Kullback, S., 374Kusano, N., 199

Ladd, C., 458Lai, Y. T., 217Landelius, T., 114, 169Lander, E., 458Langford, J. C., 285Latulippe, E., 458Lawley, D. N., 237Lawrence, N., 388Learned-Miller, E. G., 382, 413, 416Lee, E. R., 461Lee, J. A., 285Lee, S., 471Lee, S.-Y., 306, 322Lee, T.-W., 306, 317Lee, Y. K., 461Lemieux, C., 160Leng, C., 461Levina, E., 424, 432, 443, 445Li, K.-C., 335, 339–342Linsley, P. S., 50Liu, R.-W., 317Lu, A. Y., 261, 461–465, 471, 475Loda, M., 458Lugosi, G., 117, 132, 148, 150

Ma, Z., 461, 465, 471Malkovich, J. F., 297Mallat, S., 465Mammen, E., 199, 217Mann, M., 52Mao, M., 50Mardia, K. V., 11, 75, 263, 273Marriott, F. H. C., 361Marron, J. S., 32, 34, 48, 59–61, 156, 157, 199,

212, 217, 261, 271, 336, 338, 339, 422,429–431, 461, 462, 465–471, 473, 475

Marton, M. J., 50Marcenko, V. A., 58

Mathes, H., 246Maxwell, A. E., 237McColl, S. R., 52McCullagh, P., 153, 299, 319McLachlan, G, 184, 216Merz, C., 47Mesirov, J., 458Messick, S., 273Meulman, J. J., 251, 254, 257, 268,

274Miller, A., 157Milligan, G. W., 217Minka, T. P., 64Minotte, M. C., 199, 217Moodie, Z., 25, 397Motomura, Y., 324Mueller, K. M., 60Mukheriee, S., 458Muller, K.-R., 285, 383, 385, 386

Nadakuditi, R., 471Nadler, B., 463, 471Naito, K., 108, 161, 199–201, 344–346,

348, 432–436, 438, 440, 443, 445,447, 448

Nason, G., 363, 364Neeman, A., 48Nelder, J. A., 153

Oehler, M. K., 52Ogasawara, H., 246Oja, E., 306, 320, 335, 366Oja, H., 382, 403–410, 412Olshen, R. A., 304

Pan, H., 419Park, B. U., 461Park, H.-M., 306, 322Partridge, E., 28Pastur, L. A.., 58Paul, D., 59, 69, 161, 162, 432, 434–436,

463, 471Pazzani, M., 443Pearson, K., 3, 18Peel, D., 184, 216Peng, J., 153Peterse, H. L., 50Petersen, K. B., 335Pizer, S. M., 336Poggio, T., 458Prasad, M., 423–426Principe, J. C., 216Pryce, J. D., 87

Qui, X., 153Quist, M., 282–284

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496 Author Index

Raftery, A., 216Rai, C. S., 331Ramaswamy, S., 448, 458Ramos, E., 76Ramsay, J. O., 269Rao, C.R., 237Reich, M., 458Richards, W. G., 448Richardson, M. W., 248Riedwyl, H., 28Rifkin, R., 458Ripley, B. D., 148, 379Roberts, C., 50Romberg, J., 422Rosipal, R., 109, 110, 112, 114Ross, D., 223Rossini, A., 25, 397Rousson, V., 450Roweis, S. T., 198, 216, 285Roychowdhury, V. P., 419Rubin, H., 237Rubinfeld, D. L., 87Rudin, W., 387Ruszkiewicz, A., 52

Sagae, M., 199Samarov, A., 382, 413, 417–419Saul, L. K., 285Schneeweiss, H., 246Schoenberg, I. J., 261Schott, J. R., 200Schreiber, G. J., 50Schroeder, A., 350, 376–378Scholkopf, B., 148, 155, 156, 285, 383, 385, 386Scott, D. W., 34, 199, 360, 417Searle, S. R., 14Sejnowski, T. J., 306, 317Sen, A., 422, 461, 465, 468, 469, 471, 475Serfling, R. J., 200Shashua, A., 450Shawe-Taylor, J., 148, 155, 156, 383, 386Shen, D., 422, 461, 465, 470, 471, 473, 475Shen, H., 422, 458–461, 465, 470, 471, 473, 475Shepard, R. N., 248, 263Short, R. D., 153Sibson, R., 349–352, 354, 357–361, 363, 364,

366Silverman, B. W., 199, 217, 269Silverstein, J. W., 59Singh, Y., 331Sirkia, S., 382, 403–410, 412Smola, A., 148, 155, 156, 285, 383, 385, 386Sowmya, A., 423–426Speed, T. P., 443Spence, I., 285Starck, J.-L., 463Stone, J., 304Strang, G., 14Stuetzle, W., 350, 376–378

Sugarbaker, D. J., 448Swayne, D., 8

Tamatani, M., 432, 438, 440, 443, 445, 447,448

Tamayo, P., 458Tanguay, J.-F., 160Tao, T., 422Tenenbaum. J. B., 282, 284, 285Thomas, J. A., 299, 316Thomas, M., 204Thomas-Agnan, C., 386Tibshirani, R., 66, 67, 69, 95, 118, 148, 149, 152,

153, 155, 156, 161, 162, 185, 198, 199, 215,217–220, 222, 257, 324, 420, 432, 434–436,450, 452–456, 458–460

Tipping, M. E., 62–65, 234, 246, 289, 348,388

Todd, M., 157Torgerson, W. S., 248, 254Torokhti, A., 459Tracy, C. A., 58, 59Trejo, L. J., 109, 110, 112Trendafilov, N. T., 450–453, 456Trosset, M. W., 254, 261–263, 268Tsybakov, A., 382, 413, 417–419Tucker, L. R., 273Tukey, J. W., 350, 354, 363, 376Tyler, D. E., 382, 403, 404, 406–410,

412

Uddin, M., 450–453, 456

van de Vijver, M. J., 50van der Kooy, K., 50van der Meulen, E.C., 416van’t Veer, L. J., 50Vapnik, V., 156, 382, 383, 386Vasicek, O., 416Venables, W. N., 379Verleysen, M., 285Vines, S. K., 450Vlassis, N., 324von Storch, H., 100

Walter, G., 185, 199, 217–220, 222Wan, J., 25, 397Wand, M. P., 34, 199, 358, 379, 417Wang, H., 461Wegman, E., 8Widom, H., 58, 59Williams, R. H., 223Winther, O., 335Wish, M., 248Witten, D. M., 198, 215, 458–460Witten, I. H, 304, 424Witteveen, A. T., 50

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Author Index 497

Wold, H., 109Wright, F. A., 471Wu, L., 153Wunsch, D., 184

Xu, R., 184

Yeang, C., 458Yeredor, A., 382, 413, 414Yin, X., 342

Yona, G., 282–284Young, G., 248, 261

Zass, R., 450Zaunders, J. , 202, 204, 288Zhu, H., 461, 465, 470, 471Zimmerman, D. W., 223Zou, F., 471Zou, H., 257, 452–456, 458Zumbo, B. D., 223Zwiers, F. W., 100

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Subject Index

χ2 distance, 278χ2 distribution, 11, 278χ2 statistic, 278k-factor model, 224

sample, 227k-means clustering, 192m-spacing estimate, 416p-ranked vector, 160F-correlation, 392HDLSS consistent, 60, 444LASSO estimator, 450

affineequivariant, 403proportional, 403

asymptoticdistribution, 56normality, 55theory, Gaussian data, 4

Bayes’ rule, 145Bernoulli trial, 154binary data, 213biplot, 231

canonicalcorrelation matrix, 73matrix of correlations, 77projections, 74variables, 74variate vector, 74variates, 74, 78variates data, 78

canonical correlationdata, 78matrix, 73, 390matrix DA-adjusted, 439projections, 74, 78regression, 108score, 74, 78variables, 74

CC matrix See also canonical correlationmatrix, 73

central moment, 297sample, 298

characteristic function, 414sample, 414second, 415

class, 118average sample class mean,

123sample mean, 123

classification, 117error, 132

classifier, 120cluster, 192

k arrangement, 192centroid, 185, 192image, 213map, 213optimal arrangement, 192PC data k arrangement, 208tree, 187within variability, 192

clusteringk-means, 192agglomerative, 186divisive, 186hierarchical, 186

co-membership matrix, 219coefficient of determination

multivariate, 73sample, 77

collinearity, 47communality, 225concentration idea, 463confidence interval, 56

approximate, 56configuration, 251

distance, 251contingency table, 274correlatedness, 315cost factor, 132covariance matrix, 9

between, 72pooled, 136, 141regularised, 155sample, 10

498

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Subject Index 499

spatial sign, 404spiked, 59

Cramer’s condition, 443cross-validation, 303

error, 134, 303m-fold, 303n-fold, 134

cumulant, 299generating function, 415

datafuntional, 48observed, 250scaled, scaling, 44source, 308sphered, sphering, 44standardised, 44whitened or white, 311

decisionboundary, 130function, 120, 130

decision function, preferential, 139decision rule, preferential, 145dendrogram, 187derived (discriminant) rule, 158dimension

most non-Gaussian, 346selector, 346

direction (vector), 17direction of a vector, 296discriminant

direction, 122Fisher’s rule, 124function, 121region, 130rule, 117, 120sample function, 123sample direction, 124

discriminant rule, 117(normal) quadratic, 140, 141Bayesian, 145derived, 158k-nearest neighbour or k-NN, 150logistic regression, 154normal, 128regularised, 155

disparity, 264dissimilarity, 178, 250distance, 177

Bhattacharyya, 178Canberra, 178Chebychev, 178city block, 178correlation, 178cosine, 178discriminant adaptive nearest neighbour

(DANN), 153Euclidean, 177Mahalanobis, 177

max, 178Minkowski, 178Pearson, 178profile, 278weighted p-, 178weighted Euclidean, 178

distance-weighted discrimination, 157distribution

F, 12Poisson, 141, 142spherical, 296Wishart, 469

distribution function, 354empirical, 362

eigenvaluedistinct, 15generalised, 114, 122, 394

eigenvectorleft, 17right, 17

embedding, 180, 251ensemble learning, 304entropy, 300

differential, 300relative, 301

error probability, 135expected value, 9

F distribution, 12factor, 224

k model, 224common, 224, 305loadings, 224rotation, 234scores, 225, 239specific, 224

factor scores, 225, 239Bartlett, 241CC, 242ML, 240PC, 240regression, 243Thompson, 241

FAIR, 443feature, 180

correlation, 391covariance operator, 386data, 384extraction, 181kernel, 384map, 180, 384score, 386selection, 160, 181space, 384vector, 180

features annealed independence rule (FAIR), 443Fisher’s (linear) rule, 122

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500 Subject Index

functioncharacteristic, 414contrast, 313distribution, 354estimating, 322estimating learning rule, 322score, 321

functional data, 48

gap statistic, 218Gaussian, 11

Hotelling’s T 2, 11likelihood function, 12multivariate, 11probability density function, 12random field, 345sub, 331super, 331

Gram matrix, 387

HDLSS consistent, 444high-dimensional

HDD, 48HDLSS, 48

homogeneity analysis, 274hyperplane, 130

IC See also independent component(s), 325ICA, orthogonal approach, 312idempotent, 37independence property, 403independent component

almost solution, 313data, 325direction, 325model, 307, 308projection, 325score, 325solution, 312vector, 325white model, 312

independent, as possible, 313inner product, 179, 384input, 118interesting

direction, 296projection, 296

k-nearest neighbour rule, 150k-nearest neighbourhood, 150Kendall’s τ matrix, 404kernel, 384

generalised variance, 396matrix, 387reproducing Hilbert space, 386reproducing property, 384

kernel density estimator, leave-one-out, 358

Kronecker delta function, 17Kullback-Leibler

divergence or distance, 300Kullback-Leibler divergence, 180kurtosis, 297

sample, 298

label, 119labelled random vector, 119vector-valued, 119

LASSO estimator, 450learner, 120, 304least squares estimator, 66leave-one-out

error, 133method, 133training set, 133

likelihood function, 127linkage, 186

average, 186centroid, 186complete, 186single, 186

loadings, 20loss function, 147

machine learning, 118, 184margin, 156matrix

Gram, 387Kendall’s τ , 404kernel, 387mixing, 307, 308of group means, 281orthogonal, 15permutation, 308Q- and R-, 181r -orthogonal, 15, 181scatter, 403separating or unmixing, 307similar, 14whitening, 311

maximum likelihood estimator, 12mean, 9

sample, 10measure

dissimilarity, 178similarity, 179, 384

metric, 177Manhattan, 178

misclassificationprobability of, 135

misclassified, 124misclassify, 120ML factor scores, 240mode estimation, 199multicollinearity, 47mutual information, 300

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Subject Index 501

naive Bayes, 441canonical correlation, 441rule, 424

negentropy, 300neural networks, 148non-Gaussian, non-Gaussianity, 315norm, 177

�1, �2, �p , 176�2, 177Frobenius, 176sup, 176trace, 39weighted �p, 178

observed data, 250order statistic, 416orthogonal proportional, 403output, 118

p-whitened data, 336Painleve II differential equation, 58pairwise observations, 250partial least squares (regression), 109pattern recognition, 148PC See also principal component(s), 20plot

horizontal parallel coordinate, 7parallel coordinate, 6, 43, 134scatterplot, 4, 5score, 30scree, 27vertical parallel coordinate, 6

posterior error, 445worst case, 445

predictionerror loss, 220strength, 220

predictor, derived, 67principal component

data, 23discriminant analysis, 158factor scores, 240projection, 20, 23score, 20, 23score plot, 30sparse, 451, 455supervised, 161vector, 20

principal coordinate analysis, 252principal coordinates, 252probability

conditional, 144posterior, 144posterior of misclassification, 445prior, 144

Procrustes analysis, 273Procrustes rotation, 271profile, 278

distance, 278equivalent, 278

projection(vector), 17index, 349interesting, 296pursuit, 306

projection index, 349, 351bivariate, 359cumulant, 357deviations from the uniform, 353difference from the Gaussian, 353entropy, 353Fisher information, 353ratio with the Gaussian, 353regression, 379

projection pursuit, 306augmenting function, 377density estimate, 377

projective approximation, 380proximity, 180

Q-matrix, 181qq-plot, 342

R-matrix, 181random variable, 9random vector

components, entries or variables, 9labelled, 119scaled, scaling, 44sphered, sphering, 44standardised, 44

rank k approximation, 458rank orders, 263ranked dissimilarities, 263ranking vector, 160, 433rankings, 263Rayleigh quotient, 114, 122regression factor scores, 243risk

Bayes, 147function, 147

rotational twin, 340rule, 120

Fisher’s (discriminant), 122naive Bayes, 424

scalar product, 179scaled, scaling See also random vector and data, 44scaling, three-way, 273scatter functional, 403scatter matrix, 403score plot, 30SCoTLASS direction, 451sign rule

PC1, 210

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502 Subject Index

signal, 307, 308mixed, 307, 308whitened or white, 311

similarity, 179, 384singular value, 16

decomposition, 16skewness, 297

sample, 298soft thresholding, 459source

(vector), 307data, 308unknown, 62

sparse, 449sparse principal component, 455

criterion, elastic net, 455SCoTLASS, 451

sparsity, 449, 457spatially white, 311spectral decomposition, 15, 16, 37sphered, sphering See also random vector and

data, 44sphericity, 60spikiness, 60sstress, 258

non-metric, 264statistical learning, 118, 184strain, 254stress, 251

classical, 251metric, 258non-metric, 264Sammon, 258

structure removal, 362sup norm, 176supervised learning, 118, 133

support vector machine, 383support vector machines, 148

testing, 118three-way scaling, 273total variance

cumulative contribution, 27proportion, 27

trace, 14norm, 39

Tracy Widom law, 58training, 118

uncorrelated, 9unsupervised learning, 118, 184

variabilitybetween-class, 121between-class sample, 123between-cluster, 216within-class, 121within-class sample, 123within-cluster, 192

variableranking, 160selection, 160

variablesderived, 67latent, 62, 69, 305latent or hidden, 224

varimax criterion, 226

Wishart, 11Wishart distribution, 469

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Data Index

abalone (d = 8,n = 4,177)2 PCA, 46, 64, 68, 1663 CCA, 1126 CA, 1917 FA, 239

assessment marks (d = 6,n = 23)8 MDS, 276

athletes (d = 12,n = 202)8 MDS, 255, 26011 PP, 370

Boston housing (d = 14,n = 506)3 CCA, 87

breast cancer (d = 30,n = 569)2 PCA, 29, 32, 43, 46, 65, 1664 DA, 137, 151, 1626 CA, 196, 2097 FA, 239

breast tumour (d = 4,751,24,481,n = 78)2 PCA, 508 MDS, 27013 FS-PCA, 436

car (d = 5,n = 392)3 CCA, 75, 797 FA, 228, 234

cereal (d = 11,n = 77)8 MDS, 264

Dow Jones returns (d = 30,n = 2,528)2 PCA, 29, 32, 1666 CA, 2117 FA, 232

exam grades (d = 5,n = 120)7 FA, 238, 244

HIV flow cytometry (d = 5,n = 10,000)1 MDD, 52 PCA, 24, 41, 1656 CA, 22012 K&MICA, 397

HRCT emphysema (d = 21,n = 262,144)13 FS-PCA, 423, 425

illicit drug market (d = 66,n = 17)1 MDD, 72 PCA, 493 CCA, 80, 84, 89, 98, 1066 CA, 2107 FA, 2308 MDS, 259, 27710 ICA, 329, 34312 K&MICA, 38813 FS-PCA, 427

income (d = 9,n = 1,000)2 PCA, 1663 CCA, 95, 102

iris (d = 4,n = 150)1 MDD, 5, 64 DA, 124, 1506 CA, 187, 19310 ICA, 327

(data bank of) kidneys (d = 264,n = 36)10 ICA, 33613 FS-PCA, 429, 430

lung cancer (d = 12,553,n = 181)13 FS-PCA, 448

ovarian cancer proteomics (d = 1,331,n = 14,053)2 PCA, 526 CA, 2138 MDS, 278, 281

PBMC flow cytometry (d = 10,n = 709,086)6 CA, 202

pitprops (d = 14,n = 180)13 FS-PCA, 451, 456

simulated data (d = 2− 50,n = 100–10,000)2 PCA, 24, 35, 165

503

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504 Data Index

4 DA, 125, 128, 130, 141, 1456 CA, 195, 2089 NG, 29610 ICA, 342, 34611 PP, 367

sound tracks (d = 2,n = 24,000)10 ICA, 308, 329

South Australian grapevine(d = 19,n = 2,062)

6 CA, 204

Swiss bank notes (d = 6,n = 200)2 PCA, 28, 30

ten cities (n = 10)8 MDS, 250, 253, 267

wine recognition (d = 13,n = 178)2 PCA, 314 DA, 134, 13912 K&MICA, 399, 409

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