Principal Moment Analysis
Statistics Theory
2020-03-10 v1 Statistics Theory
Abstract
Principal Moment Analysis is a method designed for dimension reduction, analysis and visualization of high dimensional multivariate data. It generalizes Principal Component Analysis and allows for significant statistical modeling flexibility, when approximating an unknown underlying probability distribution, by enabling direct analysis of general approximate measures. Through https://principalmomentanalysis.github.io/ we provide an implementation, together with a graphical user interface, of a simplex based version of Principal Moment Analysis.
Keywords
Cite
@article{arxiv.2003.04208,
title = {Principal Moment Analysis},
author = {Magnus Fontes and Rasmus Henningsson},
journal= {arXiv preprint arXiv:2003.04208},
year = {2020}
}
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10 pages, 0 figures