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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Tibshirani, R. Principal curves revisited. Stat Comput 2, 183–190 (1992). https://doi.org/10.1007/BF01889678
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DOI: https://doi.org/10.1007/BF01889678