Kurtosis-based projection pursuit for matrix-valued data




Radojičić, Una; Nordhausen, Klaus; Virta, Joni

PublisherInstitute of Mathematical Statistics

2025

 Annals of Statistics

53

6

2563

2591

0090-5364

2168-8966

DOIhttps://doi.org/10.1214/25-AOS2555

https://doi.org/10.1214/25-aos2555

http://hdl.handle.net/10138/625861

https://arxiv.org/abs/2109.04167



We develop projection pursuit for data that admit a natural representation in matrix form. For projection indices, we propose extensions of the classical kurtosis and Mardia’s multivariate kurtosis. The first index estimates projections for both sides of the matrices simultaneously, while the second index finds the two projections separately. Both indices are shown to recover the optimally separating projection for two-group Gaussian mixtures in the absence of any label information. We further establish the strong consistency of the corresponding sample estimators, as well as the asymptotic normality and high-dimensional consistency for the first estimator. Simulations and real data examples on hand-written postal codes and video data are used to demonstrate the method.



The work of UR was supported in whole by the Austrian Science Fund (FWF) [10.55776/I5799].
The work of KN and JV was supported by the Research Council of Finland (grants 335077, 347501, 353769 and 363261).
KN acknowledges prior affiliation with University of Jyväskylä, which supported the early stages of this work.


Last updated on 18/02/2026 12:28:36 PM