Is This Normal? A New Projection Pursuit Index to Assess a Sample Against a Multivariate Null Distribution
提出一种新的投影寻踪指标，通过高维可视化比较新样本与参考分布（如多元正态分布），并利用投影寻踪引导游览生成低维投影，突出差异最大的方向。
Many data problems contain some reference or normal conditions, upon which to compare newly collected data. This scenario occurs in data collected as part of clinical trials to detect adverse events, or for measuring climate change against historical norms. The data is typically multivariate, and often the normal ranges are specified by a multivariate normal distribution. The work presented in this paper develops methods to compare the new sample against the reference distribution with high-dimensional visualisation. It uses a projection pursuit guided tour to produce a sequence of low-dimensional projections steered towards those where the new sample is most different from the reference. A new projection pursuit index is defined for this purpose. The tour visualisation also includes drawing of the projected ellipse, which is computed analytically, corresponding to the reference distribution. The methods are implemented in the R package, tourr.