The Dynamical System Approach to Multivariate Data Analysis

Trendafilov, Nickolay T. (2006). The Dynamical System Approach to Multivariate Data Analysis. Journal of Computational and Graphical Statistics, 15(3) pp. 628–650.



In this survey a number of problems arising in multivariate data analysis (MDA) are listed and reformulated as matrix fitting (e. g. least-squares, maximum likelihood, etc) constrained optimization problems
(OPs). The goal is to demonstrate that consideration and solution of these diverse MDA problems can be unified by means of the dynamical system approach. The approach transforms theMDA problems into dynamical systems on a manifold defined by the constraints of the original OP.

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