Improved Algorithm and Bounds for Successive Projection
This work addresses a specific computational geometry problem for data analysis, offering incremental improvements over an existing method.
The paper tackles the problem of vertex hunting in noisy simplex data by proposing pseudo-point SPA (pp-SPA), which improves upon the successive projection algorithm (SPA) with faster error rates and better numerical performance under strong noise or outliers.
Given a $K$-vertex simplex in a $d$-dimensional space, suppose we measure $n$ points on the simplex with noise (hence, some of the observed points fall outside the simplex). Vertex hunting is the problem of estimating the $K$ vertices of the simplex. A popular vertex hunting algorithm is successive projection algorithm (SPA). However, SPA is observed to perform unsatisfactorily under strong noise or outliers. We propose pseudo-point SPA (pp-SPA). It uses a projection step and a denoise step to generate pseudo-points and feed them into SPA for vertex hunting. We derive error bounds for pp-SPA, leveraging on extreme value theory of (possibly) high-dimensional random vectors. The results suggest that pp-SPA has faster rates and better numerical performances than SPA. Our analysis includes an improved non-asymptotic bound for the original SPA, which is of independent interest.