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Publisher: Springer-Verlag (Total: 2573 journals)

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 Advances in Data Analysis and ClassificationJournal Prestige (SJR): 1.09 Citation Impact (citeScore): 1Number of Followers: 58      Hybrid journal (It can contain Open Access articles) ISSN (Print) 1862-5355 - ISSN (Online) 1862-5347 Published by Springer-Verlag  [2573 journals]
• A Kendall correlation coefficient between functional data
• Abstract: Abstract Measuring dependence is a very important tool to analyze pairs of functional data. The coefficients currently available to quantify association between two sets of curves show a non robust behavior under the presence of outliers. We propose a new robust numerical measure of association for bivariate functional data. We extend in this paper Kendall coefficient for finite dimensional observations to the functional setting. We also study its statistical properties. An extensive simulation study shows the good behavior of this new measure for different types of functional data. Moreover, we apply it to establish association for real data, including microarrays time series in genetics.
PubDate: 2019-12-01

• Orthogonal nonnegative matrix tri-factorization based on Tweedie
distributions
• Abstract: Abstract Orthogonal nonnegative matrix tri-factorization (ONMTF) is a biclustering method using a given nonnegative data matrix and has been applied to document-term clustering, collaborative filtering, and so on. In previously proposed ONMTF methods, it is assumed that the error distribution is normal. However, the assumption of normal distribution is not always appropriate for nonnegative data. In this paper, we propose three new ONMTF methods, which respectively employ the following error distributions: normal, Poisson, and compound Poisson. To develop the new methods, we adopt a k-means based algorithm but not a multiplicative updating algorithm, which was the main method used for obtaining estimators in previous methods. A simulation study and an application involving document-term matrices demonstrate that our method can outperform previous methods, in terms of the goodness of clustering and in the estimation of the factor matrix.
PubDate: 2019-12-01

• Robust and sparse k-means clustering for high-dimensional data
• Abstract: Abstract In real-world application scenarios, the identification of groups poses a significant challenge due to possibly occurring outliers and existing noise variables. Therefore, there is a need for a clustering method which is capable of revealing the group structure in data containing both outliers and noise variables without any pre-knowledge. In this paper, we propose a k-means-based algorithm incorporating a weighting function which leads to an automatic weight assignment for each observation. In order to cope with noise variables, a lasso-type penalty is used in an objective function adjusted by observation weights. We finally introduce a framework for selecting both the number of clusters and variables based on a modified gap statistic. The conducted experiments on simulated and real-world data demonstrate the advantage of the method to identify groups, outliers, and informative variables simultaneously.
PubDate: 2019-12-01

• A classification tree approach for the modeling of competing risks in
discrete time
• Abstract: Abstract Cause-specific hazard models are a popular tool for the analysis of competing risks data. The classical modeling approach in discrete time consists of fitting parametric multinomial logit models. A drawback of this method is that the focus is on main effects only, and that higher order interactions are hard to handle. Moreover, the resulting models contain a large number of parameters, which may cause numerical problems when estimating coefficients. To overcome these problems, a tree-based model is proposed that extends the survival tree methodology developed previously for time-to-event models with one single type of event. The performance of the method, compared with several competitors, is investigated in simulations. The usefulness of the proposed approach is demonstrated by an analysis of age-related macular degeneration among elderly people that were monitored by annual study visits.
PubDate: 2019-12-01

• Finite mixture-of-gamma distributions: estimation, inference, and
model-based clustering
• Abstract: Abstract Finite mixtures of (multivariate) Gaussian distributions have broad utility, including their usage for model-based clustering. There is increasing recognition of mixtures of asymmetric distributions as powerful alternatives to traditional mixtures of Gaussian and mixtures of t distributions. The present work contributes to that assertion by addressing some facets of estimation and inference for mixtures-of-gamma distributions, including in the context of model-based clustering. Maximum likelihood estimation of mixtures of gammas is performed using an expectation–conditional–maximization (ECM) algorithm. The Wilson–Hilferty normal approximation is employed as part of an effective starting value strategy for the ECM algorithm, as well as provides insight into an effective model-based clustering strategy. Inference regarding the appropriateness of a common-shape mixture-of-gammas distribution is motivated by theory from research on infant habituation. We provide extensive simulation results that demonstrate the strong performance of our routines as well as analyze two real data examples: an infant habituation dataset and a whole genome duplication dataset.
PubDate: 2019-12-01

• Exploration of the variability of variable selection based on distances
between bootstrap sample results
• Abstract: Abstract It is well known that variable selection in multiple regression can be unstable and that the model uncertainty can be considerable. The model uncertainty can be quantified and explored by bootstrap resampling, see Sauerbrei et al. (Biom J 57:531–555, 2015). Here approaches are introduced that use the results of bootstrap replications of the variable selection process to obtain more detailed information about the data. Analyses will be based on dissimilarities between the results of the analyses of different bootstrap samples. Dissimilarities are computed between the vector of predictions, and between the sets of selected variables. The dissimilarities are used to map the models by multidimensional scaling, to cluster them, and to construct heatplots. Clusters can point to different interpretations of the data that could arise from different selections of variables supported by different bootstrap samples. A new measure of variable selection instability is also defined. The methodology can be applied to various regression models, estimators, and variable selection methods. It will be illustrated by three real data examples, using linear regression and a Cox proportional hazards model, and model selection by AIC and BIC.
PubDate: 2019-12-01

• Convex clustering for binary data
• Abstract: Abstract We present a new clustering algorithm for multivariate binary data. The new algorithm is based on the convex relaxation of hierarchical clustering, which is achieved by considering the binomial likelihood as a natural distribution for binary data and by formulating convex clustering using a pairwise penalty on prototypes of clusters. Under convex clustering, we show that the typical $$\ell _1$$ pairwise fused penalty results in ineffective cluster formation. In an attempt to promote the clustering performance and select the relevant clustering variables, we propose the penalized maximum likelihood estimation with an $$\ell _2$$ fused penalty on the fusion parameters and an $$\ell _1$$ penalty on the loading matrix. We provide an efficient algorithm to solve the optimization by using majorization-minimization algorithm and alternative direction method of multipliers. Numerical studies confirmed its good performance and real data analysis demonstrates the practical usefulness of the proposed method.
PubDate: 2019-12-01

• Discriminant analysis for discrete variables derived from a
tree-structured graphical model
• Abstract: Abstract The purpose of this paper is to illustrate the potential use of discriminant analysis for discrete variables whose dependence structure is assumed to follow, or can be approximated by, a tree-structured graphical model. This is done by comparing its empirical performance, using estimated error rates for real and simulated data, with the well-known Naive Bayes classification rule and with linear logistic regression, both of which do not consider any interaction between variables, and with models that consider interactions like a decomposable and the saturated model. The results show that discriminant analysis based on tree-structured graphical models, a simple nonlinear method including only some of the pairwise interactions between variables, is competitive with, and sometimes superior to, other methods which assume no interactions, and has the advantage over more complex decomposable models of finding the graph structure in a fast way and exact form.
PubDate: 2019-12-01

• Bayesian shrinkage in mixture-of-experts models: identifying robust
determinants of class membership
• Abstract: Abstract A method for implicit variable selection in mixture-of-experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a normal gamma prior. The resulting model setup is used in a finite mixture of Bernoulli distributions to find homogenous clusters of women in Mozambique based on their information sources on HIV. Fully Bayesian inference is carried out via the implementation of a Gibbs sampler.
PubDate: 2019-12-01

• Supervised learning via smoothed Polya trees
• Abstract: Abstract We propose a generative classification model that extends Quadratic Discriminant Analysis (QDA) (Cox in J R Stat Soc Ser B (Methodol) 20:215–242, 1958) and Linear Discriminant Analysis (LDA) (Fisher in Ann Eugen 7:179–188, 1936; Rao in J R Stat Soc Ser B 10:159–203, 1948) to the Bayesian nonparametric setting, providing a competitor to MclustDA (Fraley and Raftery in Am Stat Assoc 97:611–631, 2002). This approach models the data distribution for each class using a multivariate Polya tree and realizes impressive results in simulations and real data analyses. The flexibility gained from further relaxing the distributional assumptions of QDA can greatly improve the ability to correctly classify new observations for models with severe deviations from parametric distributional assumptions, while still performing well when the assumptions hold. The proposed method is quite fast compared to other supervised classifiers and very simple to implement as there are no kernel tricks or initialization steps perhaps making it one of the more user-friendly approaches to supervised learning. This highlights a significant feature of the proposed methodology as suboptimal tuning can greatly hamper classification performance; e.g., SVMs fit with non-optimal kernels perform significantly worse.
PubDate: 2019-12-01

• A stable cardinality distance for topological classification
• Abstract: Abstract This work incorporates topological features via persistence diagrams to classify point cloud data arising from materials science. Persistence diagrams are multisets summarizing the connectedness and holes of given data. A new distance on the space of persistence diagrams generates relevant input features for a classification algorithm for materials science data. This distance measures the similarity of persistence diagrams using the cost of matching points and a regularization term corresponding to cardinality differences between diagrams. Establishing stability properties of this distance provides theoretical justification for the use of the distance in comparisons of such diagrams. The classification scheme succeeds in determining the crystal structure of materials on noisy and sparse data retrieved from synthetic atom probe tomography experiments.
PubDate: 2019-11-27

• Rank tests for functional data based on the epigraph, the hypograph and
associated graphical representations
• Abstract: Abstract Visualization techniques are very useful in data analysis. Their aim is to summarize information into a graph or a plot. In particular, visualization is especially interesting when one has functional data, where there is no total order between the data of a sample. Taking into account the information provided by the down–upward partial orderings based on the hypograph and the epigragh indexes, we propose new strategies to analyze graphically functional data. In particular, combining the two indexes we get an alternative way to measure centrality in a bunch of curves, so we get an alternative measure to the statistical depth. Besides, motivated by the visualization in the plane of the two measures for two functional data samples, we propose new methods for testing homogeneity between two groups of functions. The performance of the tests is evaluated through a simulation study and we have applied them to several real data sets.
PubDate: 2019-11-27

• Is-ClusterMPP: clustering algorithm through point processes and influence
space towards high-dimensional data
• Abstract: Abstract Clustering via marked point processes and influence space, Is-ClusterMPP, is a new unsupervised clustering algorithm through adaptive MCMC sampling of a marked point processes of interacting balls. The designed Gibbs energy cost function makes use of k-influence space information. It detects clusters of different shapes, sizes and unbalanced local densities. It aims at dealing also with high-dimensional datasets. By using the k-influence space, Is-ClusterMPP solves the problem of local heterogeneity in densities and prevents the impact of the global density in the detection of unbalanced classes. This concept reduces also the input values amount. The curse of dimensionality is handled by using a local subspace clustering principal embedded in a weighted similarity metric. Balls covering data points are constituting a configuration sampled from a marked point process (MPP). Due to the choice of the energy function, they tends to cover neighboring data, which share the same cluster. The statistical model of random balls is sampled through a Monte Carlo Markovian dynamical approach. The energy is balancing different goals. (1) The data driven objective function is provided according to k-influence space. Data in a high-dense region are favored to be covered by a ball. (2) An interaction part in the energy prevents the balls full overlap phenomenon and favors connected groups of balls. The algorithm through Markov dynamics, does converge towards configurations sampled from the MPP model. This algorithm has been applied in real benchmarks through gene expression data set of various sizes. Different experiments have been done to compare Is-ClusterMPP against the most well-known clustering algorithms and its efficiency is claimed.
PubDate: 2019-11-27

• Mixtures of skewed matrix variate bilinear factor analyzers
• Abstract: Abstract In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for multivariate data, there is a relative paucity in the area of matrix variate, or three-way, data. Furthermore, the few methods that are available all assume matrix variate normality, which is not always sensible if cluster skewness or excess kurtosis is present. Mixtures of bilinear factor analyzers using skewed matrix variate distributions are proposed. In all, four such mixture models are presented, based on matrix variate skew-t, generalized hyperbolic, variance-gamma, and normal inverse Gaussian distributions, respectively.
PubDate: 2019-11-21

• Sparse classification with paired covariates
• Abstract: Abstract This paper introduces the paired lasso: a generalisation of the lasso for paired covariate settings. Our aim is to predict a single response from two high-dimensional covariate sets. We assume a one-to-one correspondence between the covariate sets, with each covariate in one set forming a pair with a covariate in the other set. Paired covariates arise, for example, when two transformations of the same data are available. It is often unknown which of the two covariate sets leads to better predictions, or whether the two covariate sets complement each other. The paired lasso addresses this problem by weighting the covariates to improve the selection from the covariate sets and the covariate pairs. It thereby combines information from both covariate sets and accounts for the paired structure. We tested the paired lasso on more than 2000 classification problems with experimental genomics data, and found that for estimating sparse but predictive models, the paired lasso outperforms the standard and the adaptive lasso. The R package palasso is available from cran.
PubDate: 2019-11-15

• Editorial for issue 4/2019
• PubDate: 2019-11-09

• Gaussian parsimonious clustering models with covariates and a noise
component
• Abstract: Abstract We consider model-based clustering methods for continuous, correlated data that account for external information available in the presence of mixed-type fixed covariates by proposing the MoEClust suite of models. These models allow different subsets of covariates to influence the component weights and/or component densities by modelling the parameters of the mixture as functions of the covariates. A familiar range of constrained eigen-decomposition parameterisations of the component covariance matrices are also accommodated. This paper thus addresses the equivalent aims of including covariates in Gaussian parsimonious clustering models and incorporating parsimonious covariance structures into all special cases of the Gaussian mixture of experts framework. The MoEClust models demonstrate significant improvement from both perspectives in applications to both univariate and multivariate data sets. Novel extensions to include a uniform noise component for capturing outliers and to address initialisation of the EM algorithm, model selection, and the visualisation of results are also proposed.
PubDate: 2019-09-20

• Familywise decompositions of Pearson’s chi-square statistic in the
analysis of contingency tables
• Abstract: Abstract Pearson’s chi-square statistic is well established for testing goodness-of-fit of various hypotheses about observed frequency distributions in contingency tables. A general formula for ANOVA-like decompositions of Pearson’s statistic is given under the independence assumption along with their extensions to higher-order tables. Mathematically, it makes the terms in the partitions and orthogonality among them obvious. Practically, it enables simultaneous analyses of marginal and joint probabilities in contingency tables under a variety of hypotheses about the marginal probabilities. Specifically, this framework accommodates the specification of theoretically driven probabilities as well as the well known cases in which the marginal probabilities are fixed or estimated from the data. The former allows tests of prescribed marginal probabilities, while the latter allows tests of the associations among variables after eliminating the marginal effects. Mixtures of these two cases are also permitted. Examples are given to illustrate the tests.
PubDate: 2019-09-16

• Greedy Gaussian segmentation of multivariate time series
• Abstract: Abstract We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum likelihood problem, which can be reduced to a combinatorial optimization problem of searching over the possible breakpoints, or segment boundaries. This problem can be solved using dynamic programming, with complexity that grows with the square of the time series length. We propose a heuristic method that approximately solves the problem in linear time with respect to this length, and always yields a locally optimal choice, in the sense that no change of any one breakpoint improves the objective. Our method, which we call greedy Gaussian segmentation (GGS), easily scales to problems with vectors of dimension over 1000 and time series of arbitrary length. We discuss methods that can be used to validate such a model using data, and also to automatically choose appropriate values of the two hyperparameters in the method. Finally, we illustrate our GGS approach on financial time series and Wikipedia text data.
PubDate: 2019-09-01

• Editorial for issue 3/2019
• PubDate: 2019-08-20

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