192 research outputs found

    Multiple Correspondence Analysis & the Multilogit Bilinear Model

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    Multiple Correspondence Analysis (MCA) is a dimension reduction method which plays a large role in the analysis of tables with categorical nominal variables such as survey data. Though it is usually motivated and derived using geometric considerations, in fact we prove that it amounts to a single proximal Newtown step of a natural bilinear exponential family model for categorical data the multinomial logit bilinear model. We compare and contrast the behavior of MCA with that of the model on simulations and discuss new insights on the properties of both exploratory multivariate methods and their cognate models. One main conclusion is that we could recommend to approximate the multilogit model parameters using MCA. Indeed, estimating the parameters of the model is not a trivial task whereas MCA has the great advantage of being easily solved by singular value decomposition and scalable to large data

    Bayesian dimensionality reduction with PCA using penalized semi-integrated likelihood

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    We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise that there does not exist a coherent asymptotic framework which would justify different approaches depending on the actual size of the data set. In this paper we address this issue by presenting an approximate Bayesian approach based on Laplace approximation and introducing a general method for building the model selection criteria, called PEnalized SEmi-integrated Likelihood (PESEL). Our general framework encompasses a variety of existing approaches based on probabilistic models, like e.g. Bayesian Information Criterion for the Probabilistic PCA (PPCA), and allows for construction of new criteria, depending on the size of the data set at hand. Specifically, we define PESEL when the number of variables substantially exceeds the number of observations. We also report results of extensive simulation studies and real data analysis, which illustrate good properties of our proposed criteria as compared to the state-of- the-art methods and very recent proposals. Specifially, these simulations show that PESEL based criteria can be quite robust against deviations from the probabilistic model assumptions. Selected PESEL based criteria for the estimation of the number of principal components are implemented in R package varclust, which is available on github (https://github.com/psobczyk/varclust).Comment: 31 pages, 7 figure

    Multiple imputation for continuous variables using a Bayesian principal component analysis

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    We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the PCA model. Using a simulation study and real data sets, the method is compared to two classical approaches: multiple imputation based on joint modelling and on fully conditional modelling. Contrary to the others, the proposed method can be easily used on data sets where the number of individuals is less than the number of variables and when the variables are highly correlated. In addition, it provides unbiased point estimates of quantities of interest, such as an expectation, a regression coefficient or a correlation coefficient, with a smaller mean squared error. Furthermore, the widths of the confidence intervals built for the quantities of interest are often smaller whilst ensuring a valid coverage.Comment: 16 page

    FactoMineR: An R Package for Multivariate Analysis

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    In this article, we present FactoMineR an R package dedicated to multivariate data analysis. The main features of this package is the possibility to take into account different types of variables (quantitative or categorical), different types of structure on the data (a partition on the variables, a hierarchy on the variables, a partition on the individuals) and finally supplementary information (supplementary individuals and variables). Moreover, the dimensions issued from the different exploratory data analyses can be automatically described by quantitative and/or categorical variables. Numerous graphics are also available with various options. Finally, a graphical user interface is implemented within the Rcmdr environment in order to propose an user friendly package.
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