An Object-Oriented Framework for Robust Multivariate Analysis

Taking advantage of the S4 class system of the programming environment R, which facilitates the creation and maintenance of reusable and modular components, an object-oriented framework for robust multivariate analysis was developed. The framework resides in the packages robustbase and rrcov and includes an almost complete set of algorithms for computing robust multivariate location and scatter, various robust methods for principal component analysis as well as robust linear and quadratic discriminant analysis. The design of these methods follows common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering. The application of the framework to data analysis as well as possible extensions by the development of new methods is demonstrated on examples which themselves are part of the package rrcov.

Fast DD-classification of functional data

A fast nonparametric procedure for classifying functional data is introduced. It consists of a two-step transformation of the original data plus a classifier operating on a low-dimensional hypercube. The functional data are first mapped into a finite-dimensional location-slope space and then transformed by a multivariate depth function into the $DD$-plot, which is a subset of the unit hypercube. This transformation yields a new notion of depth for functional data. Three alternative depth functions are employed for this, as well as two rules for the final classification on $[0,1]^q$. The resulting classifier has to be cross-validated over a small range of parameters only, which is restricted by a Vapnik-Cervonenkis bound. The entire methodology does not involve smoothing techniques, is completely nonparametric and allows to achieve Bayes optimality under standard distributional settings. It is robust, efficiently computable, and has been implemented in an R environment. Applicability of the new approach is demonstrated by simulations as well as a benchmark study

Mental state estimation for brain-computer interfaces

Mental state estimation is potentially useful for the development of asynchronous brain-computer interfaces. In this study, four mental states have been identified and decoded from the electrocorticograms (ECoGs) of six epileptic patients, engaged in a memory reach task. A novel signal analysis technique has been applied to high-dimensional, statistically sparse ECoGs recorded by a large number of electrodes. The strength of the proposed technique lies in its ability to jointly extract spatial and temporal patterns, responsible for encoding mental state differences. As such, the technique offers a systematic way of analyzing the spatiotemporal aspects of brain information processing and may be applicable to a wide range of spatiotemporal neurophysiological signals