Parsimonious Mahalanobis Kernel for the Classification of High Dimensional Data

The classification of high dimensional data with kernel methods is considered in this article. Exploit- ing the emptiness property of high dimensional spaces, a kernel based on the Mahalanobis distance is proposed. The computation of the Mahalanobis distance requires the inversion of a covariance matrix. In high dimensional spaces, the estimated covariance matrix is ill-conditioned and its inversion is unstable or impossible. Using a parsimonious statistical model, namely the High Dimensional Discriminant Analysis model, the specific signal and noise subspaces are estimated for each considered class making the inverse of the class specific covariance matrix explicit and stable, leading to the definition of a parsimonious Mahalanobis kernel. A SVM based framework is used for selecting the hyperparameters of the parsimonious Mahalanobis kernel by optimizing the so-called radius-margin bound. Experimental results on three high dimensional data sets show that the proposed kernel is suitable for classifying high dimensional data, providing better classification accuracies than the conventional Gaussian kernel

On Weighted Multivariate Sign Functions

Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while significantly improving efficiency in estimation and inference compared to unweighted multivariate sign-based methods. Using weighted signs, we demonstrate methods of robust location estimation and robust principal component analysis. We extend the scope of using robust multivariate methods to include robust sufficient dimension reduction and functional outlier detection. Several numerical studies and real data applications demonstrate the efficacy of the proposed methodology.Comment: Keywords: Multivariate sign, Principal component analysis, Data depth, Sufficient dimension reductio

Analysis of a data matrix and a graph: Metagenomic data and the phylogenetic tree

In biological experiments researchers often have information in the form of a graph that supplements observed numerical data. Incorporating the knowledge contained in these graphs into an analysis of the numerical data is an important and nontrivial task. We look at the example of metagenomic data---data from a genomic survey of the abundance of different species of bacteria in a sample. Here, the graph of interest is a phylogenetic tree depicting the interspecies relationships among the bacteria species. We illustrate that analysis of the data in a nonstandard inner-product space effectively uses this additional graphical information and produces more meaningful results.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS402 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

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.