On Identifying the Optimal Number of Population Clusters via the Deviance Information Criterion

Inferring population structure using Bayesian clustering programs often requires a priori specification of the number of subpopulations, , from which the sample has been drawn. Here, we explore the utility of a common Bayesian model selection criterion, the Deviance Information Criterion (DIC), for estimating . We evaluate the accuracy of DIC, as well as other popular approaches, on datasets generated by coalescent simulations under various demographic scenarios. We find that DIC outperforms competing methods in many genetic contexts, validating its application in assessing population structure

Multilevel functional principal component analysis

The Sleep Heart Health Study (SHHS) is a comprehensive landmark study of sleep and its impacts on health outcomes. A primary metric of the SHHS is the in-home polysomnogram, which includes two electroencephalographic (EEG) channels for each subject, at two visits. The volume and importance of this data presents enormous challenges for analysis. To address these challenges, we introduce multilevel functional principal component analysis (MFPCA), a novel statistical methodology designed to extract core intra- and inter-subject geometric components of multilevel functional data. Though motivated by the SHHS, the proposed methodology is generally applicable, with potential relevance to many modern scientific studies of hierarchical or longitudinal functional outcomes. Notably, using MFPCA, we identify and quantify associations between EEG activity during sleep and adverse cardiovascular outcomes.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS206 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the use of phase of the Fourier transform for face recognition under variations in illumination

In this paper, we propose a representation of the face image based on the phase of the 2-D Fourier transform of the image to overcome the adverse effect of illumination. The phase of the Fourier transform preserves the locations of the edges of a given face image. The main problem in the use of the phase spectrum is the need for unwrapping of the phase. The problem of unwrapping is avoided by considering two functions of the phase spectrum rather than the phase directly. Each of these functions gives partial evidence of the given face image. The effect of noise is reduced by using the first few eigenvectors of the eigenanalysis on the two phase functions separately. Experimental results on combining the evidences from the two phase functions show that the proposed method provides an alternative representation of the face images for dealing with the issue of illumination in face recognition

Factor modeling for high-dimensional time series: Inference for the number of factors

This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the number of factors and the factor loadings are estimated in terms of an eigenanalysis for a nonnegative definite matrix, and is therefore applicable when the dimension of time series is on the order of a few thousands. Asymptotic properties of the proposed method are investigated under two settings: (i) the sample size goes to infinity while the dimension of time series is fixed; and (ii) both the sample size and the dimension of time series go to infinity together. In particular, our estimators for zero-eigenvalues enjoy faster convergence (or slower divergence) rates, hence making the estimation for the number of factors easier. In particular, when the sample size and the dimension of time series go to infinity together, the estimators for the eigenvalues are no longer consistent. However, our estimator for the number of the factors, which is based on the ratios of the estimated eigenvalues, still works fine. Furthermore, this estimation shows the so-called "blessing of dimensionality" property in the sense that the performance of the estimation may improve when the dimension of time series increases. A two-step procedure is investigated when the factors are of different degrees of strength. Numerical illustration with both simulated and real data is also reported.Comment: Published in at http://dx.doi.org/10.1214/12-AOS970 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market

We propose recent functional data analysis techniques to study the intra-daily volatility. In particular, the volatility extraction is based on functional principal components and the volatility prediction on functional AR(1) models. The estimation of the corresponding parameters is carried out using the functional equivalent to OLS. We apply these ideas to the empirical analysis of the IBEX35 returns observed each _ve minutes. We also analyze the performance of the proposed functional AR(1) model to predict the volatility along a given day given the information in previous days for the intra-daily volatility for the firms in the IBEX35 Madrid stocks inde

On gait as a biometric: progress and prospects

There is increasing interest in automatic recognition by gait given its unique capability to recognize people at a distance when other biometrics are obscured. Application domains are those of any noninvasive biometric, but with particular advantage in surveillance scenarios. Its recognition capability is supported by studies in other domains such as medicine (biomechanics), mathematics and psychology which also suggest that gait is unique. Further, examples of recognition by gait can be found in literature, with early reference by Shakespeare concerning recognition by the way people walk. Many of the current approaches confirm the early results that suggested gait could be used for identification, and now on much larger databases. This has been especially influenced by DARPA’s Human ID at a Distance research program with its wide scenario of data and approaches. Gait has benefited from the developments in other biometrics and has led to new insight particularly in view of covariates. Equally, gait-recognition approaches concern extraction and description of moving articulated shapes and this has wider implications than just in biometrics