Multivariate Approaches to Classification in Extragalactic Astronomy

Clustering objects into synthetic groups is a natural activity of any science. Astrophysics is not an exception and is now facing a deluge of data. For galaxies, the one-century old Hubble classification and the Hubble tuning fork are still largely in use, together with numerous mono-or bivariate classifications most often made by eye. However, a classification must be driven by the data, and sophisticated multivariate statistical tools are used more and more often. In this paper we review these different approaches in order to situate them in the general context of unsupervised and supervised learning. We insist on the astrophysical outcomes of these studies to show that multivariate analyses provide an obvious path toward a renewal of our classification of galaxies and are invaluable tools to investigate the physics and evolution of galaxies.Comment: Open Access paper. http://www.frontiersin.org/milky\_way\_and\_galaxies/10.3389/fspas.2015.00003/abstract\>. \<10.3389/fspas.2015.00003 \&g

Parsimonious Shifted Asymmetric Laplace Mixtures

A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting decomposed component scale matrices leads to a family of parsimonious models. An explicit two-stage parameter estimation procedure is described, and the Bayesian information criterion and the integrated completed likelihood are compared for model selection. This novel family of models is applied to real data, where it is compared to its Gaussian analogue within clustering and classification paradigms

A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering

We introduce a new factor model for log volatilities that performs dimensionality reduction and considers contributions globally through the market, and locally through cluster structure and their interactions. We do not assume a-priori the number of clusters in the data, instead using the Directed Bubble Hierarchical Tree (DBHT) algorithm to fix the number of factors. We use the factor model and a new integrated non parametric proxy to study how volatilities contribute to volatility clustering. Globally, only the market contributes to the volatility clustering. Locally for some clusters, the cluster itself contributes statistically to volatility clustering. This is significantly advantageous over other factor models, since the factors can be chosen statistically, whilst also keeping economically relevant factors. Finally, we show that the log volatility factor model explains a similar amount of memory to a Principal Components Analysis (PCA) factor model and an exploratory factor model

Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page