Visualization of Data by Method of Elastic Maps and Its Applications in Genomics, Economics and Sociology

Technology of data visualization and data modeling is suggested. The basic of the technology is original idea of elastic net and methods of its construction and application. A short review of relevant methods has been made. The methods proposed are illustrated by applying them to the real economical, sociological and biological datasets and to some model data distributions. The basic of the technology is original idea of elastic net - regular point approximation of some manifold that is put into the multidimensional space and has in a certain sense minimal energy. This manifold is an analogue of principal surface and serves as non-linear screen on what multidimensional data are projected. Remarkable feature of the technology is its ability to work with and to fill gaps in data tables. Gaps are unknown or unreliable values of some features. It gives a possibility to predict plausibly values of unknown features by values of other ones. So it provides technology of constructing different prognosis systems and non-linear regressions. The technology can be used by specialists in different fields. There are several examples of applying the method presented in the end of this paper

Interactive analysis of high-dimensional association structures with graphical models

Graphical chain models are a capable tool for analyzing multivariate data. However, their practical use may still be cumbersome in some respect since fitting the model requires the application of an intensive selection strategy based on the calculation of an enormous number of different regressions. In this paper, we present a computer system especially designed for the calculation of graphical chain models which is not only planned to automatically carry out the model search but also to visualize the corresponding graph at each stage of the model fit on request by the user. It additionally allows to modify the graph and the model fit interactively

Random template banks and relaxed lattice coverings

Template-based searches for gravitational waves are often limited by the computational cost associated with searching large parameter spaces. The study of efficient template banks, in the sense of using the smallest number of templates, is therefore of great practical interest. The "traditional" approach to template-bank construction requires every point in parameter space to be covered by at least one template, which rapidly becomes inefficient at higher dimensions. Here we study an alternative approach, where any point in parameter space is covered only with a given probability < 1. We find that by giving up complete coverage in this way, large reductions in the number of templates are possible, especially at higher dimensions. The prime examples studied here are "random template banks", in which templates are placed randomly with uniform probability over the parameter space. In addition to its obvious simplicity, this method turns out to be surprisingly efficient. We analyze the statistical properties of such random template banks, and compare their efficiency to traditional lattice coverings. We further study "relaxed" lattice coverings (using Zn and An* lattices), which similarly cover any signal location only with probability < 1. The relaxed An* lattice is found to yield the most efficient template banks at low dimensions (n < 10), while random template banks increasingly outperform any other method at higher dimensions.Comment: 13 pages, 10 figures, submitted to PR

Calibrated Weighting for Small Area Estimation

Calibrated weighting methods for estimation of survey population characteristics are widely used. At the same time, model-based prediction methods for estimation of small area or domain characteristics are becoming increasingly popular. This paper explores weighting methods based on the mixed models that underpin small area estimates to see whether they can deliver equivalent small area estimation performance when compared with standard prediction methods and superior population level estimation performance when compared with standard calibrated weighting methods. A simple MSE estimator for weighted small area estimation is also developed

A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty

Typically, when conducting econometric forecasting, estimation is carried out on a forecasting model that is built upon some assumed economic structure. However, such techniques cannot avoid running into the possibility of misspecification, which will occur should there be some error in the assumptions underlying this economic structure. In this paper, in which we concentrate upon inflation forecasting, we present a method of hitting every vector autoregression (VAR) and forecasting under model uncertainty (HEVAR/FMU) that stresses statistical relationships among time-series data, and that makes no structural assumptions, other than to set up the underlying variables. Use of this HEVAR/FMU, in addition to establishing a more objective setting and enabling us to produce forecasts that take uncertainty into account, gives better results when forecasting qualitative movements in inflation. Therefore, we can state that the HEVAR/FMU can also play a valuable role in providing a cross-check for forecasts produced using such structural-type models.