476 research outputs found
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
Scalable Inference of Customer Similarities from Interactions Data using Dirichlet Processes
Under the sociological theory of homophily, people who are similar to one
another are more likely to interact with one another. Marketers often have
access to data on interactions among customers from which, with homophily as a
guiding principle, inferences could be made about the underlying similarities.
However, larger networks face a quadratic explosion in the number of potential
interactions that need to be modeled. This scalability problem renders
probability models of social interactions computationally infeasible for all
but the smallest networks. In this paper we develop a probabilistic framework
for modeling customer interactions that is both grounded in the theory of
homophily, and is flexible enough to account for random variation in who
interacts with whom. In particular, we present a novel Bayesian nonparametric
approach, using Dirichlet processes, to moderate the scalability problems that
marketing researchers encounter when working with networked data. We find that
this framework is a powerful way to draw insights into latent similarities of
customers, and we discuss how marketers can apply these insights to
segmentation and targeting activities
Infinite von Mises-Fisher Mixture Modeling of Whole Brain fMRI Data
Cluster analysis of functional magnetic resonance imaging (fMRI) data is often performed using gaussian mixture models, but when the time series are standardized such that the data reside on a hypersphere, this modeling assumption is questionable. The consequences of ignoring the underlying spherical manifold are rarely analyzed, in part due to the computational challenges imposed by directional statistics. In this letter, we discuss a Bayesian von Mises–Fisher (vMF) mixture model for data on the unit hypersphere and present an efficient inference procedure based on collapsed Markov chain Monte Carlo sampling. Comparing the vMF and gaussian mixture models on synthetic data, we demonstrate that the vMF model has a slight advantage inferring the true underlying clustering when compared to gaussian-based models on data generated from both a mixture of vMFs and a mixture of gaussians subsequently normalized. Thus, when performing model selection, the two models are not in agreement. Analyzing multisubject whole brain resting-state fMRI data from healthy adult subjects, we find that the vMF mixture model is considerably more reliable than the gaussian mixture model when comparing solutions across models trained on different groups of subjects, and again we find that the two models disagree on the optimal number of components. The analysis indicates that the fMRI data support more than a thousand clusters, and we confirm this is not a result of overfitting by demonstrating better prediction on data from held-out subjects. Our results highlight the utility of using directional statistics to model standardized fMRI data and demonstrate that whole brain segmentation of fMRI data requires a very large number of functional units in order to adequately account for the discernible statistical patterns in the data. </jats:p
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