Matrix and Stimulus Sample Sizes in the Weighted MDS Model: Empirical Metric Recovery Functions

The only guidelines for sample size that exist in the multidimensional scaling (MDS) literature are a set of heuristic "rules-of-thumb" that have failed to live up to Young's (1970) goal of finding func tional relationships between sample size and metric recovery. This paper develops answers to two im portant sample-size questions in nonmetric weight ed MDS settings, both of which are extensions of work reported in MacCallum and Cornelius (1977): (1) are the sample size requirements for number of stimuli and number of matrices compensatory? and (2) what type of functional relationships exist between the number of matrices and metric recov ery ? The graphs developed to answer the second question illustrate how such functional relation ships can be defined empirically in a wide range of MDS and other complicated nonlinear models.Yeshttps://us.sagepub.com/en-us/nam/manuscript-submission-guideline

Non-Gaussian CMBR angular power spectra

In this paper we show how the prediction of CMBR angular power spectra $C_l$ in non-Gaussian theories is affected by a cosmic covariance problem, that is $(C_l,C_{l'})$ correlations impart features on any observed $C_l$ spectrum which are absent from the average $C^l$ spectrum. Therefore the average spectrum is rendered a bad observational prediction, and two new prediction strategies, better adjusted to these theories, are proposed. In one we search for hidden random indices conditional to which the theory is released from the correlations. Contact with experiment can then be made in the form of the conditional power spectra plus the random index distribution. In another approach we apply to the problem a principal component analysis. We discuss the effect of correlations on the predictivity of non-Gaussian theories. We finish by showing how correlations may be crucial in delineating the borderline between predictions made by non-Gaussian and Gaussian theories. In fact, in some particular theories, correlations may act as powerful non-Gaussianity indicators

Computationally Efficient Implementation of Convolution-based Locally Adaptive Binarization Techniques

One of the most important steps of document image processing is binarization. The computational requirements of locally adaptive binarization techniques make them unsuitable for devices with limited computing facilities. In this paper, we have presented a computationally efficient implementation of convolution based locally adaptive binarization techniques keeping the performance comparable to the original implementation. The computational complexity has been reduced from O(W2N2) to O(WN2) where WxW is the window size and NxN is the image size. Experiments over benchmark datasets show that the computation time has been reduced by 5 to 15 times depending on the window size while memory consumption remains the same with respect to the state-of-the-art algorithmic implementation

Multi-score Learning for Affect Recognition: the Case of Body Postures

An important challenge in building automatic affective state recognition systems is establishing the ground truth. When the groundtruth is not available, observers are often used to label training and testing sets. Unfortunately, inter-rater reliability between observers tends to vary from fair to moderate when dealing with naturalistic expressions. Nevertheless, the most common approach used is to label each expression with the most frequent label assigned by the observers to that expression. In this paper, we propose a general pattern recognition framework that takes into account the variability between observers for automatic affect recognition. This leads to what we term a multi-score learning problem in which a single expression is associated with multiple values representing the scores of each available emotion label. We also propose several performance measurements and pattern recognition methods for this framework, and report the experimental results obtained when testing and comparing these methods on two affective posture datasets

Adaptive Sampling for Nonlinear Dimensionality Reduction Based on Manifold Learning

We make use of the non-intrusive dimensionality reduction method Isomap in order to emulate nonlinear parametric flow problems that are governed by the Reynolds-averaged Navier-Stokes equations. Isomap is a manifold learning approach that provides a low-dimensional embedding space that is approximately isometric to the manifold that is assumed to be formed by the high-fidelity Navier-Stokes flow solutions under smooth variations of the inflow conditions. The focus of the work at hand is the adaptive construction and refinement of the Isomap emulator: We exploit the non-Euclidean Isomap metric to detect and fill up gaps in the sampling in the embedding space. The performance of the proposed manifold filling method will be illustrated by numerical experiments, where we consider nonlinear parameter-dependent steady-state Navier-Stokes flows in the transonic regime

Seriation and Multidimensional Scaling: A Data Analysis Approach to Scaling Asymmetric Proximity Matrices

A number of model-based scaling methods have been developed that apply to asymmetric proximity matrices. A flexible data analysis approach is pro posed that combines two psychometric procedures— seriation and multidimensional scaling (MDS). The method uses seriation to define an empirical order ing of the stimuli, and then uses MDS to scale the two separate triangles of the proximity matrix defined by this ordering. The MDS solution con tains directed distances, which define an "extra" dimension that would not otherwise be portrayed, because the dimension comes from relations between the two triangles rather than within triangles. The method is particularly appropriate for the analysis of proximities containing temporal information. A major difficulty is the computa tional intensity of existing seriation algorithms, which is handled by defining a nonmetric seriation algorithm that requires only one complete itera tion. The procedure is illustrated using a matrix of co-citations between recent presidents of the Psychometric Society.Yeshttps://us.sagepub.com/en-us/nam/manuscript-submission-guideline

Multivariate Small Area Estimation of Multidimensional Latent Economic Well-being Indicators

© 2019 The Authors. International Statistical Review © 2019 International Statistical Institute Factor analysis models are used in data dimensionality reduction problems where the variability among observed variables can be described through a smaller number of unobserved latent variables. This approach is often used to estimate the multidimensionality of well-being. We employ factor analysis models and use multivariate empirical best linear unbiased predictor (EBLUP) under a unit-level small area estimation approach to predict a vector of means of factor scores representing well-being for small areas. We compare this approach with the standard approach whereby we use small area estimation (univariate and multivariate) to estimate a dashboard of EBLUPs of the means of the original variables and then averaged. Our simulation study shows that the use of factor scores provides estimates with lower variability than weighted and simple averages of standardised multivariate EBLUPs and univariate EBLUPs. Moreover, we find that when the correlation in the observed data is taken into account before small area estimates are computed, multivariate modelling does not provide large improvements in the precision of the estimates over the univariate modelling. We close with an application using the European Union Statistics on Income and Living Conditions data

Sufficient Covariate, Propensity Variable and Doubly Robust Estimation

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular approach to such reduction. We address causal inference within Dawid's decision-theoretic framework, where it is essential to pay attention to sufficient covariates and their properties. We examine the role of a propensity variable in a normal linear model. We investigate both population-based and sample-based linear regressions, with adjustments for a multivariate covariate and for a propensity variable. In addition, we study the augmented inverse probability weighted estimator, involving a combination of a response model and a propensity model. In a linear regression with homoscedasticity, a propensity variable is proved to provide the same estimated causal effect as multivariate adjustment. An estimated propensity variable may, but need not, yield better precision than the true propensity variable. The augmented inverse probability weighted estimator is doubly robust and can improve precision if the propensity model is correctly specified

Exploratory fMRI analysis without spatial normalization

Author Manuscript received 2010 March 11. 21st International Conference, IPMI 2009, Williamsburg, VA, USA, July 5-10, 2009. ProceedingsWe present an exploratory method for simultaneous parcellation of multisubject fMRI data into functionally coherent areas. The method is based on a solely functional representation of the fMRI data and a hierarchical probabilistic model that accounts for both inter-subject and intra-subject forms of variability in fMRI response. We employ a Variational Bayes approximation to fit the model to the data. The resulting algorithm finds a functional parcellation of the individual brains along with a set of population-level clusters, establishing correspondence between these two levels. The model eliminates the need for spatial normalization while still enabling us to fuse data from several subjects. We demonstrate the application of our method on a visual fMRI study.McGovern Institute for Brain Research at MIT. Neurotechnology ProgramNational Science Foundation (U.S.) (CAREER Grant 0642971)National Institutes of Health (U.S.) (NIBIB NAMIC U54-EB005149)National Institutes of Health (U.S.) (NCRR NAC P41-RR13218

Statistical Tests of Group Differences in ALSCAL-Derived Subject Weights: Some Monte Carlo Results

Several techniques to test for group differences in weighted multidimensional scaling (MDS) subject weights have recently been proposed. The present study presents monte carlo results to evaluate the op erating characteristics of two of these with ALSCAL- derived subject weights. The first uses the analysis of angular variation (ANAVA) on raw subject weights. The second applies the analysis of variance (ANOVA) to the flattened subject weights generated by ALSCAL. The ANOVA on flattened weights was less affected by the presence of error and by distortions caused by ALSCAL'S normalization routine than was the ANAVA.Yeshttps://us.sagepub.com/en-us/nam/manuscript-submission-guideline