Subset selection in dimension reduction methods

Dimension reduction methods play an important role in multivariate statistical analysis, in particular with high-dimensional data. Linear methods can be seen as a linear mapping from the original feature space to a dimension reduction subspace. The aim is to transform the data so that the essential structure is more easily understood. However, highly correlated variables provide redundant information, whereas some other feature may be irrelevant, and we would like to identify and then discard both of them while pursuing dimension reduction. Here we propose a greedy search algorithm, which avoids the search over all possible subsets, for ranking subsets of variables based on their ability to explain variation in the dimension reduction variates.Dimension reduction methods, Linear mapping, Subset selection, Greedy search

Clustering multivariate spatial data based on local measures of spatial autocorrelation.

A growing interest in clustering spatial data is emerging in several areas, from local economic development to epidemiology, from remote sensing data to environment analyses. However, methods and procedures to face such problem are still lacking. Local measures of spatial autocorrelation aim at identifying patterns of spatial dependence within the study region. Mapping these measures provide the basic building block for identifying spatial clusters of units. If this may work satisfactorily in the univariate case, most of the real problems have a multidimensional nature. Thus, we need a clustering method based on both the multivariate data information and the spatial distribution of units. In this paper we propose a procedure for exploring and discover patterns of spatial clustering. We discuss an implementation of the popular partitioning algorithm known as K-means which incorporates the spatial structure of the data through the use of local measures of spatial autocorrelation. An example based on a set of variables related to the labour market of the Italian region Umbria is presented and deeply discussed.

Nonparametric Kernel Smoothing Methods. The sm library in Xlisp-Stat

In this paper we describe the Xlisp-Stat version of the sm library, a software for applying nonparametric kernel smoothing methods. The original version of the sm library was written by Bowman and Azzalini in S-Plus, and it is documented in their book Applied Smoothing Techniques for Data Analysis (1997). This is also the main reference for a complete description of the statistical methods implemented. The sm library provides kernel smoothing methods for obtaining nonparametric estimates of density functions and regression curves for different data structures. Smoothing techniques may be employed as a descriptive graphical tool for exploratory data analysis. Furthermore, they can also serve for inferential purposes as, for instance, when a nonparametric estimate is used for checking a proposed parametric model. The Xlisp-Stat version includes some extensions to the original sm library, mainly in the area of local likelihood estimation for generalized linear models. The Xlisp-Stat version of the sm library has been written following an object-oriented approach. This should allow experienced Xlisp-Stat users to implement easily their own methods and new research ideas into the built-in prototypes