High-dimensional Data Samples Research Articles

Quantile-based classifiers.

Classification with small samples of high-dimensional data is important in many application areas. Quantile classifiers are distance-based classifiers that require a single parameter, regardless of the dimension, and classify observations according to a sum of weighted componentwise distances of the components of an observation to the within-class quantiles. An optimal percentage for the quantiles can be chosen by minimizing the misclassification error in the training sample. It is shown that this choice is consistent for the classification rule with the asymptotically optimal quantile and that under some assumptions, as the number of variables goes to infinity, the probability of correct classification converges to unity. The effect of skewness of the distributions of the predictor variables is discussed. The optimal quantile classifier gives low misclassification rates in a comprehensive simulation study and in a real-data application.

Human Motion Estimation Based on Low Dimensional Space Incremental Learning

This paper proposes a novel algorithm called low dimensional space incremental learning (LDSIL) to estimate the human motion in 3D from the silhouettes of human motion multiview images. The proposed algorithm takes the advantage of stochastic extremum memory adaptive searching (SEMAS) and incremental probabilistic dimension reduction model (IPDRM) to collect new high dimensional data samples. The high dimensional data samples can be selected to update the mapping from low dimensional space to high dimensional space, so that incremental learning can be achieved to estimate human motion from small amount of samples. Compared with three traditional algorithms, the proposed algorithm can make human motion estimation achieve a good performance in disambiguating silhouettes, overcoming the transient occlusion, and reducing estimation error.

An argument for mechanism-based statistical inference in cancer.

Cancer is perhaps the prototypical systems disease, and as such has been the focus of extensive study in quantitative systems biology. However, translating these programs into personalized clinical care remains elusive and incomplete. In this perspective, we argue that realizing this agenda—in particular, predicting disease phenotypes, progression and treatment response for individuals—requires going well beyond standard computational and bioinformatics tools and algorithms. It entails designing global mathematical models over network-scale configurations of genomic states and molecular concentrations, and learning the model parameters from limited available samples of high-dimensional and integrative omics data. As such, any plausible design should accommodate: biological mechanism, necessary for both feasible learning and interpretable decision making; stochasticity, to deal with uncertainty and observed variation at many scales; and a capacity for statistical inference at the patient level. This program, which requires a close, sustained collaboration between mathematicians and biologists, is illustrated in several contexts, including learning biomarkers, metabolism, cell signaling, network inference and tumorigenesis.

Outlier Analysis in Large Sample and High Dimensional Data Based on Feature Weighting

The usual method of outlier analysis is mainly analyzing the outliers according to the Anomaly Index and Variable Contribution Measurement. But in the analysis of large samples of high-dimensional data, this method is difficult. Owing to this, this paper presents a method that weight value for outliers is introduced. The features of outliers are weighted by Analytic Hierarchy Process method. Through this method, the importance of each property of outlier for data mining’s target is rationed, namely the weight number of each property is calculated. And then the correlation values, which represent the degree of relevance between outliers and data mining target, are calculated by using the weight number multiplying by the property value. After correlation values computed, we array the correlation values of outlier from high to low then outlier analysis can become more efficient. At the end of this paper, an instance is presented to demonstrate the maneuverability and feasibility of the method.

An Explicit Nonlinear Mapping for Manifold Learning

Manifold learning is a hot research topic in the held of computer science and has many applications in the real world. A main drawback of manifold learning methods is, however, that there are no explicit mappings from the input data manifold to the output embedding. This prohibits the application of manifold learning methods in many practical problems such as classification and target detection. Previously, in order to provide explicit mappings for manifold learning methods, many methods have been proposed to get an approximate explicit representation mapping with the assumption that there exists a linear projection between the high-dimensional data samples and their low-dimensional embedding. However, this linearity assumption may be too restrictive. In this paper, an explicit nonlinear mapping is proposed for manifold learning, based on the assumption that there exists a polynomial mapping between the high-dimensional data samples and their low-dimensional representations. As far as we know, this is the hrst time that an explicit nonlinear mapping for manifold learning is given. In particular, we apply this to the method of locally linear embedding and derive an explicit nonlinear manifold learning algorithm, which is named neighborhood preserving polynomial embedding. Experimental results on both synthetic and real-world data show that the proposed mapping is much more effective in preserving the local neighborhood information and the nonlinear geometry of the high-dimensional data samples than previous work.

A fast and recursive algorithm for clustering large datasets with [formula omitted]-medians

Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. A new class of recursive stochastic gradient algorithms designed for the k-medians loss criterion is proposed. By their recursive nature, these algorithms are very fast and are well adapted to deal with large samples of data that are allowed to arrive sequentially. It is proved that the stochastic gradient algorithm converges almost surely to the set of stationary points of the underlying loss criterion. A particular attention is paid to the averaged versions which are known to have better performances. A data-driven procedure that permits a fully automatic selection of the value of the descent step is also proposed. The performance of the averaged sequential estimator is compared on a simulation study, both in terms of computation speed and accuracy of the estimations, with more classical partitioning techniques such as k-means, trimmed k-means and PAM (partitioning around medoids). Finally, this new online clustering technique is illustrated on determining television audience profiles with a sample of more than 5000 individual television audiences measured every minute over a period of 24 hours.

Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm

With the progress of measurement apparatus and the development of automatic sensors it is not unusual anymore to get thousands of samples of observations taking values in high dimension spaces such as functional spaces. In such large samples of high dimensional data, outlying curves may not be uncommon and even a few individuals may corrupt simple statistical indicators such as the mean trajectory. We focus here on the estimation of the geometric median which is a direct generalization of the real median and has nice robustness properties. The geometric median being defined as the minimizer of a simple convex functional that is differentiable everywhere when the distribution has no atoms, it is possible to estimate it with online gradient algorithms. Such algorithms are very fast and can deal with large samples. Furthermore they also can be simply updated when the data arrive sequentially. We state the almost sure consistency and the L2 rates of convergence of the stochastic gradient estimator as well as the asymptotic normality of its averaged version. We get that the asymptotic distribution of the averaged version of the algorithm is the same as the classic estimators which are based on the minimization of the empirical loss function. The performances of our averaged sequential estimator, both in terms of computation speed and accuracy of the estimations, are evaluated with a small simulation study. Our approach is also illustrated on a sample of more 5000 individual television audiences measured every second over a period of 24 hours.

Applying Manifold Learning to Plotting Approximate Contour Trees

A contour tree is a powerful tool for delineating the topological evolution of isosurfaces of a single-valued function, and thus has been frequently used as a means of extracting features from volumes and their time-varying behaviors. Several sophisticated algorithms have been proposed for constructing contour trees while they often complicate the software implementation especially for higher-dimensional cases such as time-varying volumes. This paper presents a simple yet effective approach to plotting in 3D space, approximate contour trees from a set of scattered samples embedded in the high-dimensional space. Our main idea is to take advantage of manifold learning so that we can elongate the distribution of high-dimensional data samples to embed it into a low-dimensional space while respecting its local proximity of sample points. The contribution of this paper lies in the introduction of new distance metrics to manifold learning, which allows us to reformulate existing algorithms as a variant of currently available dimensionality reduction scheme. Efficient reduction of data sizes together with segmentation capability is also developed to equip our approach with a coarse-to-fine analysis even for large-scale datasets. Examples are provided to demonstrate that our proposed scheme can successfully traverse the features of volumes and their temporal behaviors through the constructed contour trees.

Fast Transformation-Invariant Component Analysis

Dimensionality reduction techniques such as principal component analysis and factor analysis are used to discover a linear mapping between high-dimensional data samples and points in a lower-dimensional subspace. Previously, Frey and Jojic introduced transformation-invariant component analysis (TCA) to learn a linear mapping, invariant to a set of known form of global transformations. However, parameter estimation in that model using the previously-proposed expectation maximization (EM) algorithm required scalar operations in the order of N2 where N is the dimensionality of each training example. This is prohibitive for many applications of interest such as modeling mid-to large-size images, where, for instance, i>N may be as high as 786432 (512×512 RGB image). In this paper, we present an efficient algorithm that reduces the computational requirements to order of NlogN. With this speedup, we show the effectiveness of transformation-invariant component analysis in various applications including tracking, learning video textures, clustering, object recognition and object detection in images. Software for TCA can be downloaded from http://www.psi.toronto.edu/fastTCA.htm