Spelling suggestions: "subject:"highdimensional data"" "subject:"highdimensional mata""
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A General Framework for Multi-Resolution VisualizationYang, Jing 05 May 2005 (has links)
Multi-resolution visualization (MRV) systems are widely used for handling large amounts of information. These systems look different but they share many common features. The visualization research community lacks a general framework that summarizes the common features among the wide variety of MRV systems in order to help in MRV system design, analysis, and enhancement. This dissertation proposes such a general framework. This framework is based on the definition that a MRV system is a visualization system that visually represents perceptions in different levels of detail and allows users to interactively navigate among the representations. The visual representations of a perception are called a view. The framework is composed of two essential components: view simulation and interactive visualization. View simulation means that an MRV system simulates views of non-existing perceptions through simplification on the data structure or the graphics generation process. This is needed when the perceptions provided to the MRV system are not at the user's desired level of detail. The framework identifies classes of view simulation approaches and describes them in terms of simplification operators and operands (spaces). The simplification operators are further divided into four categories, namely sampling operators, aggregation operators, approximation operators, and generalization operators. Techniques in these categories are listed and illustrated via examples. The simplification operands (spaces) are also further divided into categories, namely data space and visualization space. How different simplification operators are applied to these spaces is also illustrated using examples. Interactive visualization means that an MRV system visually presents the views to users and allows users to interactively navigate among different views or within one view. Three types of MRV interface, namely the zoomable interface, the overview + context interface, and the focus + detail interface, are presented with examples. Common interaction tools used in MRV systems, such as zooming and panning, selection, distortion, overlap reduction, previewing, and dynamic simplification are also presented. A large amount of existing MRV systems are used as examples in this dissertation, including several MRV systems developed by the author based on the general framework. In addition, a case study that analyzes and suggests possible improvements for an existing MRV system is described. These examples and the case study reveal that the framework covers the common features of a wide variety of existing MRV systems, and helps users analyze and improve existing MRV systems as well as design new MRV systems.
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Visual Hierarchical Dimension ReductionYang, Jing 09 January 2002 (has links)
Traditional visualization techniques for multidimensional data sets, such as parallel coordinates, star glyphs, and scatterplot matrices, do not scale well to high dimensional data sets. A common approach to solve this problem is dimensionality reduction. Existing dimensionality reduction techniques, such as Principal Component Analysis, Multidimensional Scaling, and Self Organizing Maps, have serious drawbacks in that the generated low dimensional subspace has no intuitive meaning to users. In addition, little user interaction is allowed in those highly automatic processes. In this thesis, we propose a new methodology to dimensionality reduction that combines automation and user interaction for the generation of meaningful subspaces, called the visual hierarchical dimension reduction (VHDR) framework. Firstly, VHDR groups all dimensions of a data set into a dimension hierarchy. This hierarchy is then visualized using a radial space-filling hierarchy visualization tool called Sunburst. Thus users are allowed to interactively explore and modify the dimension hierarchy, and select clusters at different levels of detail for the data display. VHDR then assigns a representative dimension to each dimension cluster selected by the users. Finally, VHDR maps the high-dimensional data set into the subspace composed of these representative dimensions and displays the projected subspace. To accomplish the latter, we have designed several extensions to existing popular multidimensional display techniques, such as parallel coordinates, star glyphs, and scatterplot matrices. These displays have been enhanced to express semantics of the selected subspace, such as the context of the dimensions and dissimilarity among the individual dimensions in a cluster. We have implemented all these features and incorporated them into the XmdvTool software package, which will be released as XmdvTool Version 6.0. Lastly, we developed two case studies to show how we apply VHDR to visualize and interactively explore a high dimensional data set.
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Marginal false discovery rate approaches to inference on penalized regression modelsMiller, Ryan 01 August 2018 (has links)
Data containing large number of variables is becoming increasingly more common and sparsity inducing penalized regression methods, such the lasso, have become a popular analysis tool for these datasets due to their ability to naturally perform variable selection. However, quantifying the importance of the variables selected by these models is a difficult task. These difficulties are compounded by the tendency for the most predictive models, for example those which were chosen using procedures like cross-validation, to include substantial amounts of noise variables with no real relationship with the outcome. To address the task of performing inference on penalized regression models, this thesis proposes false discovery rate approaches for a broad class of penalized regression models. This work includes the development of an upper bound for the number of noise variables in a model, as well as local false discovery rate approaches that quantify the likelihood of each individual selection being a false discovery. These methods are applicable to a wide range of penalties, such as the lasso, elastic net, SCAD, and MCP; a wide range of models, including linear regression, generalized linear models, and Cox proportional hazards models; and are also extended to the group regression setting under the group lasso penalty. In addition to studying these methods using numerous simulation studies, the practical utility of these methods is demonstrated using real data from several high-dimensional genome wide association studies.
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High-dimensional data analysis : optimal metrics and feature selectionFrançois, Damien 10 January 2007 (has links)
High-dimensional data are everywhere: texts, sounds, spectra, images, etc. are described by thousands of attributes. However, many data analysis tools at disposal (coming from statistics, artificial intelligence, etc.) were designed for low-dimensional data. Many of the explicit or implicit assumptions made while developing the classical data analysis tools are not transposable to high-dimensional data. For instance, many tools rely on the Euclidean distance, to compare data elements. But the Euclidean distance concentrates in high-dimensional spaces: all distances between data elements seem identical. The Euclidean distance is furthermore incapable of identifying important attributes from irrelevant ones. This thesis therefore focuses the choice of a relevant distance function to compare high-dimensional data and the selection of the relevant attributes. In Part One of the thesis, the phenomenon of the concentration of the distances is considered, and its consequences on data analysis tools are studied. It is shown that for nearest neighbours search, the Euclidean distance and the Gaussian kernel, both heavily used, may not be appropriate; it is thus proposed to use Fractional metrics and Generalised Gaussian kernels. Part Two of this thesis focuses on the problem of feature selection in the case of a large number of initial features. Two methods are proposed to (1) reduce the computational burden of feature selection process and (2) cope with the instability induced by high correlation between features that often appear with high-dimensional data. Most of the concepts studied and presented in this thesis are illustrated on chemometric data, and more particularly on spectral data, with the objective of inferring a physical or chemical property of a material by analysis the spectrum of the light it reflects.
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High-dimensional data analysis : optimal metrics and feature selectionFrançois, Damien 10 January 2007 (has links)
High-dimensional data are everywhere: texts, sounds, spectra, images, etc. are described by thousands of attributes. However, many data analysis tools at disposal (coming from statistics, artificial intelligence, etc.) were designed for low-dimensional data. Many of the explicit or implicit assumptions made while developing the classical data analysis tools are not transposable to high-dimensional data. For instance, many tools rely on the Euclidean distance, to compare data elements. But the Euclidean distance concentrates in high-dimensional spaces: all distances between data elements seem identical. The Euclidean distance is furthermore incapable of identifying important attributes from irrelevant ones. This thesis therefore focuses the choice of a relevant distance function to compare high-dimensional data and the selection of the relevant attributes. In Part One of the thesis, the phenomenon of the concentration of the distances is considered, and its consequences on data analysis tools are studied. It is shown that for nearest neighbours search, the Euclidean distance and the Gaussian kernel, both heavily used, may not be appropriate; it is thus proposed to use Fractional metrics and Generalised Gaussian kernels. Part Two of this thesis focuses on the problem of feature selection in the case of a large number of initial features. Two methods are proposed to (1) reduce the computational burden of feature selection process and (2) cope with the instability induced by high correlation between features that often appear with high-dimensional data. Most of the concepts studied and presented in this thesis are illustrated on chemometric data, and more particularly on spectral data, with the objective of inferring a physical or chemical property of a material by analysis the spectrum of the light it reflects.
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Bayesian Sparse Learning for High Dimensional DataShi, Minghui January 2011 (has links)
<p>In this thesis, we develop some Bayesian sparse learning methods for high dimensional data analysis. There are two important topics that are related to the idea of sparse learning -- variable selection and factor analysis. We start with Bayesian variable selection problem in regression models. One challenge in Bayesian variable selection is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In the first part of this thesis, instead of using MCMC, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models.</p><p>Besides the Bayesian stochastic search algorithms, there is a rich literature on shrinkage and variable selection methods for high dimensional regression and classification with vector-valued parameters, such as lasso (Tibshirani, 1996) and the relevance vector machine (Tipping, 2001). Comparing with the Bayesian stochastic search algorithms, these methods does not account for model uncertainty but are more computationally efficient. In the second part of this thesis, we generalize this type of ideas to matrix valued parameters and focus on developing efficient variable selection method for multivariate regression. We propose a Bayesian shrinkage model (BSM) and an efficient algorithm for learning the associated parameters .</p><p>In the third part of this thesis, we focus on the topic of factor analysis which has been widely used in unsupervised learnings. One central problem in factor analysis is related to the determination of the number of latent factors. We propose some Bayesian model selection criteria for selecting the number of latent factors based on a graphical factor model. As it is illustrated in Chapter 4, our proposed method achieves good performance in correctly selecting the number of factors in several different settings. As for application, we implement the graphical factor model for several different purposes, such as covariance matrix estimation, latent factor regression and classification.</p> / Dissertation
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Causality and aggregation in economics: the use of high dimensional panel data in micro-econometrics and macro-econometricsKwon, Dae-Heum 15 May 2009 (has links)
This study proposes one plausible procedure to address two methodological issues,
which are common in micro- and macro- econometric analyses, for the full realization of
research potential brought by recently available high dimensional data. To address the issue of
how to infer the causal structure from empirical regularities, graphical causal models are
proposed to inductively infer causal structure from non-temporal and non-experimental data.
However, the (probabilistic) stability condition for the graphical causal models can be violated
for high dimensional data, given that close co-movements and thus near deterministic relations
are oftentimes observed among variables in high dimensional data. Aggregation methods are
proposed as one possible way to address this matter, allowing one to infer causal relationships
among disaggregated variables based on aggregated variables. Aggregation methods also are
helpful to address the issue of how to incorporate a large information set into an empirical model,
given that econometric considerations, such as degrees-of-freedom and multicollinearity, require
an economy of parameters in empirical models. However, actual aggregation requires legitimate
classifications for interpretable and consistent aggregation.
Based on the generalized condition for the consistent and interpretable aggregation
derived from aggregation theory and statistical dimensional methods, we propose plausible
methodological procedure to consistently address the two related issues of causal inference and
actual aggregation procedures. Additional issues for empirical studies of micro-economics and
macro-economics are also discussed. The proposed procedure provides an inductive guidance for
the specification issues among the direct, inverse, and mixed demand systems and an inverse
demand system, which is statistically supported, is identified for the consumer behavior of soft
drink consumption. The proposed procedure also provides ways to incorporate large information
set into an empirical model with allowing structural understanding of U.S. macro-economy, which was difficult to obtain based on the previously used factor augmented vector
autoregressive (FAVAR) framework. The empirical results suggest the plausibility of the
proposed method to incorporate large information sets into empirical studies by inductively
addressing multicollinearity problem in high dimensional data.
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Inference and Prediction for High Dimensional Data via Penalized Regression and Kernel Machine MethodsMinnier, Jessica 06 August 2012 (has links)
Analysis of high dimensional data often seeks to identify a subset of important features and assess their effects on the outcome. Furthermore, the ultimate goal is often to build a prediction model with these features that accurately assesses risk for future subjects. Such statistical challenges arise in the study of genetic associations with health outcomes. However, accurate inference and prediction with genetic information remains challenging, in part due to the complexity in the genetic architecture of human health and disease. A valuable approach for improving prediction models with a large number of potential predictors is to build a parsimonious model that includes only important variables. Regularized regression methods are useful, though often pose challenges for inference due to nonstandard limiting distributions or finite sample distributions that are difficult to approximate. In Chapter 1 we propose and theoretically justify a perturbation-resampling method to derive confidence regions and covariance estimates for marker effects estimated from regularized procedures with a general class of objective functions and concave penalties. Our methods outperform their asymptotic-based counterparts, even when effects are estimated as zero. In Chapters 2 and 3 we focus on genetic risk prediction. The difficulty in accurate risk assessment with genetic studies can in part be attributed to several potential obstacles: sparsity in marker effects, a large number of weak signals, and non-linear effects. Single marker analyses often lack power to select informative markers and typically do not account for non-linearity. One approach to gain predictive power and efficiency is to group markers based on biological knowledge such genetic pathways or gene structure. In Chapter 2 we propose and theoretically justify a multi-stage method for risk assessment that imposes a naive bayes kernel machine (KM) model to estimate gene-set specific risk models, and then aggregates information across all gene-sets by adaptively estimating gene-set weights via a regularization procedure. In Chapter 3 we extend these methods to meta-analyses by introducing sampling-based weights in the KM model. This permits building risk prediction models with multiple studies that have heterogeneous sampling schemes
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Learning the Structure of High-Dimensional Manifolds with Self-Organizing Maps for Accurate Information ExtractionZhang, Lili January 2011 (has links)
This work aims to improve the capability of accurate information extraction from high-dimensional data, with a specific neural learning paradigm, the Self-Organizing Map (SOM). The SOM is an unsupervised learning algorithm that can faithfully sense the manifold structure and support supervised learning of relevant information from the data. Yet open problems regarding SOM learning exist. We focus on the following two issues. 1. Evaluation of topology preservation. Topology preservation is essential for SOMs in faithful representation of manifold structure. However, in reality, topology violations are not unusual, especially when the data have complicated structure. Measures capable of accurately quantifying and informatively expressing topology violations are lacking. One contribution of this work is a new measure, the Weighted Differential Topographic Function (WDTF), which differentiates an existing measure, the Topographic Function (TF), and incorporates detailed data distribution as an importance weighting of violations to distinguish severe violations from insignificant ones. Another contribution is an interactive visual tool, TopoView, which facilitates the visual inspection of violations on the SOM lattice. We show the effectiveness of the combined use of the WDTF and TopoView through a simple two-dimensional data set and two hyperspectral images. 2. Learning multiple latent variables from high-dimensional data. We use an existing two-layer SOM-hybrid supervised architecture, which captures the manifold structure in its SOM hidden layer, and then, uses its output layer to perform the supervised learning of latent variables. In the customary way, the output layer only uses the strongest output of the SOM neurons. This severely limits the learning capability. We allow multiple, k, strongest responses of the SOM neurons for the supervised learning. Moreover, the fact that different latent variables can be best learned with different values of k motivates a new neural architecture, the Conjoined Twins, which extends the existing architecture with additional copies of the output layer, for preferential use of different values of k in the learning of different latent variables. We also automate the customization of k for different variables with the statistics derived from the SOM. The Conjoined Twins shows
its effectiveness in the inference of two physical parameters from Near-Infrared spectra of planetary ices.
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Algorithmically Guided Information Visualization : Explorative Approaches for High Dimensional, Mixed and Categorical Data / Algoritmiskt vägledd informationsvisualisering för högdimensionell och kategorisk dataJohansson Fernstad, Sara January 2011 (has links)
Facilitated by the technological advances of the last decades, increasing amounts of complex data are being collected within fields such as biology, chemistry and social sciences. The major challenge today is not to gather data, but to extract useful information and gain insights from it. Information visualization provides methods for visual analysis of complex data but, as the amounts of gathered data increase, the challenges of visual analysis become more complex. This thesis presents work utilizing algorithmically extracted patterns as guidance during interactive data exploration processes, employing information visualization techniques. It provides efficient analysis by taking advantage of fast pattern identification techniques as well as making use of the domain expertise of the analyst. In particular, the presented research is concerned with the issues of analysing categorical data, where the values are names without any inherent order or distance; mixed data, including a combination of categorical and numerical data; and high dimensional data, including hundreds or even thousands of variables. The contributions of the thesis include a quantification method, assigning numerical values to categorical data, which utilizes an automated method to define category similarities based on underlying data structures, and integrates relationships within numerical variables into the quantification when dealing with mixed data sets. The quantification is incorporated in an interactive analysis pipeline where it provides suggestions for numerical representations, which may interactively be adjusted by the analyst. The interactive quantification enables exploration using commonly available visualization methods for numerical data. Within the context of categorical data analysis, this thesis also contributes the first user study evaluating the performance of what are currently the two main visualization approaches for categorical data analysis. Furthermore, this thesis contributes two dimensionality reduction approaches, which aim at preserving structure while reducing dimensionality, and provide flexible and user-controlled dimensionality reduction. Through algorithmic quality metric analysis, where each metric represents a structure of interest, potentially interesting variables are extracted from the high dimensional data. The automatically identified structures are visually displayed, using various visualization methods, and act as guidance in the selection of interesting variable subsets for further analysis. The visual representations furthermore provide overview of structures within the high dimensional data set and may, through this, aid in focusing subsequent analysis, as well as enabling interactive exploration of the full high dimensional data set and selected variable subsets. The thesis also contributes the application of algorithmically guided approaches for high dimensional data exploration in the rapidly growing field of microbiology, through the design and development of a quality-guided interactive system in collaboration with microbiologists.
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