Applications of matrix decompositions in Survo R

来源 :The 24th International Workshop on Matrices and Statistics(第 | 被引量 : 0次 | 上传用户:dl612
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  Matrix computations form a core for many of the traditional multivariate statistical methods. Especially the matrix decompositions, such as singular value decomposition, have turned out to be very useful also from the application point of view. Principal components analysis is one example. Quite recently it has been demonstrated how exploratory factor analysis can be considered as specific data matrix decomposition with fixed unknown matrix parameters. In this so called direct factor analysis approach all model unknowns including common and unique factor scores are estimated simultaneously by minimizing a specific object function with an alternating least squares (ALS) algorithm utilizing singular value decomposition (SVD) of data matrices. Such technique also allows performing factor analysis in cases with more variables than observations. Other useful matrix decompositions for the pragmatic data-analyses are the CUR decompositions, in which a low-rank matrix approximation is based on a small number of actual columns of the data matrix. The utility of this approach is that the interpretations of the results of an application are straightforward. Practical application of such techniques requires appropriate tools for the analyses. We demonstrate the methods and their implementation using the Survo R system that allows to freely mix natural language and computation schemes in so called editorial environment.
其他文献
  In this talk we consider the problem of testing (a) sphericity and (b) intraclass covariance structure under a Growth Curve model. The maximum likelihood es
会议
  With a history of more than 3000 years, magic squares still are mysterious in various aspects. We in this paper give a comprehensive review and study on cla
会议
  Our motivation in this talk is the 13th-century Anxi iron-plate doubly-classic 6x6 bordered magic square discussed by Kai-Tai Fang at the 22nd International
会议
  The R2 statistic in fixed-effects regression settings is routinely interpreted as a measure of proportion of variability explained by the model. Because R2
会议
  I will reflect on selected experiences with Simo Puntanen concentrating especially on the scientific adventures we have shared around the globe during the l
会议
  Low response rate characterizes nowadays sample surveys. Furthermore, the resulting response set is biased. Special adjustment methods are needed to reduce
会议
  My recent book Antieigenvalue Analysis , World-Scientific, 2012, presented the theory of antieigenvalues from its inception in 1966 up to 2010, and its appl
会议
  This is what I try to figure out in this talk.
会议
  Infections during pregnancy will increase womens risk of serious consequences. People have started to study the cohorts with safety data for vaccination dur
会议
  Model predictive control is a widely used industrial technique to deal with trajectory tracking problems in many process industry applications, as well as i