Torus Probabilistic Principal Component Analysis

Fuente: arXiv
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Auteurs principaux: Nodehi, Anahita, Golalizadeh, Mousa, Maadooliat, Mehdi, Agostinelli, Claudio
Format: Preprint
Publié: 2020
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author Nodehi, Anahita
Golalizadeh, Mousa
Maadooliat, Mehdi
Agostinelli, Claudio
author_facet Nodehi, Anahita
Golalizadeh, Mousa
Maadooliat, Mehdi
Agostinelli, Claudio
contents Analyzing data in non-Euclidean spaces, such as bioinformatics, biology, and geology, where variables represent directions or angles, poses unique challenges. This type of data is known as circular data in univariate cases and can be termed spherical or toroidal in multivariate contexts. In this paper, we introduce a novel extension of Probabilistic Principal Component Analysis (PPCA) designed for toroidal (or torus) data, termed Torus Probabilistic PCA (TPPCA). We provide detailed algorithms for implementing TPPCA and demonstrate its applicability to torus data. To assess the efficacy of TPPCA, we perform comparative analyses using a simulation study and three real datasets. Our findings highlight the advantages and limitations of TPPCA in handling torus data. Furthermore, we propose statistical tests based on likelihood ratio statistics to determine the optimal number of components, enhancing the practical utility of TPPCA for real-world applications.
format Preprint
id arxiv_https___arxiv_org_abs_2008_10725
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Torus Probabilistic Principal Component Analysis
Nodehi, Anahita
Golalizadeh, Mousa
Maadooliat, Mehdi
Agostinelli, Claudio
Applications
Analyzing data in non-Euclidean spaces, such as bioinformatics, biology, and geology, where variables represent directions or angles, poses unique challenges. This type of data is known as circular data in univariate cases and can be termed spherical or toroidal in multivariate contexts. In this paper, we introduce a novel extension of Probabilistic Principal Component Analysis (PPCA) designed for toroidal (or torus) data, termed Torus Probabilistic PCA (TPPCA). We provide detailed algorithms for implementing TPPCA and demonstrate its applicability to torus data. To assess the efficacy of TPPCA, we perform comparative analyses using a simulation study and three real datasets. Our findings highlight the advantages and limitations of TPPCA in handling torus data. Furthermore, we propose statistical tests based on likelihood ratio statistics to determine the optimal number of components, enhancing the practical utility of TPPCA for real-world applications.
title Torus Probabilistic Principal Component Analysis
topic Applications
url https://arxiv.org/abs/2008.10725