Nested nonnegative cone analysis

DOI10.1016/J.CSDA.2015.01.008zbMATH Open1468.62228arXiv1308.4206OpenAlexW1966391561MaRDI QIDQ1663282FDOQ1663282

J. S. Marron, Shu Lu, Lingsong Zhang

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Abstract: Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data often cause the approximation matrix leave the nonnegative cone, which leads to non-interpretable and sometimes nonsensical results. The nonnegative matrix factorization (NMF) approach overcomes this issue, however the NMF approximation matrices suffer several drawbacks: 1) the factorization may not be unique, 2) the resulting approximation matrix at a specific rank may not be unique, and 3) the subspaces spanned by the approximation matrices at different ranks may not be nested. These drawbacks will cause troubles in determining the number of components and in multi-scale (in ranks) interpretability. The NNCA approach proposed in this paper naturally generates a nested structure, and is shown to be unique at each rank. Simulations are used in this paper to illustrate the drawbacks of the traditional methods, and the usefulness of the NNCA method.

Full work available at URL: https://arxiv.org/abs/1308.4206

zbMATH Keywords

functional data analysisprincipal component analysisnonnegative matrix factorizationconstrained inferenceobject-oriented datanested learning

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10)

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Cited In (1)

• Principal component analysis in an asymmetric norm

Uses Software

• Bioconductor
• fda (R)
• gcrma

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