On the incommensurability phenomenon

DOI10.1007/S00357-016-9203-9MaRDI QIDQ333335zbMATH OpenOpenAlexFDO

Authors Donniell E. Fishkind, Cencheng Shen, Youngser Park, Carey E. Priebe

Publication date 28 October 2016

Published in Journal of Classification (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1301.1954

zbMATH Keywords

Hausdorff distanceprincipal components analysisGrassmannianincommensurability phenomenonProcrustes fitting

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: Suppose that two large, multi-dimensional data sets are each noisy measurements of the same underlying random process, and principle components analysis is performed separately on the data sets to reduce their dimensionality. In some circumstances it may happen that the two lower-dimensional data sets have an inordinately large Procrustean fitting-error between them. The purpose of this manuscript is to quantify this "incommensurability phenomenon." In particular, under specified conditions, the square Procrustean fitting-error of the two normalized lower-dimensional data sets is (asymptotically) a convex combination (via a correlation parameter) of the Hausdorff distance between the projection subspaces and the maximum possible value of the square Procrustean fitting-error for normalized data. We show how this gives rise to the incommensurability phenomenon, and we employ illustrative simulations as well as a real data experiment to explore how the incommensurability phenomenon may have an appreciable impact.

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Cited in

(3)

• Dimension of the singular sets of plane-fitters
• Statistical inference on random dot product graphs: a survey
• On the theory of material inhomogeneities

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