Distance shrinkage and Euclidean embedding via regularized kernel estimation

DOI10.1111/RSSB.12138MaRDI QIDQ5378373zbMATH OpenOpenAlexFDO

Authors Luwan Zhang, Grace Wahba, Ming Yuan

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.5009

zbMATH Keywords

embeddingEuclidean distance matrixkernelmulti-dimensional scalingregularizationshrinkagetrace norm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Genetics and epigenetics (92D10)

Abstract: Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the so-called regularized kernel estimate. We show that such an estimate can be characterized as simply applying a constant amount of shrinkage to all observed pairwise distances. This fact allows us to establish risk bounds for the estimate implying that the true distances can be estimated consistently in an average sense as the number of objects increases. In addition, such a characterization suggests an efficient algorithm to compute the distance matrix estimator, as an alternative to the usual second order cone programming known not to scale well for large problems. Numerical experiments and an application in visualizing the diversity of Vpu protein sequences from a recent HIV-1 study further demonstrate the practical merits of the proposed method.

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