Toroidal PCA via density ridges

DOI10.48550/ARXIV.2212.10856zbMATH Open1517.62018arXiv2212.10856OpenAlexW4385158536MaRDI QIDQ82001FDOQ82001

Arturo Prieto-Tirado, Arturo Prieto-Tirado, Eduardo García-Portugués

Publication date: 21 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: Principal Component Analysis (PCA) is a well-known linear dimension-reduction technique designed for Euclidean data. In a wide spectrum of applied fields, however, it is common to observe multivariate circular data (also known as toroidal data), rendering spurious the use of PCA on it due to the periodicity of its support. This paper introduces Toroidal Ridge PCA (TR-PCA), a novel construction of PCA for bivariate circular data that leverages the concept of density ridges as a flexible first principal component analog. Two reference bivariate circular distributions, the bivariate sine von Mises and the bivariate wrapped Cauchy, are employed as the distributional basis of TR-PCA. Efficient algorithms are presented to compute density ridges for these two models. A complete PCA methodology adapted to toroidal data (including scores, variance decomposition, and resolution of edge cases) is introduced and implemented in the companion R package ridgetorus. The usefulness of TR-PCA is showcased with a novel case study involving the analysis of sea currents on the coast of Santa Barbara.

Full work available at URL: https://arxiv.org/abs/2212.10856

zbMATH Keywords

dimension reductioncircular datadensity ridgestorus

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Directional data; spatial statistics (62H11) Factor analysis and principal components; correspondence analysis (62H25) Statistics on manifolds (62R30)

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Cited In (1)

• Torus principal component analysis with applications to RNA structure

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