Statistical inference based on robust low-rank data matrix approximation

DOI10.1214/13-AOS1186MaRDI QIDQ2448728zbMATH OpenFDO

Authors Xingdong Feng, Xuming He

Publication date 5 May 2014

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.6806, https://projecteuclid.org/euclid.aos/1392733185

zbMATH Keywords

hypothesis testingM estimatorsingular value decompositiontrimmed least squares

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Abstract: The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the singular value decomposition. However, the first singular values and vectors can be driven by a small number of outlying measurements. In this paper, we consider a robust alternative that moderates the effect of outliers in low-rank approximations. Under the assumption of random row effects, we provide the asymptotic representations of the robust low-rank approximation. These representations may be used in testing the adequacy of a low-rank approximation. We use oligonucleotide gene microarray data to demonstrate how robust singular value decomposition compares with the its traditional counterparts. Examples show that the robust methods often lead to a more meaningful assessment of the dimensionality of gene intensity data matrices.

Review text

Based on the authors' abstract: The singular value decomposition is widely used to approximate data matrices with lower rank matrices. \textit{X. Feng} and \textit{X. He} [Ann. Appl. Stat. 3, No. 4, 1634--1654 (2009; Zbl 1184.62182)] developed tests on dimensionality of the mean structure of a data matrix based on the singular value decomposition. However, the first singular values and vectors can be driven by a small number of outlying measurements. In this paper a robust alternative that moderates the effect of outliers in low-rank approximations is considered. The asymptotic representations of the robust low-rank approximation is provided under the assumption of random row effects. These representations may be used in testing the adequacy of a low-rank approximation. Gene microarray data are used to demonstrate how robust singular value decomposition compares with its traditional counterparts.

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Cites work

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• Statistical inference based on robust low-rank data matrix approximation
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Cited in

(7)

• Robust low-rank data matrix approximations
• Statistical inference based on robust low-rank data matrix approximation
• Robust regularized singular value decomposition with application to mortality data
• scientific article; zbMATH DE number 18873 (Why is no real title available?)
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• Robust singular value decomposition with application to video surveillance background modelling
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