Modelling structural zeros in compositional data

This analysis was stimulated by the real data analysis problem of household expenditure data. The full dataset contains expenditure data for a sample of 1224 households. The expenditure is broken down at 2 hierarchical levels: 9 major levels (e.g. housing, food, utilities etc.) and 92 minor levels. There are also 5 factors and 5 covariates at the household level. Not surprisingly, there are a small number of zeros at the major level, but many zeros at the minor level. The question is how best to model the zeros. Clearly, models that try to add a small amount to the zero terms are not appropriate in general as at least some of the zeros are clearly structural, e.g. alcohol/tobacco for households that are teetotal. The key question then is how to build suitable conditional models. For example, is the sub-composition of spending excluding alcohol/tobacco similar for teetotal and non-teetotal households? In other words, we are looking for sub-compositional independence. Also, what determines whether a household is teetotal? Can we assume that it is independent of the composition? In general, whether teetotal will clearly depend on the household level variables, so we need to be able to model this dependence. The other tricky question is that with zeros on more than one component, we need to be able to model dependence and independence of zeros on the different components. Lastly, while some zeros are structural, others may not be, for example, for expenditure on durables, it may be chance as to whether a particular household spends money on durables within the sample period. This would clearly be distinguishable if we had longitudinal data, but may still be distinguishable by looking at the distribution, on the assumption that random zeros will usually be for situations where any non-zero expenditure is not small. While this analysis is based on around economic data, the ideas carry over to many other situations, including geological data, where minerals may be missing for structural reasons (similar to alcohol), or missing because they occur only in random regions which may be missed in a sample (similar to the durables)

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completely absent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involved parts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method is introduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that the theoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approach has reasonable properties from a compositional point of view. In particular, it is “natural” in the sense that it recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in the same paper a substitution method for missing values on compositional data sets is introduced

New Features of CoDaPack. An Userfriendly Compositional Data Package

The statistical analysis of compositional data is commonly used in geological studies. As is well-known, compositions should be treated using logratios of parts, which are difficult to use correctly in standard statistical packages. In this paper we describe the new features of our freeware package, named CoDaPack, which implements most of the basic statistical methods suitable for compositional data. An example using real data is presented to illustrate the use of the package

Comparing methods for dimensionality reduction when data are density functions

Functional Data Analysis (FDA) deals with samples where a whole function is observed for each individual. A particular case of FDA is when the observed functions are density functions, that are also an example of infinite dimensional compositional data. In this work we compare several methods for dimensionality reduction for this particular type of data: functional principal components analysis (PCA) with or without a previous data transformation and multidimensional scaling (MDS) for diferent inter-densities distances, one of them taking into account the compositional nature of density functions. The difeerent methods are applied to both artificial and real data (households income distributions)

Geostatistics for constrained variables: positive data, compositions and probabilities. Applications to environmental hazard monitoring

Aquesta tesi estudia com estimar la distribució de les variables regionalitzades l'espai mostral i l'escala de les quals admeten una estructura d'espai Euclidià. Apliquem el principi del treball en coordenades: triem una base ortonormal, fem estadística sobre les coordenades de les dades, i apliquem els output a la base per tal de recuperar un resultat en el mateix espai original. Aplicant-ho a les variables regionalitzades, obtenim una aproximació única consistent, que generalitza les conegudes propietats de les tècniques de kriging a diversos espais mostrals: dades reals, positives o composicionals (vectors de components positives amb suma constant) són tractades com casos particulars. D'aquesta manera, es generalitza la geostadística lineal, i s'ofereix solucions a coneguts problemes de la no-lineal, tot adaptant la mesura i els criteris de representativitat (i.e., mitjanes) a les dades tractades. L'estimador per a dades positives coincideix amb una mitjana geomètrica ponderada, equivalent a l'estimació de la mediana, sense cap dels problemes del clàssic kriging lognormal. El cas composicional ofereix solucions equivalents, però a més permet estimar vectors de probabilitat multinomial. Amb una aproximació bayesiana preliminar, el kriging de composicions esdevé també una alternativa consistent al kriging indicador. Aquesta tècnica s'empra per estimar funcions de probabilitat de variables qualsevol, malgrat que sovint ofereix estimacions negatives, cosa que s'evita amb l'alternativa proposada. La utilitat d'aquest conjunt de tècniques es comprova estudiant la contaminació per amoníac a una estació de control automàtic de la qualitat de l'aigua de la conca de la Tordera, i es conclou que només fent servir les tècniques proposades hom pot detectar en quins instants l'amoni es transforma en amoníac en una concentració superior a la legalment permesa.

Quantifying rock fabrics: a test of autocorrelation of the spatial distribution of cristals

A novel test of spatial independence of the distribution of crystals or phases in rocks based on compositional statistics is introduced. It improves and generalizes the common joins-count statistics known from map analysis in geographic information systems. Assigning phases independently to objects in RD is modelled by a single-trial multinomial random function Z(x), where the probabilities of phases add to one and are explicitly modelled as compositions in the K-part simplex SK. Thus, apparent inconsistencies of the tests based on the conventional joins{count statistics and their possibly contradictory interpretations are avoided. In practical applications we assume that the probabilities of phases do not depend on the location but are identical everywhere in the domain of de nition. Thus, the model involves the sum of r independent identical multinomial distributed 1-trial random variables which is an r-trial multinomial distributed random variable. The probabilities of the distribution of the r counts can be considered as a composition in the Q-part simplex SQ. They span the so called Hardy-Weinberg manifold H that is proved to be a K-1-affine subspace of SQ. This is a generalisation of the well-known Hardy-Weinberg law of genetics. If the assignment of phases accounts for some kind of spatial dependence, then the r-trial probabilities do not remain on H. This suggests the use of the Aitchison distance between observed probabilities to H to test dependence. Moreover, when there is a spatial uctuation of the multinomial probabilities, the observed r-trial probabilities move on H. This shift can be used as to check for these uctuations. A practical procedure and an algorithm to perform the test have been developed. Some cases applied to simulated and real data are presented. Key words: Spatial distribution of crystals in rocks, spatial distribution of phases, joins-count statistics, multinomial distribution, Hardy-Weinberg law, Hardy-Weinberg manifold, Aitchison geometry

Compositional amalgamations and balances: a critical approach

The amalgamation operation is frequently used to reduce the number of parts of compositional data but it is a non-linear operation in the simplex with the usual geometry, the Aitchison geometry. The concept of balances between groups, a particular coordinate system designed over binary partitions of the parts, could be an alternative to the amalgamation in some cases. In this work we discuss the proper application of both concepts using a real data set corresponding to behavioral measures of pregnant sows

Scoring Methods for Ordinal Multidimensional Forced-Choice Items

In most psychological tests and questionnaires, a test score is obtained by taking the sum of the item scores. In virtually all cases where the test or questionnaire contains multidimensional forced-choice items, this traditional scoring method is also applied. We argue that the summation of scores obtained with multidimensional forced-choice items produces uninterpretable test scores. Therefore, we propose three alternative scoring methods: a weak and a strict rank preserving scoring method, which both allow an ordinal interpretation of test scores; and a ratio preserving scoring method, which allows a proportional interpretation of test scores. Each proposed scoring method yields an index for each respondent indicating the degree to which the response pattern is inconsistent. Analysis of real data showed that with respect to rank preservation, the weak and strict rank preserving method resulted in lower inconsistency indices than the traditional scoring method; with respect to ratio preservation, the ratio preserving scoring method resulted in lower inconsistency indices than the traditional scoring method

Differential epipolar constraint in mobile robot egomotion estimation

The estimation of camera egomotion is a well established problem in computer vision. Many approaches have been proposed based on both the discrete and the differential epipolar constraint. The discrete case is mainly used in self-calibrated stereoscopic systems, whereas the differential case deals with a unique moving camera. The article surveys several methods for mobile robot egomotion estimation covering more than 0.5 million samples using synthetic data. Results from real data are also given

On the way to solve lighting problems in underwater imaging

A major obstacle to processing images of the ocean floor comes from the absorption and scattering effects of the light in the aquatic environment. Due to the absorption of the natural light, underwater vehicles often require artificial light sources attached to them to provide the adequate illumination. Unfortunately, these flashlights tend to illuminate the scene in a nonuniform fashion, and, as the vehicle moves, induce shadows in the scene. For this reason, the first step towards application of standard computer vision techniques to underwater imaging requires dealing first with these lighting problems. This paper analyses and compares existing methodologies to deal with low-contrast, nonuniform illumination in underwater image sequences. The reviewed techniques include: (i) study of the illumination-reflectance model, (ii) local histogram equalization, (iii) homomorphic filtering, and, (iv) subtraction of the illumination field. Several experiments on real data have been conducted to compare the different approaches

Recovering Euclidean deformable models from stereo-motion

In this paper we present a novel structure from motion (SfM) approach able to infer 3D deformable models from uncalibrated stereo images. Using a stereo setup dramatically improves the 3D model estimation when the observed 3D shape is mostly deforming without undergoing strong rigid motion. Our approach first calibrates the stereo system automatically and then computes a single metric rigid structure for each frame. Afterwards, these 3D shapes are aligned to a reference view using a RANSAC method in order to compute the mean shape of the object and to select the subset of points on the object which have remained rigid throughout the sequence without deforming. The selected rigid points are then used to compute frame-wise shape registration and to extract the motion parameters robustly from frame to frame. Finally, all this information is used in a global optimization stage with bundle adjustment which allows to refine the frame-wise initial solution and also to recover the non-rigid 3D model. We show results on synthetic and real data that prove the performance of the proposed method even when there is no rigid motion in the original sequence

Monocular-based 3-D seafloor reconstruction and ortho-mosaicing by piecewise planar representation

Photo-mosaicing techniques have become popular for seafloor mapping in various marine science applications. However, the common methods cannot accurately map regions with high relief and topographical variations. Ortho-mosaicing borrowed from photogrammetry is an alternative technique that enables taking into account the 3-D shape of the terrain. A serious bottleneck is the volume of elevation information that needs to be estimated from the video data, fused, and processed for the generation of a composite ortho-photo that covers a relatively large seafloor area. We present a framework that combines the advantages of dense depth-map and 3-D feature estimation techniques based on visual motion cues. The main goal is to identify and reconstruct certain key terrain feature points that adequately represent the surface with minimal complexity in the form of piecewise planar patches. The proposed implementation utilizes local depth maps for feature selection, while tracking over several views enables 3-D reconstruction by bundle adjustment. Experimental results with synthetic and real data validate the effectiveness of the proposed approach

Enhanced Model Selection for motion segmentation

In this paper a novel rank estimation technique for trajectories motion segmentation within the Local Subspace Affinity (LSA) framework is presented. This technique, called Enhanced Model Selection (EMS), is based on the relationship between the estimated rank of the trajectory matrix and the affinity matrix built by LSA. The results on synthetic and real data show that without any a priori knowledge, EMS automatically provides an accurate and robust rank estimation, improving the accuracy of the final motion segmentation

SQualTrack: A Tool for Robust Fault Detection

One of the techniques used to detect faults in dynamic systems is analytical redundancy. An important difficulty in applying this technique to real systems is dealing with the uncertainties associated with the system itself and with the measurements. In this paper, this uncertainty is taken into account by the use of intervals for the parameters of the model and for the measurements. The method that is proposed in this paper checks the consistency between the system's behavior, obtained from the measurements, and the model's behavior; if they are inconsistent, then there is a fault. The problem of detecting faults is stated as a quantified real constraint satisfaction problem, which can be solved using the modal interval analysis (MIA). MIA is used because it provides powerful tools to extend the calculations over real functions to intervals. To improve the results of the detection of the faults, the simultaneous use of several sliding time windows is proposed. The result of implementing this method is semiqualitative tracking (SQualTrack), a fault-detection tool that is robust in the sense that it does not generate false alarms, i.e., if there are false alarms, they indicate either that the interval model does not represent the system adequately or that the interval measurements do not represent the true values of the variables adequately. SQualTrack is currently being used to detect faults in real processes. Some of these applications using real data have been developed within the European project advanced decision support system for chemical/petrochemical manufacturing processes and are also described in this paper

A hybrid method for sag source location in power network

The work presented in this paper belongs to the power quality knowledge area and deals with the voltage sags in power transmission and distribution systems. Propagating throughout the power network, voltage sags can cause plenty of problems for domestic and industrial loads that can financially cost a lot. To impose penalties to responsible party and to improve monitoring and mitigation strategies, sags must be located in the power network. With such a worthwhile objective, this paper comes up with a new method for associating a sag waveform with its origin in transmission and distribution networks. It solves this problem through developing hybrid methods which hire multiway principal component analysis (MPCA) as a dimension reduction tool. MPCA reexpresses sag waveforms in a new subspace just in a few scores. We train some well-known classifiers with these scores and exploit them for classification of future sags. The capabilities of the proposed method for dimension reduction and classification are examined using the real data gathered from three substations in Catalonia, Spain. The obtained classification rates certify the goodness and powerfulness of the developed hybrid methods as brand-new tools for sag classification