Analyzing the dependence structure of microarray data: a copula–based approach

The main aim of this Ph.D. dissertation is the study of clustering dependent data by means of copula functions with particular emphasis on microarray data. Copula functions are a popular multivariate modeling tool in each field where the multivariate dependence is of great interest and their use in clustering has not been still investigated. The first part of this work contains the review of the literature of clustering methods, copula functions and microarray experiments. The attention focuses on the K–means (Hartigan, 1975; Hartigan and Wong, 1979), the hierarchical (Everitt, 1974) and the model–based (Fraley and Raftery, 1998, 1999, 2000, 2007) clustering techniques because their performance is compared. Then, the probabilistic interpretation of the Sklar’s theorem (Sklar’s, 1959), the estimation methods for copulas like the Inference for Margins (Joe and Xu, 1996) and the Archimedean and Elliptical copula families are presented. In the end, applications of clustering methods and copulas to the genetic and microarray experiments are highlighted. The second part contains the original contribution proposed. A simulation study is performed in order to evaluate the performance of the K–means and the hierarchical bottom–up clustering methods in identifying clusters according to the dependence structure of the data generating process. Different simulations are performed by varying different conditions (e.g., the kind of margins (distinct, overlapping and nested) and the value of the dependence parameter ) and the results are evaluated by means of different measures of performance. In light of the simulation results and of the limits of the two investigated clustering methods, a new clustering algorithm based on copula functions (‘CoClust’ in brief) is proposed. The basic idea, the iterative procedure of the CoClust and the description of the written R functions with their output are given. The CoClust algorithm is tested on simulated data (by varying the number of clusters, the copula models, the dependence parameter value and the degree of overlap of margins) and is compared with the performance of model–based clustering by using different measures of performance, like the percentage of well–identified number of clusters and the not rejection percentage of H0 on . It is shown that the CoClust algorithm allows to overcome all observed limits of the other investigated clustering techniques and is able to identify clusters according to the dependence structure of the data independently of the degree of overlap of margins and the strength of the dependence. The CoClust uses a criterion based on the maximized log–likelihood function of the copula and can virtually account for any possible dependence relationship between observations. Many peculiar characteristics are shown for the CoClust, e.g. its capability of identifying the true number of clusters and the fact that it does not require a starting classification. Finally, the CoClust algorithm is applied to the real microarray data of Hedenfalk et al. (2001) both to the gene expressions observed in three different cancer samples and to the columns (tumor samples) of the whole data matrix.

Classification algorithms for Intelligent Transport Systems

Intelligent Transport Systems (ITS) consists in the application of ICT to transport to offer new and improved services to the mobility of people and freights. While using ITS, travellers produce large quantities of data that can be collected and analysed to study their behaviour and to provide information to decision makers and planners. The thesis proposes innovative deployments of classification algorithms for Intelligent Transport System with the aim to support the decisions on traffic rerouting, bus transport demand and behaviour of two wheelers vehicles. The first part of this work provides an overview and a classification of a selection of clustering algorithms that can be implemented for the analysis of ITS data. The first contribution of this thesis is an innovative use of the agglomerative hierarchical clustering algorithm to classify similar travels in terms of their origin and destination, together with the proposal for a methodology to analyse drivers’ route choice behaviour using GPS coordinates and optimal alternatives. The clusters of repetitive travels made by a sample of drivers are then analysed to compare observed route choices to the modelled alternatives. The results of the analysis show that drivers select routes that are more reliable but that are more expensive in terms of travel time. Successively, different types of users of a service that provides information on the real time arrivals of bus at stop are classified using Support Vector Machines. The results shows that the results of the classification of different types of bus transport users can be used to update or complement the census on bus transport flows. Finally, the problem of the classification of accidents made by two wheelers vehicles is presented together with possible future application of clustering methodologies aimed at identifying and classifying the different types of accidents.