Statnote 29:discriminant analysis

Discriminant analysis (also known as discriminant function analysis or multiple discriminant analysis) is a multivariate statistical method of testing the degree to which two or more populations may overlap with each other. It was devised independently by several statisticians including Fisher, Mahalanobis, and Hotelling ). The technique has several possible applications in Microbiology. First, in a clinical microbiological setting, if two different infectious diseases were defined by a number of clinical and pathological variables, it may be useful to decide which measurements were the most effective at distinguishing between the two diseases. Second, in an environmental microbiological setting, the technique could be used to study the relationships between different populations, e.g., to what extent do the properties of soils in which the bacterium Azotobacter is found differ from those in which it is absent? Third, the method can be used as a multivariate ‘t’ test , i.e., given a number of related measurements on two groups, the analysis can provide a single test of the hypothesis that the two populations have the same means for all the variables studied. This statnote describes one of the most popular applications of discriminant analysis in identifying the descriptive variables that can distinguish between two populations.

Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.