Compositional ideas in the bayesian analysis of categorical data with application to dose finding clinical trials

Compositional random vectors are fundamental tools in the Bayesian analysis of categorical data.Many of the issues that are discussed with reference to the statistical analysis of compositionaldata have a natural counterpart in the construction of a Bayesian statistical model for categoricaldata.This note builds on the idea of cross-fertilization of the two areas recommended by Aitchison (1986)in his seminal book on compositional data. Particular emphasis is put on the problem of whatparameterization to use

Compositional ideas in the bayesian analysis of categorical data with application to dose finding clinical trials

Compositional random vectors are fundamental tools in the Bayesian analysis of categorical data. Many of the issues that are discussed with reference to the statistical analysis of compositional data have a natural counterpart in the construction of a Bayesian statistical model for categorical data. This note builds on the idea of cross-fertilization of the two areas recommended by Aitchison (1986) in his seminal book on compositional data. Particular emphasis is put on the problem of what parameterization to use

Comparing correspondence analysis and the log-ratio alternative for representing categorical data

We compare correspondance análisis to the logratio approach based on compositional data. We also compare correspondance análisis and an alternative approach using Hellinger distance, for representing categorical data in a contingency table. We propose a coefficient which globally measures the similarity between these approaches. This coefficient can be decomposed into several components, one component for each principal dimension, indicating the contribution of the dimensions to the difference between the two representations. These three methods of representation can produce quite similar results. One illustrative example is given

Compositional analysis of archaeological glasses

At CoDaWork'03 we presented work on the analysis of archaeological glass composi-tional data. Such data typically consist of geochemical compositions involving 10-12variables and approximates completely compositional data if the main component, sil-ica, is included. We suggested that what has been termed `crude' principal componentanalysis (PCA) of standardized data often identi ed interpretable pattern in the datamore readily than analyses based on log-ratio transformed data (LRA). The funda-mental problem is that, in LRA, minor oxides with high relative variation, that maynot be structure carrying, can dominate an analysis and obscure pattern associatedwith variables present at higher absolute levels. We investigate this further using sub-compositional data relating to archaeological glasses found on Israeli sites. A simplemodel for glass-making is that it is based on a `recipe' consisting of two `ingredients',sand and a source of soda. Our analysis focuses on the sub-composition of componentsassociated with the sand source. A `crude' PCA of standardized data shows two clearcompositional groups that can be interpreted in terms of di erent recipes being used atdi erent periods, reected in absolute di erences in the composition. LRA analysis canbe undertaken either by normalizing the data or de ning a `residual'. In either case,after some `tuning', these groups are recovered. The results from the normalized LRAare di erently interpreted as showing that the source of sand used to make the glassdi ered. These results are complementary. One relates to the recipe used. The otherrelates to the composition (and presumed sources) of one of the ingredients. It seemsto be axiomatic in some expositions of LRA that statistical analysis of compositionaldata should focus on relative variation via the use of ratios. Our analysis suggests thatabsolute di erences can also be informative

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed atdifferent points in time. Inherently, then, a compositional time series is a multivariatetime series with important constraints on the variables observed at any instance in time.Although this type of data frequently occurs in situations of real practical interest, atrawl through the statistical literature reveals that research in the field is very much in itsinfancy and that many theoretical and empirical issues still remain to be addressed. Anyappropriate statistical methodology for the analysis of compositional time series musttake into account the constraints which are not allowed for by the usual statisticaltechniques available for analysing multivariate time series. One general approach toanalyzing compositional time series consists in the application of an initial transform tobreak the positive and unit sum constraints, followed by the analysis of the transformedtime series using multivariate ARIMA models. In this paper we discuss the use of theadditive log-ratio, centred log-ratio and isometric log-ratio transforms. We also presentresults from an empirical study designed to explore how the selection of the initialtransform affects subsequent multivariate ARIMA modelling as well as the quality ofthe forecasts

Compositional analysis of bivariate discrete probabilities

A joint distribution of two discrete random variables with finite support can be displayed as a two way table of probabilities adding to one. Assume that this table hasn rows and m columns and all probabilities are non-null. This kind of table can beseen as an element in the simplex of n · m parts. In this context, the marginals areidentified as compositional amalgams, conditionals (rows or columns) as subcompositions. Also, simplicial perturbation appears as Bayes theorem. However, the Euclideanelements of the Aitchison geometry of the simplex can also be translated into the tableof probabilities: subspaces, orthogonal projections, distances.Two important questions are addressed: a) given a table of probabilities, which isthe nearest independent table to the initial one? b) which is the largest orthogonalprojection of a row onto a column? or, equivalently, which is the information in arow explained by a column, thus explaining the interaction? To answer these questionsthree orthogonal decompositions are presented: (1) by columns and a row-wise geometric marginal, (2) by rows and a columnwise geometric marginal, (3) by independenttwo-way tables and fully dependent tables representing row-column interaction. Animportant result is that the nearest independent table is the product of the two (rowand column)-wise geometric marginal tables. A corollary is that, in an independenttable, the geometric marginals conform with the traditional (arithmetic) marginals.These decompositions can be compared with standard log-linear models.Key words: balance, compositional data, simplex, Aitchison geometry, composition,orthonormal basis, arithmetic and geometric marginals, amalgam, dependence measure,contingency table

Comparing correspondence analysis and the log-ratio alternative for representing categorical data

We compare correspondance análisis to the logratio approach based on compositional data. We also compare correspondance análisis and an alternative approach using Hellinger distance, for representing categorical data in a contingency table. We propose a coefficient which globally measures the similarity between these approaches. This coefficient can be decomposed into several components, one component for each principal dimension, indicating the contribution of the dimensions to the difference between the two representations. These three methods of representation can produce quite similar results. One illustrative example is given

Compositional analysis of archaeological glasses

At CoDaWork'03 we presented work on the analysis of archaeological glass composi- tional data. Such data typically consist of geochemical compositions involving 10-12 variables and approximates completely compositional data if the main component, sil- ica, is included. We suggested that what has been termed `crude' principal component analysis (PCA) of standardized data often identi ed interpretable pattern in the data more readily than analyses based on log-ratio transformed data (LRA). The funda- mental problem is that, in LRA, minor oxides with high relative variation, that may not be structure carrying, can dominate an analysis and obscure pattern associated with variables present at higher absolute levels. We investigate this further using sub- compositional data relating to archaeological glasses found on Israeli sites. A simple model for glass-making is that it is based on a `recipe' consisting of two `ingredients', sand and a source of soda. Our analysis focuses on the sub-composition of components associated with the sand source. A `crude' PCA of standardized data shows two clear compositional groups that can be interpreted in terms of di erent recipes being used at di erent periods, re ected in absolute di erences in the composition. LRA analysis can be undertaken either by normalizing the data or de ning a `residual'. In either case, after some `tuning', these groups are recovered. The results from the normalized LRA are di erently interpreted as showing that the source of sand used to make the glass di ered. These results are complementary. One relates to the recipe used. The other relates to the composition (and presumed sources) of one of the ingredients. It seems to be axiomatic in some expositions of LRA that statistical analysis of compositional data should focus on relative variation via the use of ratios. Our analysis suggests that absolute di erences can also be informative

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed at different points in time. Inherently, then, a compositional time series is a multivariate time series with important constraints on the variables observed at any instance in time. Although this type of data frequently occurs in situations of real practical interest, a trawl through the statistical literature reveals that research in the field is very much in its infancy and that many theoretical and empirical issues still remain to be addressed. Any appropriate statistical methodology for the analysis of compositional time series must take into account the constraints which are not allowed for by the usual statistical techniques available for analysing multivariate time series. One general approach to analyzing compositional time series consists in the application of an initial transform to break the positive and unit sum constraints, followed by the analysis of the transformed time series using multivariate ARIMA models. In this paper we discuss the use of the additive log-ratio, centred log-ratio and isometric log-ratio transforms. We also present results from an empirical study designed to explore how the selection of the initial transform affects subsequent multivariate ARIMA modelling as well as the quality of the forecasts

Compositional analysis of bivariate discrete probabilities

A joint distribution of two discrete random variables with finite support can be displayed as a two way table of probabilities adding to one. Assume that this table has n rows and m columns and all probabilities are non-null. This kind of table can be seen as an element in the simplex of n · m parts. In this context, the marginals are identified as compositional amalgams, conditionals (rows or columns) as subcompositions. Also, simplicial perturbation appears as Bayes theorem. However, the Euclidean elements of the Aitchison geometry of the simplex can also be translated into the table of probabilities: subspaces, orthogonal projections, distances. Two important questions are addressed: a) given a table of probabilities, which is the nearest independent table to the initial one? b) which is the largest orthogonal projection of a row onto a column? or, equivalently, which is the information in a row explained by a column, thus explaining the interaction? To answer these questions three orthogonal decompositions are presented: (1) by columns and a row-wise geometric marginal, (2) by rows and a columnwise geometric marginal, (3) by independent two-way tables and fully dependent tables representing row-column interaction. An important result is that the nearest independent table is the product of the two (row and column)-wise geometric marginal tables. A corollary is that, in an independent table, the geometric marginals conform with the traditional (arithmetic) marginals. These decompositions can be compared with standard log-linear models. Key words: balance, compositional data, simplex, Aitchison geometry, composition, orthonormal basis, arithmetic and geometric marginals, amalgam, dependence measure, contingency table

Compositional analysis for an unbiased measure of soil aggregation

Soil aggregation is an index of soil structure measured by mean weight diameter (MWD) or scaling factors often interpreted as fragmentation fractal dimensions (D-f). However, the MWD provides a biased estimate of soil aggregation due to spurious correlations among aggregate-size fractions and scale-dependency. The scale-invariant D-f is based on weak assumptions to allow particle counts and sensitive to the selection of the fractal domain, and may frequently exceed a value of 3, implying that D-f is a biased estimate of aggregation. Aggregation indices based on mass may be computed without bias using compositional analysis techniques. Our objective was to elaborate compositional indices of soil aggregation and to compare them to MWD and D-f using a published dataset describing the effect of 7 cropping systems on aggregation. Six aggregate-size fractions were arranged into a sequence of D-1 balances of building blocks that portray the process of soil aggregation. Isometric log-ratios (ilrs) are scale-invariant and orthogonal log contrasts or balances that possess the Euclidean geometry necessary to compute a distance between any two aggregation states, known as the Aitchison distance (A(x,y)). Close correlations (r>0.98) were observed between MWD, D-f, and the ilr when contrasting large and small aggregate sizes. Several unbiased embedded ilrs can characterize the heterogeneous nature of soil aggregates and be related to soil properties or functions. Soil bulk density and penetrater resistance were closely related to A(x,y) with reference to bare fallow. The A(x,y) is easy to implement as unbiased index of soil aggregation using standard sieving methods and may allow comparisons between studies. (C) 2012 Elsevier B.V. All rights reserved.

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models. (c) 2008 Elsevier B.V. All rights reserved.

Regression models for grouped survival data: Estimation and sensitivity analysis

In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.

Wavelet correlation between subjects: A time-scale data driven analysis for brain mapping using fMRI

Functional magnetic resonance imaging (fMRI) based on BOLD signal has been used to indirectly measure the local neural activity induced by cognitive tasks or stimulation. Most fMRI data analysis is carried out using the general linear model (GLM), a statistical approach which predicts the changes in the observed BOLD response based on an expected hemodynamic response function (HRF). In cases when the task is cognitively complex or in cases of diseases, variations in shape and/or delay may reduce the reliability of results. A novel exploratory method using fMRI data, which attempts to discriminate between neurophysiological signals induced by the stimulation protocol from artifacts or other confounding factors, is introduced in this paper. This new method is based on the fusion between correlation analysis and the discrete wavelet transform, to identify similarities in the time course of the BOLD signal in a group of volunteers. We illustrate the usefulness of this approach by analyzing fMRI data from normal subjects presented with standardized human face pictures expressing different degrees of sadness. The results show that the proposed wavelet correlation analysis has greater statistical power than conventional GLM or time domain intersubject correlation analysis. (C) 2010 Elsevier B.V. All rights reserved.

A brief survey on online analysis of movement data

The increasing availability of mobility data and the awareness of its importance and value have been motivating many researchers to the development of models and tools for analyzing movement data. This paper presents a brief survey of significant research works about modeling, processing and visualization of data about moving objects. We identified some key research fields that will provide better features for online analysis of movement data. As result of the literature review, we suggest a generic multi-layer architecture for the development of an online analysis processing software tool, which will be used for the definition of the future work of our team.