Outlier detection with partial information:Application to emergency mapping

This paper, addresses the problem of novelty detection in the case that the observed data is a mixture of a known 'background' process contaminated with an unknown other process, which generates the outliers, or novel observations. The framework we describe here is quite general, employing univariate classification with incomplete information, based on knowledge of the distribution (the 'probability density function', 'pdf') of the data generated by the 'background' process. The relative proportion of this 'background' component (the 'prior' 'background' 'probability), the 'pdf' and the 'prior' probabilities of all other components are all assumed unknown. The main contribution is a new classification scheme that identifies the maximum proportion of observed data following the known 'background' distribution. The method exploits the Kolmogorov-Smirnov test to estimate the proportions, and afterwards data are Bayes optimally separated. Results, demonstrated with synthetic data, show that this approach can produce more reliable results than a standard novelty detection scheme. The classification algorithm is then applied to the problem of identifying outliers in the SIC2004 data set, in order to detect the radioactive release simulated in the 'oker' data set. We propose this method as a reliable means of novelty detection in the emergency situation which can also be used to identify outliers prior to the application of a more general automatic mapping algorithm. © Springer-Verlag 2007.

Graphical modelling for brain connectivity via partial coherence

Spectral and coherence methodologies are ubiquitous for the analysis of multiple time series. Partial coherence analysis may be used to try to determine graphical models for brain functional connectivity. The outcome of such an analysis may be considerably influenced by factors such as the degree of spectral smoothing, line and interference removal, matrix inversion stabilization and the suppression of effects caused by side-lobe leakage, the combination of results from different epochs and people, and multiple hypothesis testing. This paper examines each of these steps in turn and provides a possible path which produces relatively ‘clean’ connectivity plots. In particular we show how spectral matrix diagonal up-weighting can simultaneously stabilize spectral matrix inversion and reduce effects caused by side-lobe leakage, and use the stepdown multiple hypothesis test procedure to help formulate an interaction strength.

Response-based segmentation using Finite Mixture Partial Least Squares: theoretical foundations and an application to American Customer Satisfaction Index Data

When applying multivariate analysis techniques in information systems and social science disciplines, such as management information systems (MIS) and marketing, the assumption that the empirical data originate from a single homogeneous population is often unrealistic. When applying a causal modeling approach, such as partial least squares (PLS) path modeling, segmentation is a key issue in coping with the problem of heterogeneity in estimated cause-and-effect relationships. This chapter presents a new PLS path modeling approach which classifies units on the basis of the heterogeneity of the estimates in the inner model. If unobserved heterogeneity significantly affects the estimated path model relationships on the aggregate data level, the methodology will allow homogenous groups of observations to be created that exhibit distinctive path model estimates. The approach will, thus, provide differentiated analytical outcomes that permit more precise interpretations of each segment formed. An application on a large data set in an example of the American customer satisfaction index (ACSI) substantiates the methodology’s effectiveness in evaluating PLS path modeling results.