Iris de Fisher

Résumé

thumb|Nuage de points du jeu de données Le jeu de données Iris connu aussi sous le nom de Iris de Fisher ou Iris d'Anderson est un jeu de données multivariées présenté en 1936 par Ronald Fisher dans son papier The use of multiple measurements in taxonomic problems comme un exemple d'application de l'analyse discriminante linéaire. Les données ont été collectées par Edgar Anderson afin de quantifier les variations de morphologie des fleurs d'iris de trois espèces. Deux des trois espèces ont été collectées en Gaspésie. Le jeu de données comprend 50 échantillons de chacune des trois espèces d'iris (Iris setosa, Iris virginica et Iris versicolor). Quatre caractéristiques ont été mesurées à partir de chaque échantillon : la longueur et la largeur des sépales et des pétales, en centimètres. Sur la base de la combinaison de ces quatre variables, Fisher a élaboré un modèle d'analyse discriminante linéaire permettant de distinguer les espèces les unes des autres. Utilisation du jeu de

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https://fr.wikipedia.org/wiki/Iris_de_Fisher

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On some graph-based two-sample tests for high dimension, low sample size data

Soham Sarkar

Testing for equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been proposed in the literature, which can be used for data of arbitrary dimensions. Most of these test statistics are computed using pairwise Euclidean distances among the observations. But, due to concentration of pairwise Euclidean distances, these tests have poor performance in many high-dimensional problems. Some of them can have powers even below the nominal level when the scale-difference between two distributions dominates the location-difference. To overcome these limitations, we introduce some new dissimilarity indices and use them to modify some popular graph-based tests. These modified tests use the distance concentration phenomenon to their advantage, and as a result, they outperform the corresponding tests based on the Euclidean distance in a wide variety of examples. We establish the high-dimensional consistency of these modified tests under fairly general conditions. Analyzing several simulated as well as real data sets, we demonstrate their usefulness in high dimension, low sample size situations.

SPRINGER2020

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Popular clustering algorithms based on usual distance functions (e.g., the Euclidean distance) often suffer in high dimension, low sample size (HDLSS) situations, where concentration of pairwise distances and violation of neighborhood structure have adverse effects on their performance. In this article, we use a new data-driven dissimilarity measure, called MADD, which takes care of these problems. MADD uses the distance concentration phenomenon to its advantage, and as a result, clustering algorithms based on MADD usually perform well for high dimensional data. We establish it using theoretical as well as numerical studies. We also address the problem of estimating the number of clusters. This is a challenging problem in cluster analysis, and several algorithms are available for it. We show that many of these existing algorithms have superior performance in high dimensions when they are constructed using MADD. We also construct a new estimator based on a penalized version of the Dunn index and prove its consistency in the HDLSS asymptotic regime. Several simulated and real data sets are analyzed to demonstrate the usefulness of MADD for cluster analysis of high dimensional data.

IEEE COMPUTER SOC2020

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Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours

Soham Sarkar

Testing mutual independence among several random vectors of arbitrary dimensions is a challenging problem in Statistics, and it has gained considerable interest in recent years. In this article, we propose some nonparametric tests based on different notions of ranks of nearest neighbour. These proposed tests can be conveniently used for high dimensional data, even when the dimensions of the random vectors are larger than the sample size. We investigate the performance of these tests on several simulated and real data sets and also use them in identifying causal relationships among the random vectors. Our numerical results show that they can outperform state-of-the-art tests in a wide variety of examples.

TAYLOR & FRANCIS LTD2021

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