Title
Simplicial principal component analysis for density functions in Bayes spaces
Abstract
Probability density functions are frequently used to characterize the distributional properties of large-scale database systems. As functional compositions, densities primarily carry relative information. As such, standard methods of functional data analysis (FDA) are not appropriate for their statistical processing. The specific features of density functions are accounted for in Bayes spaces, which result from the generalization to the infinite dimensional setting of the Aitchison geometry for compositional data. The aim is to build up a concise methodology for functional principal component analysis of densities. A simplicial functional principal component analysis (SFPCA) is proposed, based on the geometry of the Bayes space B 2 of functional compositions. SFPCA is performed by exploiting the centred log-ratio transform, an isometric isomorphism between B 2 and L 2 which enables one to resort to standard FDA tools. The advantages of the proposed approach with respect to existing techniques are demonstrated using simulated data and a real-world example of population pyramids in Upper Austria.
Year
DOI
Venue
2016
10.1016/j.csda.2015.07.007
Computational Statistics & Data Analysis
Keywords
Field
DocType
Compositional data,Bayes spaces,Centred log-ratio transformation,Functional principal component analysis
Econometrics,Functional principal component analysis,Functional data analysis,Compositional data,Isomorphism,Statistics,Probability density function,Principal component analysis,Mathematics,Statistical processing,Bayes' theorem
Journal
Volume
Issue
ISSN
94
C
0167-9473
Citations 
PageRank 
References 
5
0.58
6
Authors
5
Name
Order
Citations
PageRank
Karel Hron1135.01
Alessandra Menafoglio2175.25
matthias templ3789.50
Klara Hruzová450.58
Peter Filzmoser550.58