Geometric goodness of fit measure to detect patterns in data point clouds

 

Guardado en:
Detalles Bibliográficos
Autores: Hernández Alvarado, Alberto José, Solís Chacón, Maikol, Zúñiga Rojas, Ronald Alberto
Formato: artículo preliminar
Fecha de Publicación:2019
Descripción:The curse of dimensionality is a commonly encountered problem in statistics and data analysis. Variable sensitivity analysis methods are a well studied and established set of tools designed to overcome these sorts of problems. However, as this work shows, these methods fail to capture relevant features and patterns hidden within the geometry of the enveloping manifold projected onto a variable. Here we propose an index that captures, reflects and correlates the relevance of distinct variables within a model by focusing on the geometry of their projections. We construct the 2-simplices of a Vietoris-Rips complex and then estimate the area of those objects from a data-set cloud. The analysis was made with an original R-package called TopSA, short for Topological Sensitivity Analysis. The TopSA R-package is available at the site https://github.com/maikol-solis/TopSA.
País:Kérwá
Institución:Universidad de Costa Rica
Repositorio:Kérwá
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/80729
Acceso en línea:http://jmlr.org/papers/v20/
https://hdl.handle.net/10669/80729
Palabra clave:Goodness of fit
R2
Vietoris-Rip complex
Manifolds
Area estimation