Wiley Interdisciplinary Reviews: Computational Statistics 

About: Wiley Interdisciplinary Reviews: Computational Statistics is an academic journal published by Wiley-Blackwell. The journal publishes majorly in the area(s): Markov chain Monte Carlo & Nonparametric statistics. It has an ISSN identifier of 1939-0068. Over the lifetime, 463 publications have been published receiving 22165 citations. The journal is also known as: Computational statistics.

Principal component analysis

Abstract: Principal component analysis PCA is a multivariate technique that analyzes a data table in which observations are described by several inter-correlated quantitative dependent variables. Its goal is to extract the important information from the table, to represent it as a set of new orthogonal variables called principal components, and to display the pattern of similarity of the observations and of the variables as points in maps. The quality of the PCA model can be evaluated using cross-validation techniques such as the bootstrap and the jackknife. PCA can be generalized as correspondence analysis CA in order to handle qualitative variables and as multiple factor analysis MFA in order to handle heterogeneous sets of variables. Mathematically, PCA depends upon the eigen-decomposition of positive semi-definite matrices and upon the singular value decomposition SVD of rectangular matrices. Copyright © 2010 John Wiley & Sons, Inc.

Response surface methodology

Abstract: The purpose of this article is to provide a survey of the various stages in the development of response surface methodology RSM. The coverage of these stages is organized in three parts that describe the evolution of RSM since its introduction in the early 1950s. Part I covers the period, 1951-1975, during which the so-called classical RSM was developed. This includes a review of basic experimental designs for fitting linear response surface models, in addition to a description of methods for the determination of optimum operating conditions. Part II, which covers the period, 1976-1999, discusses more recent modeling techniques in RSM, in addition to a coverage of Taguchi's robust parameter design and its response surface alternative approach. Part III provides a coverage of further extensions and research directions in modern RSM. This includes discussions concerning response surface models with random effects, generalized linear models, and graphical techniques for comparing response surface designs. Copyright © 2010 John Wiley & Sons, Inc.

Partial least squares regression and projection on latent structure regression (PLS Regression)

Abstract: Partial least squares (PLS) regression (a.k.a. projection on latent structures) is a recent technique that combines features from and generalizes principal component analysis (PCA) and multiple linear regression. Its goal is to predict a set of dependent variables from a set of independent variables or predictors. This prediction is achieved by extracting from the predictors a set of orthogonal factors called latent variables which have the best predictive power. These latent variables can be used to create displays akin to PCA displays. The quality of the prediction obtained from a PLS regression model is evaluated with cross-validation techniques such as the bootstrap and jackknife. There are two main variants of PLS regression: The most common one separates the roles of dependent and independent variables; the second one—used mostly to analyze brain imaging data—gives the same roles to dependent and independent variables. Copyright © 2010 John Wiley & Sons, Inc. For further resources related to this article, please visit the WIREs website.

The Comprehensive R Archive Network

Abstract: The Comprehensive R Archive Network CRAN is a network of sites acting as the primary web service distributing R sources and binaries, extension packages, and documentation. We discuss this function...

Fuzzy set theory

Abstract: Since its inception in 1965, the theory of fuzzy sets has advanced in a variety of ways and in many disciplines. Applications of this theory can be found, for example, in artificial intelligence, computer science, medicine, control engineering, decision theory, expert systems, logic, management science, operations research, pattern recognition, and robotics. Mathematical developments have advanced to a very high standard and are still forthcoming to day. In this review, the basic mathematical framework of fuzzy set theory will be described, as well as the most important applications of this theory to other theories and techniques. Since 1992 fuzzy set theory, the theory of neural nets and the area of evolutionary programming have become known under the name of ‘computational intelligence’ or ‘soft computing’. The relationship between these areas has naturally become particularly close. In this review, however, we will focus primarily on fuzzy set theory. Applications of fuzzy set theory to real problems are abound. Some references will be given. To describe even a part of them would certainly exceed the scope of this review. Copyright © 2010 John Wiley & Sons, Inc. For further resources related to this article, please visit the WIREs website.