Mahalanobis distance

About: Mahalanobis distance is a research topic. Over the lifetime, 4616 publications have been published within this topic receiving 95294 citations.

Approximate Bayesian computation for forward modeling in cosmology

Abstract: Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In many practical situations, the likelihood function may however be unavailable or intractable due to non-gaussian errors, non-linear measurements processes, or complex data formats such as catalogs and maps. In these cases, the simulation of mock data sets can often be made through forward modeling. We discuss how Approximate Bayesian Computation (ABC) can be used in these cases to derive an approximation to the posterior constraints using simulated data sets. This technique relies on the sampling of the parameter set, a distance metric to quantify the difference between the observation and the simulations and summary statistics to compress the information in the data. We first review the principles of ABC and discuss its implementation using a Population Monte-Carlo (PMC) algorithm and the Mahalanobis distance metric. We test the performance of the implementation using a Gaussian toy model. We then apply the ABC technique to the practical case of the calibration of image simulations for wide field cosmological surveys. We find that the ABC analysis is able to provide reliable parameter constraints for this problem and is therefore a promising technique for other applications in cosmology and astrophysics. Our implementation of the ABC PMC method is made available via a public code release.

Learning a Distance Metric from a Network

Abstract: Many real-world networks are described by both connectivity information and features for every node. To better model and understand these networks, we present structure preserving metric learning (SPML), an algorithm for learning a Mahalanobis distance metric from a network such that the learned distances are tied to the inherent connectivity structure of the network. Like the graph embedding algorithm structure preserving embedding, SPML learns a metric which is structure preserving, meaning a connectivity algorithm such as k-nearest neighbors will yield the correct connectivity when applied using the distances from the learned metric. We show a variety of synthetic and real-world experiments where SPML predicts link patterns from node features more accurately than standard techniques. We further demonstrate a method for optimizing SPML based on stochastic gradient descent which removes the running-time dependency on the size of the network and allows the method to easily scale to networks of thousands of nodes and millions of edges.

LS Bound based gene selection for DNA microarray data

Abstract: Motivation: One problem with discriminant analysis of DNA microarray data is that each sample is represented by quite a large number of genes, and many of them are irrelevant, insignificant or redundant to the discriminant problem at hand. Methods for selecting important genes are, therefore, of much significance in microarray data analysis. In the present study, a new criterion, called LS Bound measure, is proposed to address the gene selection problem. The LS Bound measure is derived from leave-one-out procedure of LS-SVMs (least squares support vector machines), and as the upper bound for leave-one-out classification results it reflects to some extent the generalization performance of gene subsets. Results: We applied this LS Bound measure for gene selection on two benchmark microarray datasets: colon cancer and leukemia. We also compared the LS Bound measure with other evaluation criteria, including the well-known Fisher's ratio and Mahalanobis class separability measure, and other published gene selection algorithms, including Weighting factor and SVM Recursive Feature Elimination. The strength of the LS Bound measure is that it provides gene subsets leading to more accurate classification results than the filter method while its computational complexity is at the level of the filter method. Availability: A companion website can be accessed at http://www.ntu.edu.sg/home5/pg02776030/lsbound/. The website contains: (1) the source code of the gene selection algorithm; (2) the complete set of tables and figures regarding the experimental study; (3) proof of the inequality (9). Contact: [email protected]