Improved shrinkage method for high dimensional data

الموضوعات

إحصاء

الملخص

The covariance matrix supports a variety of multivariate statistical analyses in both theoretical and applied areas of study. Non-positive definite matrices often occur due to various causes, such as the high-dimensionality problem. In this study, three main methods of covariance transformation were assessed: the vine method, the iterative transform, and the shrinkage method. To improve the performance of the shrinkage method, we proposed two novel shrinkage targets: Target W (the eigenvalues of the true covariance matrix) and Target F (the eigenvalues of the common target D). Data on the number of patients recorded for 19 diseases in 11 governorates from the Oman Ministry of Health were used to validate the proposed shrinkage targets. Preliminary multivariate statistical tests on the data were conducted. The two proposed shrinkage targets were assessed against four existing common targets: A, B, C, and D, using the Frobenius Norm and Shrinkage Intensity. In all validation tests, the proposed shrinkage targets performed better than the existing common methods, demonstrating improvements in the shrinkage method for transforming non-positive definite covariance matrices, as applied to high-dimensional disease data.

روابط وملفات

التعريف والنوع

رقم الوثيقة

edece5ab-fed5-48ea-b05c-f34936866dd1

رقم العقد

0

نوع الوسائط

Crawler

نوع المحتوى

الرسائل العلمية

صيغة المصدر

رسائل ماجيستير

نوع الملف

pdf text

أسماء الملفات

edece5ab-fed5-48ea-b05c-f34936866dd1_1.pdf

بيانات النشر

ترجمة العنوان

طريقة الانكماش المحسنة للبيانات عالية الأبعاد

ألقاب المؤلفين

[{"name_ar":" Ronald Wesonga","title_ar":"اشراف","title_en":"Supervision"},{"name_ar":"Afrah Darwish Sloom Al-Khumaisiyah ","title_ar":"اعداد","title_en":"Preparation"},{"name_ar":"Ahmed Al-Hadhrami","title_ar":"اشراف","title_en":"Supervision"},{"name_ar":"Amadou Sarr ","title_ar":"اشراف","title_en":"Supervision"}]

اللغة

English

المصدر والدورية

اسم المصدر

Improved shrinkage method for high dimensional data

المحتوى والصفحات

عدد الصفحات

0

كلمات الباحثين

Shrinkage method Covariance matrix- Statistical analysis

إشراف وإعداد

الإشراف

Ronald Wesonga, Ahmed Al-Hadhrami, Amadou Sarr

الإعداد

Afrah Darwish Sloom Al-Khumaisiyah

الاقتباسات الببليوغرافية