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arXiv · 2003.02906

Mean absolute deviations about the mean, the cut norm and taxicab correspondence analysis

Choulakian Vartan·Abou Samra Ghassan
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Abstract

Optimization has two faces, minimization of a loss function or maximization of a gain function. We show that the mean absolute deviations about the mean, d, maximizes a gain function based on the power set of the individuals, and it is equal to twice the value of its cut-norm. This property is generalized to double-centered and triple-centered data sets. Furthermore, we show that among the three well known dispersion measures, standard deviation, least absolute deviation and d, d is the most robust based on the relative contribution criterion. More importantly, we show that the computation of each principal dimension of taxicab correspondence analysis corresponds to balanced 2-blocks seriation. Examples are provided.

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Choulakian Vartan, Abou Samra Ghassan. 2020-03-05. Mean absolute deviations about the mean, the cut norm and taxicab correspondence analysis. https://arxiv.org/abs/2003.02906

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