arXiv subjects

Christoph Muehlmann

Publications and source records attributed to Christoph Muehlmann.

10 recordsLinked to original sources

arXiv2023

Data Type Agnostic Visual Sensitivity Analysis

Modern science and industry rely on computational models for simulation, prediction, and data analysis. Spatial blind source separation (SBSS) is a model used to analyze spatial data. Designed explicitly for spatial data analysis, it is superior to popular non-spatial methods, like PCA. However, a challenge to its practical use is setting two complex tuning parameters, which requires parameter space analysis. In this paper, we focus on sensitivity analysis (SA). SBSS parameters and outputs are spatial data, which makes SA difficult as few SA approaches in the literature assume such complex data on both sides of the model. Based on the requirements in our design study with statistics experts, we developed a visual analytics prototype for data type agnostic visual sensitivity analysis that fits SBSS and other contexts. The main advantage of our approach is that it requires only dissimilarity measures for parameter settings and outputs. We evaluated the prototype heuristically with visualization experts and through interviews with two SBSS experts. In addition, we show the transferability of our approach by applying it to microclimate simulations. Study participants could confirm suspected and known parameter-output relations, find surprising associations, and identify parameter subspaces to examine in the future. During our design study and evaluation, we identified challenging future research opportunities.

cs.HC↗

arXiv2022

Large-Sample Properties of Non-Stationary Source Separation for Gaussian Signals

Non-stationary source separation is a well-established branch of blind source separation with many different methods. However, for none of these methods large-sample results are available. To bridge this gap, we develop large-sample theory for NSS-JD, a popular method of non-stationary source separation based on the joint diagonalization of block-wise covariance matrices. We work under an instantaneous linear mixing model for independent Gaussian non-stationary source signals together with a very general set of assumptions: besides boundedness conditions, the only assumptions we make are that the sources exhibit finite dependency and that their variance functions differ sufficiently to be asymptotically separable. The consistency of the unmixing estimator and its convergence to a limiting Gaussian distribution at the standard square root rate are shown to hold under the previous conditions. Simulation experiments are used to verify the theoretical results and to study the impact of block length on the separation.

math.ST↗

arXiv2022

Visual Parameter Selection for Spatial Blind Source Separation

Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are measured for mine prospecting. Popular analysis methods, like PCA, often by design do not account for the spatial nature of the data. Thus they, together with their spatial variants, must be employed very carefully. Clearly, it is preferable to use methods that were specifically designed for such data, like spatial blind source separation (SBSS). However, SBSS requires two tuning parameters, which are themselves complex spatial objects. Setting these parameters involves navigating two large and interdependent parameter spaces, while also taking into account prior knowledge of the physical reality represented by the data. To support analysts in this process, we developed a visual analytics prototype. We evaluated it with experts in visualization, SBSS, and geochemistry. Our evaluations show that our interactive prototype allows to define complex and realistic parameter settings efficiently, which was so far impractical. Settings identified by a non-expert led to remarkable and surprising insights for a domain expert. Therefore, this paper presents important first steps to enable the use of a promising analysis method for spatial multivariate data.

cs.HC↗

arXiv2022

TBSSvis: Visual Analytics for Temporal Blind Source Separation

Temporal Blind Source Separation (TBSS) is used to obtain the true underlying processes from noisy temporal multivariate data, such as electrocardiograms. TBSS has similarities to Principal Component Analysis (PCA) as it separates the input data into univariate components and is applicable to suitable datasets from various domains, such as medicine, finance, or civil engineering. Despite TBSS's broad applicability, the involved tasks are not well supported in current tools, which offer only text-based interactions and single static images. Analysts are limited in analyzing and comparing obtained results, which consist of diverse data such as matrices and sets of time series. Additionally, parameter settings have a big impact on separation performance, but as a consequence of improper tooling, analysts currently do not consider the whole parameter space. We propose to solve these problems by applying visual analytics (VA) principles. Our primary contribution is a design study for TBSS, which so far has not been explored by the visualization community. We developed a task abstraction and visualization design in a user-centered design process. Task-specific assembling of well-established visualization techniques and algorithms to gain insights in the TBSS processes is our secondary contribution. We present TBSSvis, an interactive web-based VA prototype, which we evaluated extensively in two interviews with five TBSS experts. Feedback and observations from these interviews show that TBSSvis supports the actual workflow and combination of interactive visualizations that facilitate the tasks involved in analyzing TBSS results.

cs.HC↗

arXiv2021

Spatial Blind Source Separation in the Presence of a Drift

Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of spatial separation. Spatial Blind Source Separation (SBSS) is a recently developed unsupervised statistical tool that deals with such data by assuming that the observable data is formed by a linear latent variable model. In SBSS the latent variable is assumed to be constituted by weakly stationary random fields which are uncorrelated. Such a model is appealing as further analysis can be carried out on the marginal distributions of the latent variables, interpretations are straightforward as the model is assumed to be linear, and not all components of the latent field might be of interest which acts as a form of dimension reduction. The weakly stationarity assumption of SBSS implies that the mean of the data is constant for all sample locations, which might be too restricting in practical applications. Therefore, an adaptation of SBSS that uses scatter matrices based on differences was recently suggested in the literature. In our contribution we formalize these ideas, suggest an adapted SBSS method and show its usefulness on synthetic and real data.

stat.ME↗

arXiv2021

Test of the Latent Dimension of a Spatial Blind Source Separation Model

We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a test on the number of white noise components and obtain the asymptotic distribution of its statistic for a general domain. We also demonstrate how computations can be facilitated in the case of gridded observation locations. Based on this test, we obtain a consistent estimator of the true dimension. Simulation studies and an environmental application demonstrate that our test is at least comparable to and often outperforms bootstrap-based techniques, which are also introduced in this paper.

math.ST↗

arXiv2021

Blind source separation for non-stationary random fields

Regional data analysis is concerned with the analysis and modeling of measurements that are spatially separated by specifically accounting for typical features of such data. Namely, measurements in close proximity tend to be more similar than the ones further separated. This might hold also true for cross-dependencies when multivariate spatial data is considered. Often, scientists are interested in linear transformations of such data which are easy to interpret and might be used as dimension reduction. Recently, for that purpose spatial blind source separation (SBSS) was introduced which assumes that the observed data are formed by a linear mixture of uncorrelated, weakly stationary random fields. However, in practical applications, it is well-known that when the spatial domain increases in size the weak stationarity assumptions can be violated in the sense that the second order dependency is varying over the domain which leads to non-stationary analysis. In our work we extend the SBSS model to adjust for these stationarity violations, present three novel estimators and establish the identifiability and affine equivariance property of the unmixing matrix functionals defining these estimators. In an extensive simulation study, we investigate the performance of our estimators and also show their use in the analysis of a geochemical dataset which is derived from the GEMAS geochemical mapping project.

stat.ME↗

arXiv2020

Sliced Inverse Regression for Spatial Data

Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent data. In this work we extend it to the case of spatially dependent data where the response might depend also on neighbouring covariates when the observations are taken on a grid-like structure as it is often the case in econometric spatial regression applications. We suggest guidelines on how to decide upon the dimension of the subspace of interest and also which spatial lag might be of interest when modeling the response. These guidelines are supported by a conducted simulation study.

stat.ME↗

arXiv2020

Independent Component Analysis for Compositional Data

Compositional data represent a specific family of multivariate data, where the information of interest is contained in the ratios between parts rather than in absolute values of single parts. The analysis of such specific data is challenging as the application of standard multivariate analysis tools on the raw observations can lead to spurious results. Hence, it is appropriate to apply certain transformations prior further analysis. One popular multivariate data analysis tool is independent component analysis. Independent component analysis aims to find statistically independent components in the data and as such might be seen as an extension to principal component analysis. In this paper we examine an approach of how to apply independent component analysis on compositional data by respecting the nature of the former and demonstrate the usefulness of this procedure on a metabolomic data set.

stat.ME↗

arXiv2020

On Cokriging, Neural Networks, and Spatial Blind Source Separation for Multivariate Spatial Prediction

Multivariate measurements taken at irregularly sampled locations are a common form of data, for example in geochemical analysis of soil. In practical considerations predictions of these measurements at unobserved locations are of great interest. For standard multivariate spatial prediction methods it is mandatory to not only model spatial dependencies but also cross-dependencies which makes it a demanding task. Recently, a blind source separation approach for spatial data was suggested. When using this spatial blind source separation method prior the actual spatial prediction, modelling of spatial cross-dependencies is avoided, which in turn simplifies the spatial prediction task significantly. In this paper we investigate the use of spatial blind source separation as a pre-processing tool for spatial prediction and compare it with predictions from Cokriging and neural networks in an extensive simulation study as well as a geochemical dataset.

eess.SP↗