Multivariate calibration leverages and spectral F‐ratios via the filter factor representation

Diagnostics are fundamental to multivariate calibration (MC). Two common diagnostics are leverages and spectral F‐ratios and these have been formulated for many MC methods such as partial least square (PLS), principal component regression (PCR) and classical least squares (CLS). While these are some of the most common methods of calibration in analytical chemistry, ridge regression is also common place and yet spectral F‐ratios have not been developed for it. Noting that ridge regression is a form of Tikhonov regularization (TR) and using the unifying filter factor representation for MC, this paper develops the filter factor form of leverages and spectral F‐ratios. The approach is applied to a spectral data set to demonstrate computational speed‐up advantages and ease of implementation for the filter factor representation. Copyright © 2010 John Wiley & Sons, Ltd.

[1]  Philipp Birken,et al.  Numerical Linear Algebra , 2011, Encyclopedia of Parallel Computing.

[2]  Ali S. Hadi,et al.  Detection of outliers , 2009 .

[3]  Mark Tygert,et al.  A Randomized Algorithm for Principal Component Analysis , 2008, SIAM J. Matrix Anal. Appl..

[4]  On the numerical stability of two widely used PLS algorithms , 2008 .

[5]  Per-Gunnar Martinsson,et al.  Randomized algorithms for the low-rank approximation of matrices , 2007, Proceedings of the National Academy of Sciences.

[6]  Rocco DiFoggio,et al.  Influencing models to improve their predictions of standard samples , 2007 .

[7]  Randy J. Pell,et al.  The model space in partial least squares regression , 2007 .

[8]  Y. Heyden,et al.  Robust statistics in data analysis — A review: Basic concepts , 2007 .

[9]  Thomas Hagstrom,et al.  Regularization Strategies for Hyperplane Classifiers: Application to Cancer Classification with gene Expression Data , 2006, J. Bioinform. Comput. Biol..

[10]  Gene H. Golub,et al.  Generalized cross-validation as a method for choosing a good ridge parameter , 1979, Milestones in Matrix Computation.

[11]  Gene H. Golub,et al.  Calculating the singular values and pseudo-inverse of a matrix , 2007, Milestones in Matrix Computation.

[12]  Rocco DiFoggio Desensitizing models using covariance matrix transforms or counter‐balanced distortions , 2005 .

[13]  Mia Hubert,et al.  LIBRA: a MATLAB library for robust analysis , 2005 .

[14]  Per Christian Hansen,et al.  REGULARIZATION TOOLS: A Matlab package for analysis and solution of discrete ill-posed problems , 1994, Numerical Algorithms.

[15]  J. Edward Jackson,et al.  A User's Guide to Principal Components: Jackson/User's Guide to Principal Components , 2004 .

[16]  Eric R. Ziegel,et al.  The Elements of Statistical Learning , 2003, Technometrics.

[17]  Peter D. Wentzell,et al.  Comparison of principal components regression and partial least squares regression through generic simulations of complex mixtures , 2003 .

[18]  Tormod Næs,et al.  A user-friendly guide to multivariate calibration and classification , 2002 .

[19]  Philip S. Yu,et al.  Outlier detection for high dimensional data , 2001, SIGMOD '01.

[20]  J. Kalivas Basis sets for multivariate regression , 2001 .

[21]  Ole Christian Lingjærde,et al.  Shrinkage Structure of Partial Least Squares , 2000 .

[22]  Randy J. Pell,et al.  Multiple outlier detection for multivariate calibration using robust statistical techniques , 2000 .

[23]  Lei Shi,et al.  Local influence in ridge regression , 1999 .

[24]  J. Kalivas,et al.  Interrelationships of multivariate regression methods using eigenvector basis sets , 1999 .

[25]  James Demmel,et al.  Applied Numerical Linear Algebra , 1997 .

[26]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[27]  Charles L. Lawson,et al.  Solving least squares problems , 1976, Classics in applied mathematics.

[28]  J. Edward Jackson,et al.  A User's Guide to Principal Components. , 1991 .

[29]  J. Birch,et al.  Influence measures in ridge regression , 1988 .

[30]  I. Helland ON THE STRUCTURE OF PARTIAL LEAST SQUARES REGRESSION , 1988 .

[31]  Peter J. Rousseeuw,et al.  Robust Regression and Outlier Detection , 2005, Wiley Series in Probability and Statistics.

[32]  R. Manne Analysis of two partial-least-squares algorithms for multivariate calibration , 1987 .

[33]  P. Hansen Rank-Deficient and Discrete Ill-Posed Problems: Numerical Aspects of Linear Inversion , 1987 .

[34]  C. Kelley Iterative Methods for Linear and Nonlinear Equations , 1987 .

[35]  H. V. D. Vorst,et al.  The rate of convergence of Conjugate Gradients , 1986 .

[36]  Bert Steece Regressor space outliers in ridge regression , 1986 .

[37]  B. Kowalski,et al.  Partial least-squares regression: a tutorial , 1986 .

[38]  Michael A. Saunders,et al.  LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares , 1982, TOMS.

[39]  H. Wold Path Models with Latent Variables: The NIPALS Approach , 1975 .

[40]  A Tikhonov,et al.  Solution of Incorrectly Formulated Problems and the Regularization Method , 1963 .

[41]  Arthur E. Hoerl,et al.  Application of ridge analysis to regression problems , 1962 .

[42]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .