Simplicial principal component analysis for density functions in Bayes spaces

• Published in: Computational statistics & data analysis Vol. 94; pp. 330 - 350
• Main Authors: Hron, K., Menafoglio, A., Templ, M., Hrůzová, K., Filzmoser, P.
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.02.2016
• Subjects: Bayes spaces; Centred log-ratio transformation; Compositional data; Functional principal component analysis; Centred log-ratio transformation; Bayes spaces; Compositional data; Functional principal component analysis
• ISSN: 0167-9473; 1872-7352
• DOI: 10.1016/j.csda.2015.07.007

Probability density functions are frequently used to characterize the distributional properties of large-scale database systems. As functional compositions, densities primarily carry relative information. As such, standard methods of functional data analysis (FDA) are not appropriate for their statistical processing. The specific features of density functions are accounted for in Bayes spaces, which result from the generalization to the infinite dimensional setting of the Aitchison geometry for compositional data. The aim is to build up a concise methodology for functional principal component analysis of densities. A simplicial functional principal component analysis (SFPCA) is proposed, based on the geometry of the Bayes space B2 of functional compositions. SFPCA is performed by exploiting the centred log-ratio transform, an isometric isomorphism between B2 and L2 which enables one to resort to standard FDA tools. The advantages of the proposed approach with respect to existing techniques are demonstrated using simulated data and a real-world example of population pyramids in Upper Austria.