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Date: Friday 22 June 2012 at 11am
Location: 5215 JCMB
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*Note the unusual time*
Samuel Oman (Hebrew University, Jerusalem, Israel)
"A Comparison of Methods for Factor Analysis of Multivariate
Geostatistical Data"
Abstract
I shall describe four methods for factor analysis of a vector Y(s)
observed at different points s in a spatial domain. The first, the
Linear Model of Coregionalization (LMC), is widely used by geologists.
It expresses Y as a sum of groups of independent factors (often defined
after rotating their loading matrices) acting at different ranges. Two
possible drawbacks of the LMC are that mapping the factors requires
factorial cokriging, and that the application of the LMC can sometimes
be a bit ad hoc.
The three other methods, proposed by Bailey and Krzanovski (2000,
Mathematical Geology) and by Krzanovski and Bailey (2007, Mathematical
Geology), are less ad hoc and express Y as an explicit linear
transformation of the vector of obtained factors. The first seeks to
obtain factors with zero cross-correlations at given lags; the second
seeks factors with given forms of parametric autocorrelation functions;
and the third seeks both objectives.
The four methods are used to analyze the concentrations of nine
chemicals in water samples taken from 306 springs. They give quite
different results, with the LMC factors being much easier to interpret.
I suggest a possible explanation for this, as well as some possible
directions for further research.
This is joint work with Bella Vakulenko-Lagun of the Dept of Statistics,
Hebrew University and Michael Zilberbrand of the Research Division,
Hydrological Service of Israel.
Website for the seminar:
http://www.maths.ed.ac.uk/~nbochkin/StatisticsSeminar.html
This seminar series is a part of Maxwell Institute seminar series.
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