COVRATIO Statistic as a Discrimination Method for Multivariate Normal Distribution

The COVRATIO statistic has been used to identify the presence of outlier in data, which is based on deletion approach, where the determinant of covariance matrix for the full dataset excludes i-th row. This study proposes a novel discrimination method for the multivariate normal (MVN) distribution using the idea of COVRATIO statistic, denoted as . The linear discrimination function (LDF) for MVN distribution will be compared to the statistic. Simulation results showed that the as discrimination method performs better than the LDF with lower misclassification probabilities in all cases considered. The interest in the discrimination method arose in connection with the study of an application to discriminate the shape of the human maxillary dental arches, thus statistic may be considered as an alternative.

Learning gene regulatory networks using gaussian process emulator and graphical LASSO

Large amounts of research efforts have been focused on learning gene regulatory networks (GRNs) based on gene expression data to understand the functional basis of a living organism. Under the assumption that the joint distribution of the gene expressions of interest is a multivariate normal distribution, such networks can be constructed by assessing the nonzero elements of the inverse covariance matrix, the so-called precision matrix or concentration matrix. This may not reflect the true connectivity between genes by considering just pairwise linear correlations. To relax this limitative constraint, we employ Gaussian process (GP) model which is well known as computationally efficient non-parametric Bayesian machine learning technique. GPs are among a class of methods known as kernel machines which can be used to approximate complex problems by tuning their hyperparameters. In fact, GP creates the ability to use the capacity and potential of different kernels in constructing precision matrix and GRNs. In this paper, in the first step, we choose the GP with appropriate kernel to learn the considered GRNs from the observed genetic data, and then we estimate kernel hyperparameters using rule-of-thumb technique. Using these hyperparameters, we can also control the degree of sparseness in the precision matrix. Then we obtain kernel-based precision matrix similar to GLASSO to construct kernel-based GRN. The findings of our research are used to construct GRNs with high performance, for different species of Drosophila fly rather than simply using the assumption of multivariate normal distribution, and the GPs, despite the use of the kernels capacity, have a much better performance than the multivariate Gaussian distribution assumption.

Mardia’s Skewness and Kurtosis for Assessing Normality Assumption in Multivariate Regression

In Multivariate regression, we need to assess normality assumption simultaneously, not univariately. Univariate normal distribution does not guarantee the occurrence of multivariate normal distribution [1]. So we need to extend the assessment of univariate normal distribution into multivariate methods. One extended method is skewness and kurtosis as proposed by Mardia [2]. In this paper, we introduce the method, present the procedure of this method, and show how to examine normality assumption in multivariate regression study case using this method and expose the use of statistics software to help us in numerical calculation. Received February 20, 2021Revised March 8, 2021Accepted March 10, 2021