Robust score matching for compositional data

The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a composition are concentrated near zero, possibly with right skewness...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2023-05
Main Authors: Scealy, Janice L, Hingee, Kassel L, Kent, John T, Wood, Andrew T A
Format: Article
Language:English
Subjects:
Estimation
Matching
Outliers (statistics)
Robustness
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a composition are concentrated near zero, possibly with right skewness. This article develops a method of tractable robust estimation for the model by combining two ideas. The first idea is to use score matching estimation after an additive log-ratio transformation. The resulting estimator is automatically insensitive to zeros in the data compositions. The second idea is to incorporate suitable weights in the estimating equations. The resulting estimator is additionally resistant to outliers. These properties are confirmed in simulation studies where we further also demonstrate that our new outlier-robust estimator is efficient in high concentration settings, even in the case when there is no model contamination. An example is given using microbiome data. A user-friendly R package accompanies the article.
ISSN:2331-8422