Class PWM2Estimator
- java.lang.Object
-
- elki.math.statistics.intrinsicdimensionality.PWM2Estimator
-
- All Implemented Interfaces:
DistanceBasedIntrinsicDimensionalityEstimator
,IntrinsicDimensionalityEstimator<java.lang.Object>
@Reference(authors="L. Amsaleg, O. Chelly, T. Furon, S. Girard, M. E. Houle, K. Kawarabayashi, M. Nett",title="Estimating Local Intrinsic Dimensionality",booktitle="Proc. SIGKDD International Conference on Knowledge Discovery and Data Mining 2015",url="https://doi.org/10.1145/2783258.2783405",bibkey="DBLP:conf/kdd/AmsalegCFGHKN15") @Reference(authors="J. Maciunas Landwehr, N. C. Matalas, J. R. Wallis",title="Probability weighted moments compared with some traditional techniques in estimating Gumbel parameters and quantiles",booktitle="Water Resources Research 15(5)",url="https://doi.org/10.1029/WR015i005p01055",bibkey="doi:10.1029/WR015i005p01055") public class PWM2Estimator extends java.lang.Object implements DistanceBasedIntrinsicDimensionalityEstimator
Probability weighted moments based estimator, using the second moment.It can be shown theoretically that this estimator is expected to have a higher variance than the one using the first moment only, it is included for completeness only.
Reference:
L. Amsaleg, O. Chelly, T. Furon, S. Girard, M. E. Houle, K. Kawarabayashi, M. Nett
Estimating Local Intrinsic Dimensionality
Proc. SIGKDD Int. Conf. on Knowledge Discovery and Data MiningWe use the unbiased weights of Maciunas Landwehr et al.:
J. Maciunas Landwehr, N. C. Matalas, J. R. Wallis
Probability weighted moments compared with some traditional techniques in estimating Gumbel parameters and quantiles
Water Resources Research 15(5)but we pretend we had two additional data points at 0, to not lose valuable data. When implemented exactly, we would have to assign a weight of 0 to the first point. But since we are not using the lower PWMs, we don't want to do this. This hack causes this estimator to have a bias to underestimate the ID.
- Since:
- 0.7.0
- Author:
- Erich Schubert
-
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static class
PWM2Estimator.Par
Parameterization class.
-
Field Summary
Fields Modifier and Type Field Description static PWM2Estimator
STATIC
Static instance.
-
Constructor Summary
Constructors Constructor Description PWM2Estimator()
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description <A> double
estimate(A data, NumberArrayAdapter<?,? super A> adapter, int end)
Estimate from a distance list.
-
-
-
Field Detail
-
STATIC
public static final PWM2Estimator STATIC
Static instance.
-
-
Method Detail
-
estimate
public <A> double estimate(A data, NumberArrayAdapter<?,? super A> adapter, int end)
Description copied from interface:DistanceBasedIntrinsicDimensionalityEstimator
Estimate from a distance list.- Specified by:
estimate
in interfaceDistanceBasedIntrinsicDimensionalityEstimator
- Type Parameters:
A
- array type- Parameters:
data
- Dataadapter
- Array adapterend
- Length- Returns:
- Estimated intrinsic dimensionality
-
-