@misc{oai:ir.soken.ac.jp:00000776, author = {謝, 剛強 and チァ, カンキャン and CHIA, Kang-Kiang Nicholas}, month = {2016-02-17, 2016-02-17}, note = {In data analysis and engineering applications, one often comes across unknown
densities which are complex and multimodal. In such situations, it is natural and
intuitive to break up the original density into a mixture of simpler, structurally less
complex densities, so as to facilitate analysis and modelling. In this thesis, we demonstrate
that it is possible to decompose a multimodal density into simpler densities via
the novel concept of M-decomposability. The letter M derives from “multimodal”
or “mixture”.

  For clarity of presentation, this thesis is divided into two parts. Part one consists
of Chapters 1 to 4, and solely considers densities in one-dimension. In Chapter 2,
we introduce the notion of M-decomposability in one-dimension. We say that a density
f is M-decomposable if it is possible to rewrite f as a mixture of two densities
g and h such that the sum of the standard deviations of g and h is less than the
standard deviation of f. If f does not satisfy the above condition, we say that f
is M-undecomposable. To clarify matters, we then provide examples to illustrate
the concept of M-decomposability. We also derive a theorem that states that “All
uniform densities in one-dimension areM-undecomposable” (Theorem 2.1). In Chapter
3, we demonstrate that unimodal densities in one-dimension can be approximated
to an arbitrary level of accuracy using a specially constructed mixture of uniform
densities. In Chapter 4, we make use of Theorem 2.1 and the representation in Chapter
3 to derive a theorem which states that “All symmetric unimodal densities in
one-dimension are M-undecomposable” (Theorem 4.1).

  The second part of the thesis builds up on the results derived in the first and
extends to d-dimensions. To avoid confusion of notation, we provide a fresh set of
notations in Chapter 5 and a list of theorems and definitions to apply to the second
part of the paper. In Chapters 6 and 7, we provide the theoretical aspects
of M-decomposability in d-dimensions. In Chapter 6, we define the uniform density
in d-dimensions to be the elliptical uniform. To extend the definition of M-undecomposability
to apply d-dimensions, the “standard deviation” that appears
in the first part is replaced by the “square-root of the determinant of covariance”
of the underlying density. This step is crucial to the future development of M-decomposability
in d-dimensional. We derive a theorem that says that “All elliptical
uniform densities in d-dimension are M-undecomposable”. In Chapter 7, we extend
Theorem 4.1 derived in Chapter 4 to d-dimensions, i.e., “All elliptical unimodal
densities in d-dimension are M-undecomposable” (Theorem 7.2).

  In Chapter 8, we derive a theorem which links M-decomposability with Kullback-
Leibler divergence. This provides justification of using M-decomposability in a number
of statistical applications, namely clustering and density estimation. Simulation
examples of both clustering and density estimation are provided in the chapter. On
top of that, we also demonstrate the application of M-decomposability to real data
cluster analysis, using the Iris dataset as test data. The results not only show that
M-decomposability can be used to improve cluster analysis and density estimation, but
also suggest that M-decomposability is a viable criterion for cluster discrimination.
Concluding remarks are given in Chapter 9., 総研大甲第993号}, title = {M-Decomposability and Elliptical Unimodal Densities}, year = {} }