English

Mean absolute deviations about the mean, the cut norm and taxicab correspondence analysis

Methodology 2020-03-09 v1 Applications

Abstract

Optimization has two faces, minimization of a loss function or maximization of a gain function. We show that the mean absolute deviations about the mean, d, maximizes a gain function based on the power set of the individuals, and it is equal to twice the value of its cut-norm. This property is generalized to double-centered and triple-centered data sets. Furthermore, we show that among the three well known dispersion measures, standard deviation, least absolute deviation and d, d is the most robust based on the relative contribution criterion. More importantly, we show that the computation of each principal dimension of taxicab correspondence analysis corresponds to balanced 2-blocks seriation. Examples are provided.

Keywords

Cite

@article{arxiv.2003.02906,
  title  = {Mean absolute deviations about the mean, the cut norm and taxicab correspondence analysis},
  author = {Choulakian Vartan and Abou Samra Ghassan},
  journal= {arXiv preprint arXiv:2003.02906},
  year   = {2020}
}

Comments

18 pages, 4 figures