alexa Empirical Bayes hierarchical models for regularizing maximum likelihood estimation in the matrix Gaussian Procrustes problem.
Pharmaceutical Sciences

Pharmaceutical Sciences

Journal of Bioequivalence & Bioavailability

Author(s): Theobald DL, Wuttke DS

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Abstract Procrustes analysis involves finding the optimal superposition of two or more "forms" via rotations, translations, and scalings. Procrustes problems arise in a wide range of scientific disciplines, especially when the geometrical shapes of objects are compared, contrasted, and analyzed. Classically, the optimal transformations are found by minimizing the sum of the squared distances between corresponding points in the forms. Despite its widespread use, the ordinary unweighted least-squares (LS) criterion can give erroneous solutions when the errors have heterogeneous variances (heteroscedasticity) or the errors are correlated, both common occurrences with real data. In contrast, maximum likelihood (ML) estimation can provide accurate and consistent statistical estimates in the presence of both heteroscedasticity and correlation. Here we provide a complete solution to the nonisotropic ML Procrustes problem assuming a matrix Gaussian distribution with factored covariances. Our analysis generalizes, simplifies, and extends results from previous discussions of the ML Procrustes problem. An iterative algorithm is presented for the simultaneous, numerical determination of the ML solutions.
This article was published in Proc Natl Acad Sci U S A and referenced in Journal of Bioequivalence & Bioavailability

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