Learning permutation symmetries with gips in R

The study of hidden structures in data presents challenges in modern statistics and machine learning. We introduce the $\mathbf{gips}$ package in R, which identifies permutation subgroup symmetries in Gaussian vectors. $\mathbf{gips}$ serves two main purposes: exploratory analysis in discovering hid...

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Hauptverfasser: Chojecki, Adam, Morgen, Paweł, Kołodziejek, Bartosz
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Sprache:eng
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Zusammenfassung:The study of hidden structures in data presents challenges in modern statistics and machine learning. We introduce the $\mathbf{gips}$ package in R, which identifies permutation subgroup symmetries in Gaussian vectors. $\mathbf{gips}$ serves two main purposes: exploratory analysis in discovering hidden permutation symmetries and estimating the covariance matrix under permutation symmetry. It is competitive to canonical methods in dimensionality reduction while providing a new interpretation of the results. $\mathbf{gips}$ implements a novel Bayesian model selection procedure within Gaussian vectors invariant under the permutation subgroup introduced in Graczyk, Ishi, Ko{\l}odziejek, Massam, Annals of Statistics, 50 (3) (2022).
DOI:10.48550/arxiv.2307.00790