Summary
Classical multidimensional scaling constructs a configuration of points that minimizes a certain measure of discrepancy between the configuration’s interpoint distance matrix and a fixed dissimilarity matrix. Recent extensions have replaced the fixed dissimilarity matrix with a closed and convex set of dissimilarity matrices. These formulations replace fixed dissimilarities with optimization variables (disparities) that are permitted to vary subject to application-specific constraints. For example, simple bound constraints are suitable for distance matrix completion problems (Trosset, 2000) and for inferring molecular conformation from information about interatomic distances (Trosset, 1998b); whereas order constraints are suitable for nonmetric multidimensional scaling (Trosset, 1998a). This paper describes the computational theory that provides a common foundation for these formulations.
Similar content being viewed by others
References
Byrd, R. H., Lu, P., Nocedal, J., and Zhu, C. (1995). A limited memory algorithm for bound constrained optimization. SIAM Journal on Scientific Computing, 16:1190–1208.
Critchley, F. (1988). On certain linear mappings between inner-product and squared-distance matrices. Linear Algebra and Its Applications, 105:91–107.
de Leeuw, J. and Heiser, W. (1982). Theory of multidimensional scaling. In Krishnaiah, P. R. and Kanal, I. N., editors, Handbook of Statistics, volume 2, chapter 13, pages 285–316. North-Holland Publishing Company, Amsterdam.
Glunt, W., Hayden, T. L., and Raydan, M. (1993). Molecular conformations from distance matrices. Journal of Computational Chemistry, 14:114–120.
Golub, G. H. and Pereyra, V. (1973). The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate. SIAM Journal on Numerical Analysis, 10:413–432.
Gower, J. C. (1966). Some distance properties of latent root and vector methods in multivariate analysis. Biometrika, 53:315–328.
Krippahl, L. and Barahona, P. (1999). Applying constraint programming to protein structure determination. In Principles and Practice of Constraint Programming, pages 289–302. Springer Verlag, New York.
Krippahl, L., Trosset, M., and Barahona, P. (2001). Combining constraint programming and multidimensional scaling to solve distance geometry problems. In Proceedings of the Third International Workshop on Integration of AI and OR Techniques. To appear.
Kruskal, J. B. (1964a). Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis. Psychometrika, 29:1–27.
Kruskal, J. B. (1964b). Nonmetric multidimensional scaling: A numerical method. Psychometrika, 29:28–42.
Lehoucq, R. B. (1995). Analysis and implementation of an implicitly restarted iteration. Technical Report 95-13, Department of Computational & Applied Mathematics, Rice University, 6100 Main Street, Houston, TX 77005–1892. Author’s Ph.D. thesis.
Lehoucq, R. B. and Sorensen, D. C. (1996). Deflation techniques for an implicitly restarted Arnoldi iteration. SIAM Journal on Matrix Analysis and Applications, 17:789–821.
Lehoucq, R. B., Sorensen, D. C., and Yang, C. (1997). ARPACK Users’ Guide: Solution of Large Scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods. Department of Computational & Applied Mathematics, Rice University, 6100 Main Street, Houston, TX 77005–1892. Available at https://doi.org/www.caam.rice.edu/.
Lewis, A. S. (1996). Derivatives of spectral functions. Mathematics of Operations Research, 21:576–588.
Mardia, K. V. (1978). Some properties of classical multi-dimensional scaling. Communications in Statistics — Theory and Methods, A7:1233–1241.
Mardia, K. V., Kent, J. T., and Bibby, J. M. (1979). Multivariate Analysis. Academic Press, Orlando.
McCormick, G. P. and Tapia, R. A. (1972). The gradient projection method under mild differentiability conditions. SIAM Journal on Control, 10:93–98.
Parks, T. A. (1985). Reducible nonlinear programming problems. Technical Report 85-8, Department of Mathematical Sciences, Rice University, Houston, TX. Author’s Ph.D. dissertation.
Saito, T. (1978). The problem of the additive constant and eigenvalues in metric multidimensional scaling. Psychometrika, 43:193–201.
Schoenberg, I. J. (1935). Remarks to Maurice Fréchet’s article “Sur la définition axiomatique d’une classe d’espaces distanciés vectoriellement applicable sur l’espace de Hilbert”. Annals of Mathematics, 38:724–732.
Sibson, R. (1979). Studies in the robustness of multidimensional scaling: Perturbational analysis of classical scaling. Journal of the Royal Statistical Society, Series B, 41:217–229.
Sorensen, D. C. (1992). Implicit application of polynomial filters in a k-step Arnoldi method. SIAM Journal on Matrix Analysis and Applications, 13:357–385.
Torgerson, W. S. (1952). Multidimensional scaling: I. Theory and method. Psychometrika, 17:401–419.
Trefethen, L. N. and Bau, D. (1997). Numerical Linear Algebra. SIAM, Philadelphia, PA.
Trosset, M. W. (1997). Numerical algorithms for multidimensional scaling. In Klar, R. and Opitz, P., editors, Classification and Knowledge Organization, pages 80–92, Berlin. Springer. Proceedings of the 20th annual conference of the Gesellschaft für Klassifikation e.V., held March 6–8, 1996, in Freiburg, Germany.
Trosset, M. W. (1998a). Applications of multidimensional scaling to molecular conformation. Computing Science and Statistics, 29: 148–152.
Trosset, M. W. (1998b). A new formulation of the nonmetric STRAIN problem in multidimensional scaling. Journal of Classification, 15:15–35.
Trosset, M. W. (2000). Distance matrix completion by numerical optimization. Computational Optimization and Applications, 17: 11–22.
Trosset, M. W., Baggerly, K. A., and Pearl, K. (1996). Another look at the additive constant problem in multidimensional scaling. Technical Report 96-7, Department of Statistics—MS 138, Rice University, Houston, TX 77005–1892.
Young, G. and Householder, A. S. (1938). Discussion of a set of points in terms of their mutual distances. Psychometrika, 3:19–22.
Zhu, C., Byrd, R. H., Lu, P., and Nocedal, J. (1994). L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization. Technical Report NAM-11, Department of Electrical Engineering & Computer Science, Northwestern University, Evanston, IL 60208. Revised October 8, 1996.
Author information
Authors and Affiliations
Additional information
This research was supported by grant DMS-9622749 from the National Science Foundation and by the W. M. Keck Center for Computational Biology under Medical Informatics Training grant 1T1507093 from the National Library of Medicine. Many people contributed to this research. I am especially grateful to Pedro Barahona, Jan de Leeuw, Timothy Havel, Bruce Hendrickson, Ludwig Krippahl, Chi-Kwong Li, Roy Mathias, Thomas Milligan, George Phillips, Richard Tapia, and Pablo Tarazaga.
Rights and permissions
About this article
Cite this article
Trosset, M.W. Extensions of Classical Multidimensional Scaling via Variable Reduction. Computational Statistics 17, 147–163 (2002). https://doi.org/10.1007/s001800200099
Published:
Issue Date:
DOI: https://doi.org/10.1007/s001800200099