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Javier Cruz-Salgado Visitor Student Department of Applied Mathematics Illinois Institute of Technology Joint work with professor Lulu Kang and William A. Brenneman Mesh-Free Seminar October 9, 2013 1

Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

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Page 1: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Javier Cruz-Salgado Visitor Student

Department of Applied Mathematics Il l inois

Institute of Technology

Joint work with professor Lulu

Kang and William A. Brenneman

Mesh-Free Seminar

October 9, 2013

1

Page 2: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction

Mixture Models

Differences Between Mixture Models

Slack Variable Model and Filler Component

Choice of Slack Variable

Examples

2

Page 3: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

x1

25%

x2

25%

x3

50%

x1

37.5%

x2

25%

x3

37.5%

3

Page 4: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

x1

25%

x2

25%

x3

50%

x1

37.5%

x2

25%

x3

37.5%

4

Page 5: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Single-component constraints

Multiple-component constraints

5

Page 6: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

6

Page 7: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Scheffé Model

7

Page 8: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Scheffé Model

Lineal:

Quadratic:

8

Page 9: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Kronecker Model (Draper and Pukelsheim 1998)

9

Page 10: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Kronecker Model (Draper and Pukelsheim 1998)

10

Page 11: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Kronecker Model

11

Page 12: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Slack Variable

12

Page 13: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Slack Variable

13

Page 14: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Slack Variable

14

Page 15: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

15

Incorporate the mixture

constraint in the

simplest way.

Is not possible to interpret

the effects.

Variable selection of the

effects is restricted.

Some statistical software

does not recognize

this model

Is recommended for its

better numerical

stability.

Shares all the

disadvantages of the

Scheffe model.

The design and the

analysis can be

rendered into the

classic non-constrain

experiments.

It is very popular among

practitioners,

especially

formulators.

It is not so favored by

academic

statisticians.

Page 16: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

16

Cornell (2000) Does it matter which component is chosen as the slack variable?

Khuri (2005) Model equivalence.

Piepel and Landmesser (2009) made a very complete review on SV-model.

Page 17: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

17

• Factorial Design

• Fractional

Factorial Design

• Central

Composite

• Box Behnken

• Statistical

significance tests

of estimated

model

coefficients

• Variable

selection

methods

• Consider the

relationship

between SV and

S model in order

to avoid

misleading

results and

conclusions.

Page 18: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

18

• Water in

shampoo

• Flour in bakery.

• Sugar in drug

tablets an pills

18

Page 19: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

There are cases when it is not clear which component should be the Slack Variable

The experiments have been carried out using the constrained mixture

Variable selection is more accurate for models that have less collinearity

19

Page 20: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Conditional Number Variance Inflation Factor

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Page 21: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Mean Variance Inflation Factor

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Page 22: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Average Squared Correlation Criterion

22

Page 23: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Average Squared Correlation Criterion

23

Page 24: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Average Squared Correlation Criterion

24

Page 25: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Average Squared Correlation Criterion

25

Page 26: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 1: Procter and Gamble Company. There are 8 non fillers

components and water. 65-run I-optimal design was used for the

complete quadratic SV-model.

26

Page 27: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 1: Procter and Gamble Company. There are 8 active

components and water. 65-run I-optimal design was used for the

complete quadratic SV-model.

27

Page 28: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 1: Procter and Gamble Company. There are 8 active

components and water. 65-run I-optimal design was used for the

complete quadratic SV-model.

28

Page 29: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Linear Transformation

Scale [-1, 1] Lower-

Pseudocomponents

Modified L-

Pseudocomponents Upper-

Pseudocomponents

29

Page 30: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Linear Transformation

30

Page 31: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Comparison with other Models

31

Page 32: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 2: Piepel (2009) used an artificial example on mixtures of

two drugs x1 and x2, an enhancer x3, and a filler x4.

32

Average Squared

Correlation

Page 33: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 2: Piepel (2009) used an artificial example on mixtures of

two drugs x1 and x2, an enhancer x3, and a filler x4.

33

Page 34: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 3: Prescott (2002) described an experiment to study the

effects of different mixtures.

34

Average Squared

Correlation

Page 35: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 3: Prescott (2002) described an experiment to study the

effects of different mixtures.

35

Page 36: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 4: Cornell (2000) described an experiment with four

components.

36

Average Squared

Correlation

Page 37: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 4: Cornell (2000) described an experiment with four

components.

37

Page 38: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Example 5: Cornell (2003) showed a study involving three

components.

38

Average Squared

Correlation

Page 39: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

Comparison with other Models

39

Page 40: Javier Cruz-Salgado - IIT College of Science · PDF fileJavier Cruz-Salgado ... statisticians. Introduction ... Example 1: Procter and Gamble Company. There are 8 non fillers components

Introduction – Mixture Models – Differences Between Mixture Models – Slack Variable Model and Filler Component – Choice of Slack

Variable – Examples

40