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A versatile tool for simulation of linear model data

Raju Rimal, Trygve Almøy and Solve Sæbø

Faculty of Chemistry and Bioinformatics (KBM)

Norwegian University of Life Scienes (NMBU)

12 Mar, 2018

A versatile tool for simulation of linear model data Raju Rimal, Trygve Almøy and Solve Sæbø
Why Simrel

Simulated data is used everywhere


1.00 ●

λi = e−γ(xi−1)
in research to compare methods,
κj = e−η(yj−1)
models, algorithms, techniques etc.
0.75
Simrel can be a common tool for
such purpose

Eigenvalues

Simulate linear model data with wide 0.50

range of properties using small set ●

of tuning paramters, Example:


0.25
Controlling degree of ●

multicollinearity in the simulated ●

data 0.00


● ● ● ● ● ●

Specifying the relevant principle 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15


Variable
components for prediction
Idea Behind

A model defines its relationship with


Reduction of regression Model: A Response Space
Predictor sub-space (blue) is relevant for Subspace within these spaces (a
informative response sub-space (green) reduced regression model) contains
Relevant space within a model information for this relationship
A concept behind reduction of regression model
Set of orthogonal variables (Z) span
Response (Y) Predictor (X)

Redudent Y
information
Irrelevant X−Space
redudent information and noise
the relevant predictor subspace
(predictor components)
Set of orthogonal variables (W) span
the response subspace (response
components)
X and Y envelope/
Implement this idea to construct the
Relevant Spaces
relevant covariance matrix and make
simulation with it
How it works

W1 Y1 Y1
W2 Y2 Y2
W3 Y3 Y3
W4 Y4 Y4
Z1 X1 X1
Z2 X2 X2
Z3 X3 X3
Z4 X4 X4
Z5 X5 X5
Z6 X6 X6
Z7 X7 X7
Z8 X8 X8
Z9 X9 X9
Z10 X10 X10
Y1
Y2
Y3
Y4
X1
X2
X3
X4
X5
X6
X7
X8
X9
0

Y1
Y2
Y3
Y4
X1
X2
X3
X4
X5
X6
X7
X8
X9
0
1
2
3
4
Z1
Z2
Z3
Z4
Z5
Z6
Z7
Z8
Z9
0

X1

X1
W
W
W
W

Z1

Relevant for: W1 W2 None Y1 Y2 None Relevant for: Y1 Y2 None


How it works

W1 Y1 Y1
W4 Y4 Y4
W2 Y2 Y2
W3 Y3 Y3
Z1 X1 X1
Z2 X2 X2
Z3 X10 X10
Z5 X8 X8
Z4 X4 X4
Z6 X3 X3
Z7 X5 X5
Z8 X9 X9
Z9 X6 X6
Z10 X7 X7
Y1
Y4
Y2
Y3
X1
X2
0
X8
X4
X3
X5
X9
X6
X7

Y1
Y4
Y2
Y3
X1
X2
0
X8
X4
X3
X5
X9
X6
X7
1
4
2
3
Z1
Z2
Z3
Z5
Z4
Z6
Z7
Z8
Z9
0

X1

X1
W
W
W
W

Z1

Relevant for: W1 W2 None Y1 Y2 None Relevant for: Y1 Y2 None


Where Simrel
Example Simrel
Acknoledgement

Trygve
Solve
Franchisco
Lars

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