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).
翻译:现代统计学与机器学习中,数据隐藏结构的研究面临诸多挑战。我们介绍了 R 语言中的 $\mathbf{gips}$ 包,用于识别高斯向量中的排列子群对称性。$\mathbf{gips}$ 具有两个主要用途:探索性分析中挖掘隐藏的排列对称性,以及在排列对称性假设下进行协方差矩阵估计。该方法在降维方面与传统方法具有竞争力,同时能够为结果提供新的解释。$\mathbf{gips}$ 实现了 Graczyk、Ishi、Ko{\l}odziejek、Massam 在《统计学年鉴》(第 50 卷第 3 期,2022 年)中提出的基于排列子群不变性高斯向量的新颖贝叶斯模型选择程序。