Visualizing Multidimensional Data with Order Statistics

Multidimensional data sets are common in many domains, and dimensionality reduction methods that determine a lower dimensional embedding are widely used for visualizing such data sets. This paper presents a novel method to project data onto a lower dimensional space by taking into account the order statistics of the individual data points, which are quantified by their depth or centrality in the overall set. Thus, in addition to conveying relative distances in the data, the proposed method also preserves the order statistics, which are often lost or misrepresented by existing visualization methods. The proposed method entails a modification of the optimization objective of conventional multidimensional scaling (MDS) by introducing a term that penalizes discrepancies between centrality structures in the original space and the embedding. We also introduce two strategies for visualizing lower dimensional embeddings of multidimensional data that takes advantage of the coherent representation of centrality provided by the proposed projection method. We demonstrate the effectiveness of our visualization with comparisons on different kinds of multidimensional data, including categorical and multimodal, from a variety of domains such as botany and health care.