Applications of maximum likelihood principal component analysis: incomplete data sets and calibration transfer

The application of a new method to the multivariate analysis of incomplete data sets is described. The new method, called maximum likelihood principal component analysis (MLPCA), is analogous to conventional principal component analysis (PCA), but incorporates measurement error variance information in the decomposition of multivariate data. Missing measurements can be handled in a reliable and simple manner by assigning large measurement uncertainties to them. The problem of missing data is pervasive in chemistry, and MLPCA is applied to three sets of experimental data to illustrate its utility. For exploratory data analysis, a data set from the analysis of archeological artifacts is used to show that the principal components extracted by MLPCA retain much of the original information even when a significant number of measurements are missing. Maximum likelihood projections of censored data can often preserve original clusters among the samples and can, through the propagation of error, indicate which samples are likely to be projected erroneously. To demonstrate its utility in modeling applications, MLPCA is also applied in the development of a model for chromatographic retention based on a data set which is only 80% complete. MLPCA can predict missing values and assign error estimates to these points. Finally, the problem of calibration transfer between instruments can be regarded as a missing data problem in which entire spectra are missing on the ‘slave’ instrument. Using NIR spectra obtained from two instruments, it is shown that spectra on the slave instrument can be predicted from a small subset of calibration transfer samples even if a different wavelength range is employed. Concentration prediction errors obtained by this approach were comparable to cross-validation errors obtained for the slave instrument when all spectra were available.