Making geological sense of ‘Big Data’
in sedimentary provenance analysis

Pieter Vermeescha* and Eduardo Garzantib
 
aLondon Geochronology Centre, University College London, United Kingdom
bLaboratory for Provenance Studies, Università di Milano-Bicocca, Italy

* corresponding author, email: p.vermeesch@ucl.ac.uk, tel: +44 (0)20 7679 2428

Abstract

Sedimentary provenance studies increasingly apply multiple chemical, mineralogical and isotopic proxies to many samples. The resulting datasets are often so large (containing thousands of numerical values) and complex (comprising multiple dimensions) that it is warranted to use the internet-era term ‘Big Data’ to describe them. This paper introduces Multidimensional Scaling (MDS), Generalised Procrustes Analysis (GPA) and Individual Differences Scaling (INDSCAL, a type of ‘3-way MDS’ algorithm) as simple yet powerful tools to extract geological insights from ‘Big Data’ in a provenance context. Using a dataset from the Namib Sand Sea as a test case, we show how MDS can be used to visualise the similarities and differences between 16 fluvial and aeolian sand samples for five different provenance proxies, resulting in five different ‘configurations’. These configurations can be fed into a GPA algorithm, which translates, rotates, scales and reflects them to extract a ‘consensus view’ for all the data considered together. Alternatively, the five proxies can be jointly analysed by INDSCAL, which fits the data with not one but two sets of coordinates: the ‘group configuration’, which strongly resembles the graphical output produced by GPA, and the ‘source weights’, which can be used to attach geological meaning to the group configuration. For the Namib study, the three methods paint a detailed and self-consistent picture of a sediment routing system in which sand composition is determined by the combination of provenance and hydraulic sorting effects.

keywords: provenance – statistics – sediments – U-Pb – zircon – heavy minerals

1 Introduction

Some 65% of Earth’s surface is covered by siliclastic sediments and sedimentary rocks. Unravelling the provenance of these materials is of key importance to understanding modern sedimentary environments and their ancient counterparts, with important applications for geomorphology, paleotectonic and paleogeographic reconstructions, hydrocarbon exploration and reservoir characterization, and even forensic science (e.g., Pye2007Vermeesch et al.2010Garzanti et al.20122014a,bStevens et al.2013Nie et al.2014Scott et al.2014). Over the years, thousands of studies have used a plethora of chemical, mineralogical and isotopic indicators to trace sedimentary provenance. The complexity of the resulting datasets can be organised on a number of hierarchical levels:

  1. A single sample

    Siliclastic sediments are made of grains, and on the most basic level, geological provenance analysis extracts certain properties from these grains. These properties can either be categorical (e.g, mineralogy) or continuous (e.g., age). In rare cases, analysing just a single grain can already yield important insight into the provenance of a sediment. For example, a single grain of alluvial diamond confirms the existence of kimberlitic lithologies in the hinterland. In general, however, provenance studies require not just one but many grains to be analysed. The provenance information contained in a representative collection of grains can be visualised with graphical aids such as histograms, pie charts or kernel density estimates (Vermeesch2012).

  2. Multiple samples

    Subjective comparison of detrital zircon U-Pb age distributions or heavy mineral compositions reveals the salient similarities and differences between two samples. Things become more complicated when more than two samples need to be compared simultaneously. For example, a dataset comprising n = 10 age distributions presents the observer with n(n-1)/2 = 45 pairwise comparisons. If n = 100, this increases quadratically to 4,950 pairwise comparisons, which is clearly too much for the human brain to process. Multi-Dimensional Scaling (MDS) is a technique aimed to simplify this exercise (Section 3). Originating from the field of psychology, the method is commonly used in ecology (Kenkel and Orlóci1986) and palaeontology (e.g., Dunkley Jones et al.2008Schneider et al.2011). MDS was introduced to the provenance community by Vermeesch (2013), and has instantly proved its value for the interpretation of large datasets (e.g., Stevens et al.2013Nie et al.2014).

  3. Multiple methods

    Several provenance methods are in use today which can be broadly categorised into two groups. Each of these tells a different part of the provenance story:

    1. Multi-mineral techniques such as heavy mineral analysis and bulk geochemistry provide arguably the richest source of provenance information, but are susceptible to hydraulic sorting effects during deposition as well as chemical dissolution by diagenesis and weathering (Garzanti et al.2009Andò et al.2012). These effects obscure the provenance signal and can be hard to correct.
    2. Single mineral techniques such as detrital zircon U-Pb geochronology are less sensitive to hydraulic sorting effects and, in the case of zircon, scarcely affected by secondary processes as well. However, zircon is ‘blind’ to sediment sources such as mafic volcanic rocks and carbonates. Furthermore, the robustness of zircon comes at a price, as it is difficult to account for the effect of sediment recycling (Garzanti et al.2013).

    Great benefits arise when these two types of methods are used in tandem. A string of recent studies combining conventional bulk and heavy mineral petrography techniques with detrital geochronology have shown that this provides a very powerful way to trace provenance (e.g, Stevens et al.2013Garzanti et al.20122014a,b). Combining multiple methods adds another level of complexity which requires an additional layer of statistical simplification. The datasets resulting from these multi-sample, multi-method studies are so large and complex that it is warranted to use the internet-era term ‘Big Data’ to describe them. This paper introduces Procrustes analysis (Section 4) and 3-way MDS (Section 5) as valuable tools to help make geological sense of ‘Big Data’. These methods will be applied to a large dataset from the Namib Sand Sea, which combines 16 samples analysed by 5 different methods (Section 2). Although the use of some mathematical equations was inevitable in this paper, we have made the text as accessible as possible by reducing the algorithms to their simplest possible form. The formulas given in Sections 3-5 should therefore be considered as conceptual summaries rather than practical recipes, with further implementational details deferred to the Appendices.

2 The Namib dataset

The statistical methods introduced in this paper will be illustrated with a large dataset from Namibia. The dataset comprises fourteen aeolian samples from the Namib Sand Sea and two fluvial samples from the Orange River (Figure 1). These samples were analysed using five different analytical methods:

  1. Geochronology: ~100 zircon U-Pb ages were obtained per sample by LA-ICP-MS. For samples N1-N13, this was done using methods described by Vermeesch et al. (2010). N14, T8 and T13 are new samples which were analysed at the London Geochronology Centre using an Agilent 7700x ICP-MS coupled to a New Wave NWR193 excimer laser with standard two volume ablation cell.
  2. Heavy minerals: a full description of samples N1-N14 was given by Garzanti et al. (2012). Samples T8 and T13 were reported (as samples S4328 and S4332) by Garzanti et al. (2014a,b).
  3. Bulk petrography: is also taken from Garzanti et al. (20122014a,b).
  4. Major element composition: 10 major elements were measured by acid dissolution (Aqua Regia) ICP-ES at AcmeLabs Inc. in Vancouver, Canada (protocol 4A/B).
  5. Trace element composition: 27 trace elements were measured by acid dissolution (Aqua Regia) ICP-ES and ICP-MS at AcmeLabs (protocol 4A/B).

The complete dataset is available as an Online Supplement in a tabular form that can be imported into the software discussed later in this paper. Taken altogether, the entire dataset contains 16,125 physical measurements covering a variety of ordinal and compositional spaces. This is a prime example of ‘Big Data’ in a provenance context. A lot can be learned by a simple qualitative analysis of the measurements. For example, the zircon age distributions reveal prominent peaks at ~600 and ~1,000 Ma, consistent with a hinterland affected by Damara and Namaqua orogenesis, while the widespread occurrence of pyroxene and basaltic rock fragments indicates the existence of a volcanic sediment source (Garzanti et al.20122014a). But it is difficult to go beyond these general observations without statistical assistance because there is simply ‘too much’ data. In the following sections, we will follow the hierarchical organisation of Section 1 to gain a better understanding of the multivariate dataset in different steps. First, we will integrate the different age distributions and compositions into five MDS maps (Section 3). Then, we will integrate these MDS maps into a single ‘Procrustes analysis’ (Section 4). Finally, we will jointly analyse the five datasets using ‘3-way MDS’ to gain further insight into the sediment routing system (Section 5).


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Figure 1: The Namib dataset comprises of 1,533 detrital zircon U-Pb ages (shown as kernel density estimates with a bandwidth of 30 Ma, Vermeesch2012), 3,600 heavy mineral counts (‘HM’), 6,400 petrographic point counts (‘QFL’), and chemical concentration measurements for 10 major and 27 trace elements. ‘opx’ = orthopyroxene, ‘cpx’ = clinopyroxene, ‘am’ = amphibole, ‘gt’ = garnet, ‘ep’ = epidote, ‘oth1’ = zircon + tourmaline + rutile + Ti-oxides + sphene + apatite + staurolite; ‘Q’ = quartz, ‘KF’ = K-feldspar, ‘P’ = plagioclase, ‘Lm’, ‘Lv’ and ‘Ls’ are lithic fragments of metamorphic, volcanic and sedimentary origin, respectively; ‘oth2’ = TiO2 + P2O5 + MnO; ‘oth3’ = Sc + Y + La + Ce + Pr + Nd + Sm + Gd + Dy + Er + Yb + Th + U, and ‘oth4’ = Cr + Co + Ni + Cu + Zn + Ga + Pb. This figure makes the point that an objective interpretation of a large database like this is impossible without the help of statistical aids.


3 Multidimensional Scaling

The Namib study contains 16 samples, which can be visualised as kernel density estimates (for the U-Pb data) or pie charts/histograms (for the compositional datasets). For each of the five provenance proxies, we have 16×15/2 = 120 pairwise comparisons, which is clearly too much to handle for an unaided human observer (Figure 1). Multidimensional Scaling (MDS) is a technique aimed to simplify the interpretation of such large datasets by producing a simple two-dimensional map in which ‘similar’ samples plot close together and ‘dissimilar’ samples plot far apart. The technique is rooted in the field of psychology, in which human observers are frequently asked to make a subjective assessment of the dissimilarity between ‘stimuli’ such as shapes, sounds, flavours etc. A classic example of this is the colour-vision experiment of Helm (1964), which recorded the perceived differences between 10 colours by a human observer, resulting in a 9×9 dissimilarity matrix. Let δi,j be the ‘dissimilarity’ between two colours i and j (‘red’ and ‘blue’, say). Then MDS aims to find a monotone ‘disparity transformation’ f

        ′
f(δij) = δij
(1)

and a configuration1 X

    [                               ]
      x1  x2  ⋅⋅⋅ xi  ⋅⋅⋅ xj ⋅⋅⋅  xn
X =   y1  y2  ⋅⋅⋅ yi  ⋅⋅⋅ yj⋅⋅⋅  yn
(2)

so as to minimise the (‘raw’) stress S

       [     ∘-------------------]2
S = ∑   δ′ -  (xi - xj)2 + (yi - yj)2
    i<j  ij
(3)

The (x,y)-coordinates resulting from Equation 2 can be plotted as a map which, in the case of the Helm (1964) dataset, reveals the well-known colour circle (Figure 2a). Exactly the same principle can be used for geological data with, of course, dissimilarities not based on subjective perceptions but analytical data. There is a rich literature documenting ways to quantify the dissimilarity between petrographic or geochemical datasets. Further details about this are provided in Appendix A.

Applying these methods to the Namib dataset, we can convert the raw input data (Figure 1) into five dissimilarity matrices. For the purpose of this exercise, we have used the Kolmogorov-Smirnov statistic for the U-Pb data, the Bray-Curtis dissimilarity for the heavy mineral and bulk petrography data, and the Aitchison distance for the major and trace element compositions (see Appendix A for a justification of these choices). Each of the resulting dissimilarity matrices can then be fed into an MDS algorithm to produce five configurations (Figure 2). Note that, because the Bray-Curtis dissimilarity does not fulfil the triangle inequality, the petrographic and heavy mineral datasets cannot be analysed by means of classical MDS (Vermeesch2013). The MDS maps of Figure 2 were therefore constructed using a nonmetric algorithm (see Kruskal and Wish1978Borg and Groenen2005Vermeesch2013, for further details). It is important to note that nonmetric MDS merely aims to reproduce the ‘rank order’ of the input data, rather than the actual dissimilarities themselves (Kruskal1964Borg and Groenen2005). Bearing this in mind, the five MDS maps representing the Namib dataset reveal some clear trends in the data.

A first observation is that the coastal samples (N1, N2, N11, N12, T8 and T13) plot close together in all five MDS maps, with the easternmost samples (N4, N5, N8 and N9) plotting elsewhere. Second, the Orange River samples (N13 and N14) tend to plot closer to the coastal samples than to the inland samples. And third, within the eastern group, the northern samples (N4 and N5) are generally found in a different direction from the southern samples (N8 and N9), relative to the coastal group. But in addition to these commonalities, there also exist notable differences between the five maps. Specific examples of this are the odd position of N14 in the bulk petrography configuration (Figure 2d), the different orientation of the major and trace element configurations (Figures 2e and 2f) and countless other minor differences in the absolute and relative inter-sample distances. Also note that not all five datasets fit their respective MDS configuration equally well. A ‘goodness of fit’ measure called ‘Stress-1’ can be obtained by normalising the ‘raw’ stress (Equation 3) to the sum of the squared fitted distances (Kruskal1964Kruskal and Wish1978). The resulting Stress-1 values range from 0.02 to 0.07, indicating ‘excellent’ fits to some and ‘fair’ fits to other datasets (Figure 2b-f). The five MDS maps, then, present us with a multi-comparison problem similar to the one presented by Figure 1, with the only difference being that it does not involve multiple KDEs or pie charts, but multiple MDS maps. Making this multi-sample comparison more objective requires an additional layer of statistical simplification, in which all the data are pooled to produce a ‘consensus’ view.


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Figure 2: Nonmetric (2-way) MDS analyses of (a) Helm (1964)’s colour-vision data (for a single observer, ‘N1’) and (b)-(f) the five Namib datasets. The ‘stress’ values indicate ‘excellent’ (< 0.025) to ‘fair’ (<0.1) fits (Kruskal and Wish1978Vermeesch2013). Axes are plotted on a one-to-one scale with omitted labels to reflect the fact that non-metric MDS aims to preserve the ranks rather than the values of the dissimilarities. The MDS maps for the Namib dataset all paint a consistent picture in which (i) the coastal dune and Orange river samples (N1, N2, N11, N12, T8 and T13) plot close together and the inland samples (N4, N5, N8 and N9) plot elsewhere; and (ii) the northeastern samples (N4 and N5) are generally found in a different direction from the southeastern samples (N8 and N9), relative to the coastal group. However, there are also some distinct differences between the five configurations. The Procrustes and 3-way MDS analysis presented in Figures 3 and 4 make an abstraction of these differences.


4 Procrustes analysis

According to Greek mythology, Procrustes was an inn keeper who managed to fit all travellers to a single bed, regardless of their size or length, by stretching or amputation. Similarly, in a statistical context, a Procrustes arrangement can be found that resembles each of several MDS maps by a combination of stretching, translation, reflection and rotation. In mathematical terms, Generalised Procrustes Analysis (GPA, Gower1975Gower and Dijksterhuis2004Borg and Groenen2005) proceeds in a similar manner to the method laid out for MDS in Section 3. Given K sets of two-dimensional MDS configurations Xk (for 1 k K)

     [ x1k  x2k  ⋅⋅⋅  xik ⋅⋅⋅  xnk ]
Xk =   y1k  y2k  ⋅⋅⋅  yik ⋅⋅⋅  ynk
(4)

GPA aims to find a transformation g constituting of a combination of scale factors sk, orthonormal transformation matrices Tk and translation matrices tk (Borg and Groenen2005):

                         [ x′   x′   ⋅⋅⋅  x′   ⋅⋅⋅  x′  ]
g(Xk) = skXkTk + tk = X ′k = y1′k y2′k  ⋅⋅⋅  yi′k  ⋅⋅⋅  yn′k
                            1k   2k       ik       nk
(5)

and a ‘group configuration’ X

    [                                 ]
 ¯    ¯x1  ¯x2  ⋅⋅⋅  ¯xi ⋅⋅⋅  ¯xj ⋅⋅⋅  ¯xn
X =   y¯1  ¯y2  ⋅⋅⋅  ¯yi ⋅⋅⋅  ¯yj ⋅⋅⋅  ¯yn
(6)

so as to minimise the least squares misfit SS:

     ∑K ∑n
SS =       (x′ik - ¯xi)2 + (y′ik - ¯yi)2
     k=1i=1
(7)

Applying this method to the five (i.e., K=5) Namib MDS maps of Figure 2 produces a Procrustes map (Figure 3) confirming the salient points raised in Section 3. The GPA analysis shows the dichotomy between the coastal and eastern sands, as well as the similarity of the coastal sands with the Orange River, and it does so more clearly than any of the five original MDS maps (Figure 2). It also emphasises the significance of the differences between the northeastern and southeastern samples, which plot at right angles from each other relative to the coastal samples. The GPA map, then, paints a detailed picture of the sediment routing system in the Namib Sand Sea, which would have been difficult to obtain from a simple visual inspection of the raw data. However, GPA weighs all five MDS configurations equally and does not readily take into account the significant differences in ‘goodness of fit’ (‘Stress-1, Section 3) between them. Also, although the trends and groupings among samples are clear from the GPA map, the underlying reasons for these features are not. The next section introduces a method aiming to solve this problem and thus yields additional insight into the sediment routing system of Namibia.


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Figure 3: Generalised Procrustes Analysis (GPA) of the Namib dataset, pooling together all five MDS maps of Figure 2 into a single ‘average’ configuration. This confirms the strong similarities between sand samples collected along the Atlantic coast (N1, N2, N11, N12, T8, T13) and the Orange River (N13 and N14) as opposed to samples collected further inland (N4 through N10).


5 3-way MDS

As we saw in Section 4, Procrustes analysis is a two-step process. First, the various datasets are analysed by MDS. Then, the resulting MDS configurations are amalgamated into a single Procrustes map. The question then arises whether it is possible to skip the first step and go straight from the input data to a ‘group configuration’. Such methods exist under the umbrella of ‘3-way MDS’. In this paper, we will discuss the oldest and still most widely used technique of this kind, which is known as INdividual Differences SCALing (INDSCAL, Carroll and Chang1970). The method is formulated as a natural extension of the basic MDS model outlined in Section 3. Given K dissimilarity matrices δij,k (1 i,j n and 1 k K), INDSCAL aims to find K disparity transformations fk

 ′                ∑   ′2
δij,k = fk(δij,k) (with   δij,k = constant ∀ k),
                   i<j
(8)

a group configuration X (defined as in Equation 6), and a set of dimension weights W

     [ wx1  wx2  ⋅⋅⋅ wxk  ⋅⋅⋅  wxK  ]
W  =   wy1  wy2  ⋅⋅⋅ wyk  ⋅⋅⋅  wyK
(9)

so as to minimise a modified stress parameter S

    ∑K ∑  [      ∘ -------------------------]2
S′ =       δ′ij,k -  wxk(xi - xj)2 + wyk(yi - yj)2
    k=1i<j
(10)

To illustrate the application of INDSCAL to real data, it is instructive to revisit the colour-vision example of Section 3. In addition to test subject ‘N1’ shown in Figure 2a, the study by Helm (1964) involved thirteen more participants. Each of these people produced one (or two, for subjects N6 and CD2) dissimilarity matrix(es), resulting in a total of sixteen MDS maps, which could in principle be subjected to a Procrustes analysis (Section 4). Alternatively, the sixteen dissimilarity matrices can also be fed into the INDSCAL algorithm. The resulting ‘group configuration’ (X) is a map that fits the perceived differences of all fourteen observers by stretching and shrinking (but not rotating) in the x- and y-direction (Figure 4.a). The degree of stretching or shrinking associated with each observer is given by the ‘source weights’ (W), which can be plotted as a second piece of graphical output (Figure 4.b). For the colour-vision experiment, the group configuration shows the familiar colour circle, and the source weights express the degree to which this colour circle is distorted in the perception of the colour deficient test subjects (prefix ‘CD’) relative to those subjects with normal colour vision (prefix ‘N’). The latter all plot together in the northwest quadrant of the diagram, whereas the former plot in the southeast quadrant. Multiplying the x-y coordinates of the group configuration with the respective dimensions of the source weights yields sixteen ‘private spaces’, which are approximate MDS maps for each test subject. For the colour deficient subjects, these private spaces will have an oblate shape, emphasising the reduced sensitivity of the colour deficient test subjects to the red-green colour axis relative to the blue-yellow axis. In summary, whereas an ordinary MDS configuration can be rotated by an arbitrary angle without loss of information, this is not the case for an INDSCAL group configuration. The principal axes of the latter generally have an interpretive meaning, which is one of the most appealing aspects of the method (Arabie et al.1987Borg and Groenen2005).

The five datasets of the Namibian study can be analysed in exactly the same manner as Helm (1964)’s colour data, producing the same two pieces of graphical output as before. The resulting ‘group configuration’ (Figure 4c) looks remarkably similar to the GPA map of Figure 3. It shows the same separation between samples collected from the eastern and western parts of the desert, and the same 90 angle between the northeastern and southeastern sampling locations. But whereas the GPA map did not offer any explanation for these observations, the source weights of the INDSCAL analysis do provide some important clues (Figure 4d). The provenance proxies based on the analysis of bulk materials (chemistry and petrography) attach stronger weights to the horizontal dimension. The proxies based on density separates (U-Pb ages and heavy minerals), on other hand, weigh the vertical dimension more heavily. Because the former proxies are more sensitive to hydraulic sorting effects and comparatively less sensitive to provenance than the latter proxies (see Section 1), this observation leads to the interpretation that hydraulic sorting (predominantly) separates samples along the x-dimension, whereas the provenance signal (predominantly) separates samples along the y-dimension.


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Figure 4: 3-way MDS analysis of the colour-vision experiment by Helm (1964, (a)-(b)) and the Namib dataset [(c)-(d)]. The left panels [(a) and (c)] show the ‘group configurations’, whereas the right panels [(b) and (e)] show the ‘source weights’. For the Namib dataset, the former shows essentially the same picture as the Procrustes analysis (Figure 3). The map of ‘source weights’ (d) shows the degree of importance each of the five proxies attach to the horizontal and vertical dimension of the group configuration. An intuitive interpretation of these two dimensions suggests that the y-axis shows the provenance signal (which dominates the proxies based on density separates, see Section 1), whereas the hydraulic sorting effect dominates the x-axis (and the bulk analysis proxies).


6 Discussion, caveats and conclusions

Until recently, large multi-proxy provenance studies like the Namib case study presented in this paper were prohibitively expensive and time consuming. However, continued technological advances in mass spectrometry (Frei and Gerdes2009) and petrography/geochemistry (Allen et al.2012) promise to change this picture. In anticipation of the impending flood of provenance data resulting from these advances, this paper borrowed some simple yet powerful ‘data mining’ techniques from other scientific disciplines, which help to make geological sense of complex datasets. Some readers will be familiar with Principal Components Analysis (PCA), which is a dimension-reducing procedure that is commonly used to interpret geochemical, petrographic and other compositional data (Aitchison1983Vermeesch2013). Multidimensional Scaling is a flexible and powerful superset of PCA which allows geologists to extend PCA-like interpretation to isotopic data such as U-Pb ages (Vermeesch2013). Generalised Procrustes Analysis and Individual Differences Scaling are higher order supersets of MDS which can be used to integrate multiple proxies in a single comprehensive analysis.

The application to the Namib Sand Sea has yielded results that are broadly consistent with previous interpretations by visual inspection of the age distributions, petrographic diagrams etc. The statistical tools presented in this paper offer two key advantages over the traditional approach. First, they are far more objective and easy to use. Expert knowledge of mineralogy, petrography and isotope geochemistry, while still desirable, becomes less crucial because the statistical tools automatically extract geologically meaningful differences between the datasets. Second, the methods introduced in this paper provide a way to compare datasets of very different nature in a common framework. Thus the new approach to data interpretation makes it much easier to combine petrographic and isotopic provenance proxies.

Despite the intuitive appeal of INDSCAL and its apparent success in the Namib study, it is important to mention a few caveats. Whereas the group configuration is quite robust (as exemplified by the similarity of Figures 3 and 4d), the same cannot be said about the source weights. Consider, for example, the INDSCAL analysis of the Namib data, which used a combination of Kolmogorov-Smirnov (for the U-Pb data), Bray-Curtis (for the mineralogical data) and Aitchison (for the bulk chemistry) measures. Replacing the Kolmogorov-Smirnov statistic with (Sircombe and Hazelton2004)’s L2-norm, say, results in a similar group configuration but in significantly different source weights with a less clear interpretation (although the bulk and density separated proxies still plot in opposite corners). The instability of the source weights may easily lead to over-interpretation, causing some (e.g., Borg and Groenen2005) to recommend abandoning INDSCAL in favour of GPA or similar techniques.

Thanks to the widespread acceptance of MDS, GPA and INDSCAL in other fields of science, several software options are available (see Appendix B for details). These tools can be combined with other types of inferential techniques such as cluster analysis, regression, bootstrapping etc. This paper barely scratches the surface of the vast field of MDS-related research. We refer the user to the reference works by Arabie et al. (1987); Borg and Groenen (2005); Borg et al. (2012); Gower and Dijksterhuis (2004) for further details and ideas and hope that our paper will encourage others to explore these extension in order to address a new class of geological problems.

Acknowledgments

We would like to thank Ingwer Borg, Jan de Leeuw, Patrick Mair, Patrick Groenen, Christian Hennig and two anonymous reviewers for feedback and statistical advice. This research was funded by NERC grant #NE/1009248/1 and ERC grant 259505 (‘KArSD’).

Appendix A: dissimilarity measures

This section provides a few examples of dissimilarity measures to compare two sediment samples (A and B, say). Let us first consider the case of categorical data (A = {A1, A2, ⋅⋅⋅, An} and B = {B1, B2, ⋅⋅⋅, Bn}, where Ai represents the number of observations of class i, etc.) such as heavy mineral counts. Vermeesch (2013) used Aitchisons central logratio distance:

      ┌│ -n-[--(-----)-----(-----)]2
δait = │∘ ∑   ln  -Ai-  - ln  -Bi-
 AB     i=1     g(A)       g(B )
(11)

where ‘g(x) stands for ‘the geometric mean of x (Aitchison1986Vermeesch2013). Note that the same distance is obtained irrespective of whether the input data are expressed as fractions or percents. The Aitchison distance breaks down for datasets comprising ‘zero counts’ (Ai = 0 or Bi=0 for any i). This problem can be solved by pooling several categories together, or by using a different dissimilarity measure such as the Bray-Curtis dissimilarity:

       n∑
      i=1|Ai - Bi|
δbAcB = ∑n---------
         (Ai + Bi)
      i=1
(12)

where |⋅| stands for the absolute value. Note that the Bray-Curtis dissimilarity does not fulfil the triangle inequality. It can therefore not be used for ‘classical’ MDS (in which the disparity transformation is the identity matrix, Vermeesch2013). However, this is not an issue for nonmetric MDS (as well as certain classes of metric MDS). For ordinal data such as U-Pb ages, it is useful to define the empirical cumulative distribution functions (CDFs):

        1                    1
FA (t) = -(#ai ≤ t) and FB (t) =--(#bi ≤ t)
        n                    m
(13)

where n and m are the sample sizes of A and B, respectively and ‘#x t’ stands for “the number of items in x that are smaller than or equal to t”. The simplest CDF-based statistic was developed by Kolmogorov and Smirnov and uses the maximum absolute difference between FA(t) and FB(t) (Feller1948):

 ks
δAB = maxt |FA (t) - FB (t)|
(14)

The Kolmogorov-Smirnov (KS) statistic takes on discrete values in steps of |1
n -1-
m| and may therefore yield dissimilarity measures with duplicate values, which in turn may cause problems in certain MDS algorithms. Furthermore, the KS-statistic is most sensitive to the region near the modes of the sample distribution, and less sensitive to the tails. Finally, when FA(t) and FB(t) cross each other multiple times, the maximum deviation between them is reduced. Therefore, the KS-statistic (or variants thereof such as the Kuiper statistic) cannot ‘see’ the difference between a uniform distribution and a ‘comb’-like distribution. Although alternative statistics such as Cramér-von Mises and Anderson-Darling solve any or all of these problems, they generally exhibit an undesirable dependence on sample size. One promising alternative which does not suffer from this problem is the L2-norm proposed by Sircombe and Hazelton (2004). This measure explicitly takes into account the analytical uncertainties and may therefore be the preferred option when combining samples from different analytical sources.

Appendix B: software

The methods introduced in this paper are widely used in a variety of research fields, and several software options are available, including Matlab (Trendafilov2012), SPSS (PROXSCALBusing et al.1997), PAST (Hammer and Harper2008) and R (De Leeuw and Mair2011). This section contains the shortest workable example of R code needed to reproduce the figures in this paper. The BigData.Rdata input file and a more general purpose code can be downloaded from http://mudisc.london-geochron.com.

library(MASS)            # performs nonmetric MDS  
library(smacof)          # performs INDSCAL  
library(shapes)          # performs GPA  
library(robCompositions) # supplies the Aitchison distance  
library(vegan)           # supplies the Bray-Curtis distance  
 
load("BigData.Rdata")    # load the raw input data (DZ, HM, QFL, Major and Trace)  
snames <- names(d$DZ)    # extract the list of sample names  
n <- length(snames)      # n = the number of samples  
m <- length(d)           # m = the number of datasets  
 
# this function calculates the dissimilarity between age distributions  
getDZdist <- function(dat,labels) {  
 n <- length(dat)  
 diss <- matrix(nrow=n,ncol=n,dimnames=list(labels,labels))  
 for (i in 1:n){ for (j in 1:n){ # loop through the rows and columns  
   diss[i,j] <- ks.test(dat[[i]],dat[[j]])$statistic }}  
 return (as.dist(diss))          # convert to a ’distance’ object  
}  
 
# calculate the dissimilarity matrices for each of the five datasets  
DZdist <- getDZdist(d$DZ,labels=snames)        # U-Pb data: KS statistic  
QFLdist <- vegdist(d$QFL,’bray’,labels=snames) # bulk petrography: Bray-Curtis  
HMdist <- vegdist(d$HM,’bray’,labels=snames)   # heavy minerals: Bray-Curtis  
MajorDist <- dist(cenLR(d$Major)$x.clr) # major elements: Aitchison distance  
TraceDist <- dist(cenLR(d$Trace)$x.clr) # trace elements: Aitchison distance  
distlist <- list(DZ=DZdist,QFL=QFLdist,HM=HMdist,Major=MajorDist,Trace=TraceDist)  
 
# the following lines produce a GPA map  
X <- array(dim=c(n,2,m))    # initialise the 3-way matrix of MDS configurations  
for (i in 1:m) {           # loop through all the datasets  
 X[,,i] <- isoMDS(distlist[[i]],k=2)$points} # perform a nonmetric MDS analysis  
pfit <- procGPA(X)         # perform a GPA analysis  
xp <- pfit$mshape[,1]      # x-coordinates of the procrustes configuration  
yp <- pfit$mshape[,2]      # y-coordinates of the procrustes configuration  
plot(xp,yp,type="n",asp=1) # create an empty plot (replace "n" with "p" to show points)  
text(xp,yp,snames)         # plot the procrustes configuration  
 
# perform an INDSCAL analysis  
ifit <- smacofIndDiff(distlist, constraint="indscal", type="ordinal")  
dev.new() # open a new graphics window for the group configuration  
plot(ifit,plot.type="confplot",asp=1) # plot the group configuration  
dev.new() # open a new graphics window for the source weights  
weights <- unlist(ifit$cweights)      # extract the source weights  
xw <- weights[4*seq(m)-3]             # weights of the horizontal axis  
yw <- weights[4*seq(m)]               # weights of the vertical axis  
plot(xw,yw,type="n",asp=1)            # create an empty plot  
text(xw,yw,names(d))                  # plot the source weights

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