Barycentric Subspace Analysis on Manifolds

This paper investigates the generalization of Principal Component Analysis (PCA) to Riemannian manifolds. We first propose a new and general type of family of subspaces in manifolds that we call barycentric subspaces. They are implicitly defined as the locus of points which are weighted means of $k+1$ reference points. As this definition relies on points and not on tangent vectors, it can also be extended to geodesic spaces which are not Riemannian. For instance, in stratified spaces, it naturally allows principal subspaces that span several strata, which is impossible in previous generalizations of PCA. We show that barycentric subspaces locally define a submanifold of dimension k which generalizes geodesic subspaces.Second, we rephrase PCA in Euclidean spaces as an optimization on flags of linear subspaces (a hierarchy of properly embedded linear subspaces of increasing dimension). We show that the Euclidean PCA minimizes the Accumulated Unexplained Variances by all the subspaces of the flag (AUV). Barycentric subspaces are naturally nested, allowing the construction of hierarchically nested subspaces. Optimizing the AUV criterion to optimally approximate data points with flags of affine spans in Riemannian manifolds lead to a particularly appealing generalization of PCA on manifolds called Barycentric Subspaces Analysis (BSA).Comment: Annals of Statistics, Institute of Mathematical Statistics, A Para\^itr

Global invariant manifolds in the transition to preturbulence in the Lorenz system

AbstractWe consider the homoclinic bifurcation of the Lorenz system, where two primary periodic orbits of saddle type bifurcate from a symmetric pair of homoclinic loops. The two secondary equilibria of the Lorenz system remain the only attractors before and after this bifurcation, but a chaotic saddle is created in a tubular neighbourhood of the two homoclinic loops. This invariant hyperbolic set gives rise to preturbulence, which is characterised by the presence of arbitrarily long transients.In this paper, we show how and where preturbulence arises in the three-dimensional phase space. To this end, we consider how the relevant two-dimensional invariant manifolds — the stable manifolds of the origin and of the primary periodic orbits — organise the phase space of the Lorenz system. More specifically, by means of recently developed and very robust numerical methods, we study how these manifolds intersect a suitable sphere in phase space. In this way, we show how the basins of attraction of the two attracting equilibria change topologically in the homoclinic bifurcation. More specifically, we characterise preturbulence in terms of the accessible boundary between the two basins, which accumulate on each other in a Cantor structure