2,821 research outputs found
Mixture of Kernels and Iterated Semidirect Product of Diffeomorphisms Groups
In the framework of large deformation diffeomorphic metric mapping (LDDMM),
we develop a multi-scale theory for the diffeomorphism group based on previous
works. The purpose of the paper is (1) to develop in details a variational
approach for multi-scale analysis of diffeomorphisms, (2) to generalise to
several scales the semidirect product representation and (3) to illustrate the
resulting diffeomorphic decomposition on synthetic and real images. We also
show that the approaches presented in other papers and the mixture of kernels
are equivalent.Comment: 21 pages, revised version without section on evaluatio
On-line regression competitive with reproducing kernel Hilbert spaces
We consider the problem of on-line prediction of real-valued labels, assumed
bounded in absolute value by a known constant, of new objects from known
labeled objects. The prediction algorithm's performance is measured by the
squared deviation of the predictions from the actual labels. No stochastic
assumptions are made about the way the labels and objects are generated.
Instead, we are given a benchmark class of prediction rules some of which are
hoped to produce good predictions. We show that for a wide range of
infinite-dimensional benchmark classes one can construct a prediction algorithm
whose cumulative loss over the first N examples does not exceed the cumulative
loss of any prediction rule in the class plus O(sqrt(N)); the main differences
from the known results are that we do not impose any upper bound on the norm of
the considered prediction rules and that we achieve an optimal leading term in
the excess loss of our algorithm. If the benchmark class is "universal" (dense
in the class of continuous functions on each compact set), this provides an
on-line non-stochastic analogue of universally consistent prediction in
non-parametric statistics. We use two proof techniques: one is based on the
Aggregating Algorithm and the other on the recently developed method of
defensive forecasting.Comment: 37 pages, 1 figur
Sliced Wasserstein Kernel for Persistence Diagrams
Persistence diagrams (PDs) play a key role in topological data analysis
(TDA), in which they are routinely used to describe topological properties of
complicated shapes. PDs enjoy strong stability properties and have proven their
utility in various learning contexts. They do not, however, live in a space
naturally endowed with a Hilbert structure and are usually compared with
specific distances, such as the bottleneck distance. To incorporate PDs in a
learning pipeline, several kernels have been proposed for PDs with a strong
emphasis on the stability of the RKHS distance w.r.t. perturbations of the PDs.
In this article, we use the Sliced Wasserstein approximation SW of the
Wasserstein distance to define a new kernel for PDs, which is not only provably
stable but also provably discriminative (depending on the number of points in
the PDs) w.r.t. the Wasserstein distance between PDs. We also demonstrate
its practicality, by developing an approximation technique to reduce kernel
computation time, and show that our proposal compares favorably to existing
kernels for PDs on several benchmarks.Comment: Minor modification
Nonparametric likelihood based estimation of linear filters for point processes
We consider models for multivariate point processes where the intensity is
given nonparametrically in terms of functions in a reproducing kernel Hilbert
space. The likelihood function involves a time integral and is consequently not
given in terms of a finite number of kernel evaluations. The main result is a
representation of the gradient of the log-likelihood, which we use to derive
computable approximations of the log-likelihood and the gradient by time
discretization. These approximations are then used to minimize the approximate
penalized log-likelihood. For time and memory efficiency the implementation
relies crucially on the use of sparse matrices. As an illustration we consider
neuron network modeling, and we use this example to investigate how the
computational costs of the approximations depend on the resolution of the time
discretization. The implementation is available in the R package ppstat.Comment: 10 pages, 3 figure
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