367 research outputs found
Manifold interpolation and model reduction
One approach to parametric and adaptive model reduction is via the
interpolation of orthogonal bases, subspaces or positive definite system
matrices. In all these cases, the sampled inputs stem from matrix sets that
feature a geometric structure and thus form so-called matrix manifolds. This
work will be featured as a chapter in the upcoming Handbook on Model Order
Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A.
Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the
numerical treatment of the most important matrix manifolds that arise in the
context of model reduction. Moreover, the principal approaches to data
interpolation and Taylor-like extrapolation on matrix manifolds are outlined
and complemented by algorithms in pseudo-code.Comment: 37 pages, 4 figures, featured chapter of upcoming "Handbook on Model
Order Reduction
Recent advances in directional statistics
Mainstream statistical methodology is generally applicable to data observed
in Euclidean space. There are, however, numerous contexts of considerable
scientific interest in which the natural supports for the data under
consideration are Riemannian manifolds like the unit circle, torus, sphere and
their extensions. Typically, such data can be represented using one or more
directions, and directional statistics is the branch of statistics that deals
with their analysis. In this paper we provide a review of the many recent
developments in the field since the publication of Mardia and Jupp (1999),
still the most comprehensive text on directional statistics. Many of those
developments have been stimulated by interesting applications in fields as
diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics,
image analysis, text mining, environmetrics, and machine learning. We begin by
considering developments for the exploratory analysis of directional data
before progressing to distributional models, general approaches to inference,
hypothesis testing, regression, nonparametric curve estimation, methods for
dimension reduction, classification and clustering, and the modelling of time
series, spatial and spatio-temporal data. An overview of currently available
software for analysing directional data is also provided, and potential future
developments discussed.Comment: 61 page
Principal Component Analysis for Functional Data on Riemannian Manifolds and Spheres
Functional data analysis on nonlinear manifolds has drawn recent interest.
Sphere-valued functional data, which are encountered for example as movement
trajectories on the surface of the earth, are an important special case. We
consider an intrinsic principal component analysis for smooth Riemannian
manifold-valued functional data and study its asymptotic properties. Riemannian
functional principal component analysis (RFPCA) is carried out by first mapping
the manifold-valued data through Riemannian logarithm maps to tangent spaces
around the time-varying Fr\'echet mean function, and then performing a
classical multivariate functional principal component analysis on the linear
tangent spaces. Representations of the Riemannian manifold-valued functions and
the eigenfunctions on the original manifold are then obtained with exponential
maps. The tangent-space approximation through functional principal component
analysis is shown to be well-behaved in terms of controlling the residual
variation if the Riemannian manifold has nonnegative curvature. Specifically,
we derive a central limit theorem for the mean function, as well as root-
uniform convergence rates for other model components, including the covariance
function, eigenfunctions, and functional principal component scores. Our
applications include a novel framework for the analysis of longitudinal
compositional data, achieved by mapping longitudinal compositional data to
trajectories on the sphere, illustrated with longitudinal fruit fly behavior
patterns. RFPCA is shown to be superior in terms of trajectory recovery in
comparison to an unrestricted functional principal component analysis in
applications and simulations and is also found to produce principal component
scores that are better predictors for classification compared to traditional
functional functional principal component scores
Local Kernels and the Geometric Structure of Data
We introduce a theory of local kernels, which generalize the kernels used in
the standard diffusion maps construction of nonparametric modeling. We prove
that evaluating a local kernel on a data set gives a discrete representation of
the generator of a continuous Markov process, which converges in the limit of
large data. We explicitly connect the drift and diffusion coefficients of the
process to the moments of the kernel. Moreover, when the kernel is symmetric,
the generator is the Laplace-Beltrami operator with respect to a geometry which
is influenced by the embedding geometry and the properties of the kernel. In
particular, this allows us to generate any Riemannian geometry by an
appropriate choice of local kernel. In this way, we continue a program of
Belkin, Niyogi, Coifman and others to reinterpret the current diverse
collection of kernel-based data analysis methods and place them in a geometric
framework. We show how to use this framework to design local kernels invariant
to various features of data. These data-driven local kernels can be used to
construct conformally invariant embeddings and reconstruct global
diffeomorphisms
Comparison and classification of flexible distributions for multivariate skew and heavy-tailed data
We present, compare and classify popular families of flexible multivariate distributions. Our classification is based on the type of symmetry (spherical, elliptical, central symmetry or asymmetry) and the tail behaviour (a single tail weight parameter or multiple tail weight parameters). We compare the families both theoretically (relevant properties and distinctive features) and with a Monte Carlo study (comparing the fitting abilities in finite samples)
System- and Data-Driven Methods and Algorithms
An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This two-volume handbook covers methods as well as applications. This first volume focuses on real-time control theory, data assimilation, real-time visualization, high-dimensional state spaces and interaction of different reduction techniques
Aspects of Stochastic Geometric Mechanics in Molecular Biophysics
In confocal single-molecule FRET experiments, the joint distribution of FRET efficiency and donor lifetime distribution can reveal underlying molecular conformational dynamics via deviation from their theoretical Forster relationship. This shift is referred to as a dynamic shift. In this study, we investigate the influence of the free energy landscape in protein conformational dynamics on the dynamic shift by simulation of the associated continuum reaction coordinate Langevin dynamics, yielding a deeper understanding of the dynamic and structural information in the joint FRET efficiency and donor lifetime distribution. We develop novel Langevin models for the dye linker dynamics, including rotational dynamics, based on first physics principles and proper dye linker chemistry to match accessible volumes predicted by molecular dynamics simulations. By simulating the dyes\u27 stochastic translational and rotational dynamics, we show that the observed dynamic shift can largely be attributed to the mutual orientational dynamics of the electric dipole moments associated with the dyes and not their accessible volumes.
Furthermore, using nonlinear semi-group convergence methods based on viscosity solutions to associated Hamilton-Jacobi equations developed by Feng and Kurtz and methods of verifying the comparison principle for viscosity solutions introduced by Versendaal et al., we prove a large deviations principle for dynamical systems on Riemannian manifolds perturbed by vanishing Markov noise. Further, using the correspondence between the aforementioned nonlinear semigroup and stochastic control theory, we find explicit representations of the rate function in several cases via a Legendre - Fenchel transform of a corresponding Hamiltonian functional. This provides a generalization of classical Friedlin-Wentzell theory to the case of degenerate general Markov perturbations on complete Riemannian manifolds
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