Statistical topological data analysis using persistence landscapes

We define a new topological summary for data that we call the persistence landscape. Since this summary lies in a vector space, it is easy to combine with tools from statistics and machine learning, in contrast to the standard topological summaries. Viewed as a random variable with values in a Banach space, this summary obeys a strong law of large numbers and a central limit theorem. We show how a number of standard statistical tests can be used for statistical inference using this summary. We also prove that this summary is stable and that it can be used to provide lower bounds for the bottleneck and Wasserstein distances.Comment: 26 pages, final version, to appear in Journal of Machine Learning Research, includes two additional examples not in the journal version: random geometric complexes and Erdos-Renyi random clique complexe

Multiple testing with persistent homology

Multiple hypothesis testing requires a control procedure. Simply increasing simulations or permutations to meet a Bonferroni-style threshold is prohibitively expensive. In this paper we propose a null model based approach to testing for acyclicity, coupled with a Family-Wise Error Rate (FWER) control method that does not suffer from these computational costs. We adapt an False Discovery Rate (FDR) control approach to the topological setting, and show it to be compatible both with our null model approach and with previous approaches to hypothesis testing in persistent homology. By extending a limit theorem for persistent homology on samples from point processes, we provide theoretical validation for our FWER and FDR control methods

Evaluating Synthetically Generated Data from Small Sample Sizes: An Experimental Study

In this paper, we propose a method for measuring the similarity low sample tabular data with synthetically generated data with a larger number of samples than original. This process is also known as data augmentation. But significance levels obtained from non-parametric tests are suspect when sample size is small. Our method uses a combination of geometry, topology and robust statistics for hypothesis testing in order to compare the validity of generated data. We also compare the results with common global metric methods available in the literature for large sample size data

The persistence landscape and some of its properties

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of this summary is that it allows one to apply tools from statistics and machine learning. Furthermore, the mapping from persistence diagrams to persistence landscapes is stable and invertible. We introduce a weighted version of the persistence landscape and define a one-parameter family of Poisson-weighted persistence landscape kernels that may be useful for learning. We also demonstrate some additional properties of the persistence landscape. First, the persistence landscape may be viewed as a tropical rational function. Second, in many cases it is possible to exactly reconstruct all of the component persistence diagrams from an average persistence landscape. It follows that the persistence landscape kernel is characteristic for certain generic empirical measures. Finally, the persistence landscape distance may be arbitrarily small compared to the interleaving distance.Comment: 18 pages, to appear in the Proceedings of the 2018 Abel Symposiu

Subsampling Methods for Persistent Homology

Persistent homology is a multiscale method for analyzing the shape of sets and functions from point cloud data arising from an unknown distribution supported on those sets. When the size of the sample is large, direct computation of the persistent homology is prohibitive due to the combinatorial nature of the existing algorithms. We propose to compute the persistent homology of several subsamples of the data and then combine the resulting estimates. We study the risk of two estimators and we prove that the subsampling approach carries stable topological information while achieving a great reduction in computational complexity

Interpretable statistics for complex modelling: quantile and topological learning

As the complexity of our data increased exponentially in the last decades, so has our need for interpretable features. This thesis revolves around two paradigms to approach this quest for insights. In the first part we focus on parametric models, where the problem of interpretability can be seen as a “parametrization selection”. We introduce a quantile-centric parametrization and we show the advantages of our proposal in the context of regression, where it allows to bridge the gap between classical generalized linear (mixed) models and increasingly popular quantile methods. The second part of the thesis, concerned with topological learning, tackles the problem from a non-parametric perspective. As topology can be thought of as a way of characterizing data in terms of their connectivity structure, it allows to represent complex and possibly high dimensional through few features, such as the number of connected components, loops and voids. We illustrate how the emerging branch of statistics devoted to recovering topological structures in the data, Topological Data Analysis, can be exploited both for exploratory and inferential purposes with a special emphasis on kernels that preserve the topological information in the data. Finally, we show with an application how these two approaches can borrow strength from one another in the identification and description of brain activity through fMRI data from the ABIDE project