824 research outputs found
Cram\'er-Rao bounds for synchronization of rotations
Synchronization of rotations is the problem of estimating a set of rotations
R_i in SO(n), i = 1, ..., N, based on noisy measurements of relative rotations
R_i R_j^T. This fundamental problem has found many recent applications, most
importantly in structural biology. We provide a framework to study
synchronization as estimation on Riemannian manifolds for arbitrary n under a
large family of noise models. The noise models we address encompass zero-mean
isotropic noise, and we develop tools for Gaussian-like as well as heavy-tail
types of noise in particular. As a main contribution, we derive the
Cram\'er-Rao bounds of synchronization, that is, lower-bounds on the variance
of unbiased estimators. We find that these bounds are structured by the
pseudoinverse of the measurement graph Laplacian, where edge weights are
proportional to measurement quality. We leverage this to provide interpretation
in terms of random walks and visualization tools for these bounds in both the
anchored and anchor-free scenarios. Similar bounds previously established were
limited to rotations in the plane and Gaussian-like noise
Hypothesis Testing For Network Data in Functional Neuroimaging
In recent years, it has become common practice in neuroscience to use
networks to summarize relational information in a set of measurements,
typically assumed to be reflective of either functional or structural
relationships between regions of interest in the brain. One of the most basic
tasks of interest in the analysis of such data is the testing of hypotheses, in
answer to questions such as "Is there a difference between the networks of
these two groups of subjects?" In the classical setting, where the unit of
interest is a scalar or a vector, such questions are answered through the use
of familiar two-sample testing strategies. Networks, however, are not Euclidean
objects, and hence classical methods do not directly apply. We address this
challenge by drawing on concepts and techniques from geometry, and
high-dimensional statistical inference. Our work is based on a precise
geometric characterization of the space of graph Laplacian matrices and a
nonparametric notion of averaging due to Fr\'echet. We motivate and illustrate
our resulting methodologies for testing in the context of networks derived from
functional neuroimaging data on human subjects from the 1000 Functional
Connectomes Project. In particular, we show that this global test is more
statistical powerful, than a mass-univariate approach. In addition, we have
also provided a method for visualizing the individual contribution of each edge
to the overall test statistic.Comment: 34 pages. 5 figure
Cramer-Rao Lower Bound and Information Geometry
This article focuses on an important piece of work of the world renowned
Indian statistician, Calyampudi Radhakrishna Rao. In 1945, C. R. Rao (25 years
old then) published a pathbreaking paper, which had a profound impact on
subsequent statistical research.Comment: To appear in Connected at Infinity II: On the work of Indian
mathematicians (R. Bhatia and C.S. Rajan, Eds.), special volume of Texts and
Readings In Mathematics (TRIM), Hindustan Book Agency, 201
Optimal Recovery of Local Truth
Probability mass curves the data space with horizons. Let f be a multivariate
probability density function with continuous second order partial derivatives.
Consider the problem of estimating the true value of f(z) > 0 at a single point
z, from n independent observations. It is shown that, the fastest possible
estimators (like the k-nearest neighbor and kernel) have minimum asymptotic
mean square errors when the space of observations is thought as conformally
curved. The optimal metric is shown to be generated by the Hessian of f in the
regions where the Hessian is definite. Thus, the peaks and valleys of f are
surrounded by singular horizons when the Hessian changes signature from
Riemannian to pseudo-Riemannian. Adaptive estimators based on the optimal
variable metric show considerable theoretical and practical improvements over
traditional methods. The formulas simplify dramatically when the dimension of
the data space is 4. The similarities with General Relativity are striking but
possibly illusory at this point. However, these results suggest that
nonparametric density estimation may have something new to say about current
physical theory.Comment: To appear in Proceedings of Maximum Entropy and Bayesian Methods
1999. Check also: http://omega.albany.edu:8008
Information Geometry
This Special Issue of the journal Entropy, titled “Information Geometry I”, contains a collection of 17 papers concerning the foundations and applications of information geometry. Based on a geometrical interpretation of probability, information geometry has become a rich mathematical field employing the methods of differential geometry. It has numerous applications to data science, physics, and neuroscience. Presenting original research, yet written in an accessible, tutorial style, this collection of papers will be useful for scientists who are new to the field, while providing an excellent reference for the more experienced researcher. Several papers are written by authorities in the field, and topics cover the foundations of information geometry, as well as applications to statistics, Bayesian inference, machine learning, complex systems, physics, and neuroscience
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