M\"{o}bius deconvolution on the hyperbolic plane with application to impedance density estimation

In this paper we consider a novel statistical inverse problem on the Poincar\'{e}, or Lobachevsky, upper (complex) half plane. Here the Riemannian structure is hyperbolic and a transitive group action comes from the space of $2\times2$ real matrices of determinant one via M\"{o}bius transformations. Our approach is based on a deconvolution technique which relies on the Helgason--Fourier calculus adapted to this hyperbolic space. This gives a minimax nonparametric density estimator of a hyperbolic density that is corrupted by a random M\"{o}bius transform. A motivation for this work comes from the reconstruction of impedances of capacitors where the above scenario on the Poincar\'{e} plane exactly describes the physical system that is of statistical interest.Comment: Published in at http://dx.doi.org/10.1214/09-AOS783 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sticky Flavors

The Fr\'echet mean, a generalization to a metric space of the expectation of a random variable in a vector space, can exhibit unexpected behavior for a wide class of random variables. For instance, it can stick to a point (more generally to a closed set) under resampling: sample stickiness. It can stick to a point for topologically nearby distributions: topological stickiness, such as total variation or Wasserstein stickiness. It can stick to a point for slight but arbitrary perturbations: perturbation stickiness. Here, we explore these and various other flavors of stickiness and their relationship in varying scenarios, for instance on CAT($\kappa$) spaces, $\kappa\in \mathbb{R}$. Interestingly, modulation stickiness (faster asymptotic rate than $\sqrt{n}$) and directional stickiness (a generalization of moment stickiness from the literature) allow for the development of new statistical methods building on an asymptotic fluctuation, where, due to stickiness, the mean itself features no asymptotic fluctuation. Also, we rule out sticky flavors on manifolds in scenarios with curvature bounds

Stability of the cut locus and a Central Limit Theorem for Fréchet means of Riemannian manifolds

We obtain a central limit theorem for closed Riemannian manifolds, clarifying along the way the geometric meaning of some of the hypotheses in Bhattacharya and Lin’s Omnibus central limit theorem for Fréchet means. We obtain our CLT assuming certain stability hypothesis for the cut locus, which always holds when the manifold is compact but may not be satisfied in the non-compact case

Foundations of the Wald Space for Phylogenetic Trees

Evolutionary relationships between species are represented by phylogenetic trees, but these relationships are subject to uncertainty due to the random nature of evolution. A geometry for the space of phylogenetic trees is necessary in order to properly quantify this uncertainty during the statistical analysis of collections of possible evolutionary trees inferred from biological data. Recently, the wald space has been introduced: a length space for trees which is a certain subset of the manifold of symmetric positive definite matrices. In this work, the wald space is introduced formally and its topology and structure is studied in detail. In particular, we show that wald space has the topology of a disjoint union of open cubes, it is contractible, and by careful characterization of cube boundaries, we demonstrate that wald space is a Whitney stratified space of type (A). Imposing the metric induced by the affine invariant metric on symmetric positive definite matrices, we prove that wald space is a geodesic Riemann stratified space. A new numerical method is proposed and investigated for construction of geodesics, computation of Fr\'echet means and calculation of curvature in wald space. This work is intended to serve as a mathematical foundation for further geometric and statistical research on this space.Comment: 42 pages, 15 figure

Types of Stickiness in BHV Phylogenetic Tree Spaces and Their Degree

It has been observed that the sample mean of certain probability distributions in Billera-Holmes-Vogtmann (BHV) phylogenetic spaces is confined to a lower-dimensional subspace for large enough sample size. This non-standard behavior has been called stickiness and poses difficulties in statistical applications when comparing samples of sticky distributions. We extend previous results on stickiness to show the equivalence of this sampling behavior to topological conditions in the special case of BHV spaces. Furthermore, we propose to alleviate statistical comparision of sticky distributions by including the directional derivatives of the Fr\'echet function: the degree of stickiness.Comment: 8 Pages, 1 Figure, conference submission to GSI 202