Distribution on Warp Maps for Alignment of Open and Closed Curves

Alignment of curve data is an integral part of their statistical analysis, and can be achieved using model- or optimization-based approaches. The parameter space is usually the set of monotone, continuous warp maps of a domain. Infinite-dimensional nature of the parameter space encourages sampling based approaches, which require a distribution on the set of warp maps. Moreover, the distribution should also enable sampling in the presence of important landmark information on the curves which constrain the warp maps. For alignment of closed and open curves in $\mathbb{R}^d, d=1,2,3$, possibly with landmark information, we provide a constructive, point-process based definition of a distribution on the set of warp maps of $[0,1]$ and the unit circle $\mathbb{S}^1$ that is (1) simple to sample from, and (2) possesses the desiderata for decomposition of the alignment problem with landmark constraints into multiple unconstrained ones. For warp maps on $[0,1]$, the distribution is related to the Dirichlet process. We demonstrate its utility by using it as a prior distribution on warp maps in a Bayesian model for alignment of two univariate curves, and as a proposal distribution in a stochastic algorithm that optimizes a suitable alignment functional for higher-dimensional curves. Several examples from simulated and real datasets are provided

Asymptotics of a Clustering Criterion for Smooth Distributions

We develop a clustering framework for observations from a population with a smooth probability distribution function and derive its asymptotic properties. A clustering criterion based on a linear combination of order statistics is proposed. The asymptotic behavior of the point at which the observations are split into two clusters is examined. The results obtained can then be utilized to construct an interval estimate of the point which splits the data and develop tests for bimodality and presence of clusters

Bayesian sensitivity analysis with the Fisher–Rao metric

We propose a geometric framework to assess sensitivity of Bayesian procedures to modelling assumptions based on the nonparametric Fisher–Rao metric. While the framework is general, the focus of this article is on assessing local and global robustness in Bayesian procedures with respect to perturbations of the likelihood and prior, and on the identification of influential observations. The approach is based on a square-root representation of densities, which enables analytical computation of geodesic paths and distances, facilitating the definition of naturally calibrated local and global discrepancy measures. An important feature of our approach is the definition of a geometric ϵ-contamination class of sampling distributions and priors via intrinsic analysis on the space of probability density functions. We demonstrate the applicability of our framework to generalized mixed-effects models and to directional and shape data

Spatially Penalised Registration of Multivariate Functional Data

Registration of multivariate functional data involves handling of both cross-component and cross-observation phase variations. Allowing for the two phase variations to be modelled as general diffeomorphic time warpings, in this work we focus on the hitherto unconsidered setting where phase variation of the component functions are spatially correlated. We propose an algorithm to optimize a metric-based objective function for registration with a novel penalty term that incorporates the spatial correlation between the component phase variations through a kriging estimate of an appropriate phase random field. The penalty term encourages the overall phase at a particular location to be similar to the spatially weighted average phase in its neighbourhood, and thus engenders a regularization that prevents over-alignment. Utility of the registration method, and its superior performance compared to methods that fail to account for the spatial correlation, is demonstrated through performance on simulated examples and two multivariate functional datasets pertaining to EEG signals and ozone concentrations. The generality of the framework opens up the possibility for extension to settings involving different forms of correlation between the component functions and their phases