The Intersection of Statistics and Topology:

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1 The Intersection of Statistics and Topology: Confidence Sets Brittany Terese Fasy joint work with S. Balakrishnan, F. Chazal, F. Lecci, A. Rinaldo, A. Singh, L. Wasserman 18 January 2014 B. Fasy (Tulane) Statistics and Topology 18 January / 31

2 Introduction How do we Interpret Data? Data can be a fininte subset of R D. What is the homology / the structure of the underlying space? B. Fasy (Tulane) Statistics and Topology 18 January / 31

3 Introduction How do we Interpret Data? Induced Topological Space B. Fasy (Tulane) Statistics and Topology 18 January / 31

4 Introduction How do we Interpret Data? Induced Topological Space B. Fasy (Tulane) Statistics and Topology 18 January / 31

5 Introduction How do we Interpret Data? Induced Topological Space B. Fasy (Tulane) Statistics and Topology 18 January / 31

6 Introduction How do we Interpret Data? Induced Topological Space B. Fasy (Tulane) Statistics and Topology 18 January / 31

7 Objective Introduction Let P be an unknown persistence diagram and P be an estimate of P. B. Fasy (Tulane) Statistics and Topology 18 January / 31

8 Objective Introduction Let P be an unknown persistence diagram and P be an estimate of P. Question How close is P to P? B. Fasy (Tulane) Statistics and Topology 18 January / 31

9 Introduction Objective Let P be an unknown persistence diagram and P be an estimate of P. Question How close is P to P? Answer with Statistics Given α (0, 1), we want δ α such that P(P {P : W (P, P) < δ α }) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

10 Introduction Objective Let P be an unknown persistence diagram and P be an estimate of P. Question How close is P to P? Answer with Statistics Given α (0, 1), we want δ α such that P(P {P : W (P, P) < δ α }) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

11 Statistical Model Background Statistics M is a manifold. P is a probability distribution supported on M. Observe data X 1, X 2,..., X n P. Compute ˆΘ n = Θ(X 1,..., X n ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

12 Statistical Model Background Statistics M is a manifold. P is a probability distribution supported on M. Observe data X 1, X 2,..., X n P. Compute ˆΘ n = Θ(X 1,..., X n ) Question How does ˆΘ n compare to E(Θ n ) = Θ n (M)? B. Fasy (Tulane) Statistics and Topology 18 January / 31

13 Background Statistics Statistical Model M is a manifold. P is a probability distribution supported on M. Observe data X 1, X 2,..., X n P. Compute ˆΘ n = Θ(X 1,..., X n ) Question How does ˆΘ n compare to E(Θ n ) = Θ n (M)? Answer Find C such that P(Θ n (M) C) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

14 Background Statistics Statistical Model M is a manifold. P is a probability distribution supported on M. Observe data X 1, X 2,..., X n P. Compute ˆΘ n = Θ(X 1,..., X n ) Question How does ˆΘ n compare to E(Θ n ) = Θ n (M)? Answer Find C such that P(Θ n (M) C) 1 α. How? B. Fasy (Tulane) Statistics and Topology 18 January / 31

15 Background Statistics Computing a Confidence Interval With Infinite Resources Repeatedly sample n data points, obtaining: Confidence Intervals P(Θ n (M) [0, q α ]) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

16 Background Statistics Computing a Confidence Interval With Infinite Resources Repeatedly sample n data points, obtaining: ˆΘ n,1,..., ˆΘ n,n Confidence Intervals P(Θ n (M) [0, q α ]) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

17 Background Statistics Computing a Confidence Interval With Infinite Resources Repeatedly sample n data points, obtaining: ˆΘ n,1,..., ˆΘ n,n via simulation. Confidence Intervals P(Θ n (M) [0, q α ]) 1 α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

18 Background Statistics Bootstrapping When We Can Only Take One Sample We have one sample: S n = {X 1,..., X n } B. Fasy (Tulane) Statistics and Topology 18 January / 31

19 Background Statistics Bootstrapping When We Can Only Take One Sample We have one sample: S n = {X 1,..., X n } Subsample (with replacement), obtaining: {X 1,..., X n } B. Fasy (Tulane) Statistics and Topology 18 January / 31

20 Background Statistics Bootstrapping When We Can Only Take One Sample We have one sample: S n = {X 1,..., X n } Subsample (with replacement), obtaining: {X 1,..., X n } Compute ˆΘ n = Θ(X 1,..., X n ). B. Fasy (Tulane) Statistics and Topology 18 January / 31

21 Background Statistics Bootstrapping When We Can Only Take One Sample We have one sample: S n = {X 1,..., X n } Subsample (with replacement), obtaining: {X 1,..., X n } Compute ˆΘ n = Θ(X 1,..., X n ). Repeat N times, obtaining: ˆΘ n,1,..., ˆΘ n,n. B. Fasy (Tulane) Statistics and Topology 18 January / 31

22 Background Statistics Bootstrapping When We Can Only Take One Sample We have one sample: S n = {X 1,..., X n } Subsample (with replacement), obtaining: {X 1,..., X n } Compute ˆΘ n = Θ(X 1,..., X n ). Repeat N times, obtaining: ˆΘ n,1,..., ˆΘ n,n. B. Fasy (Tulane) Statistics and Topology 18 January / 31

23 Bootstrapping Example Estimating Densities Background Statistics P has density p. Smoothed Density: p h = p K h KDE: ˆp h (x) = 1 n n 1 1 K h D ( x Xi h ). B. Fasy (Tulane) Statistics and Topology 18 January / 31

24 Bootstrapping Example Estimating Densities Background Statistics P has density p. Smoothed Density: p h = p K h KDE: ˆp h (x) = 1 n n 1 1 K h D ( x Xi h ). Θ n = ( nh D ˆp h p h ). Θ n = ( nh D ˆp h ˆp h ). B. Fasy (Tulane) Statistics and Topology 18 January / 31

25 Bootstrapping Example Estimating Densities Background Statistics P has density p. Smoothed Density: p h = p K h KDE: ˆp h (x) = 1 n n 1 1 K h D ( x Xi h ). Θ n = ( nh D ˆp h p h ). Θ n = ( nh D ˆp h ˆp h ). Bootstrap Theorem [FLRWBS] P( ( ) nh D ˆp h p h > q α X 1,..., X n ) = α + O 1/n B. Fasy (Tulane) Statistics and Topology 18 January / 31

26 Persistent Homology A Pairing of Critical Values. Background Topology P = Dgm + p (f ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

27 Persistent Homology A Pairing of Critical Values. Background Topology Tracking H ( f 1 ([t, )) ). P = Dgm + p (f ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

28 Persistent Homology A Pairing of Critical Values. Background Topology Tracking H ( f 1 ([t, )) ). P = Dgm + p (f ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

29 Persistent Homology A Pairing of Critical Values. Background Topology Tracking H ( f 1 ([t, )) ). P = Dgm + p (f ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

30 Bottleneck Distance Background Topology Given two persistence diagrams P and ˆP, find the best perfect matching between the point sets. Minimize Cost We wish to find W = min M { max (p,q) M p q }. B. Fasy (Tulane) Statistics and Topology 18 January / 31

31 Stability of Matchings Background Topology Bottleneck Stability Theorem [CDGO] p ˆp W (P, P) B. Fasy (Tulane) Statistics and Topology 18 January / 31

32 Putting It All Together Methods Bottleneck Stability Theorem p ˆp W (P, P) B. Fasy (Tulane) Statistics and Topology 18 January / 31

33 Putting It All Together Methods Bottleneck Stability Theorem p ˆp W (P, P) Bootstrap Theorem P( nh D ˆp h p h > q α ) = ( ) α + O 1/n B. Fasy (Tulane) Statistics and Topology 18 January / 31

34 Putting It All Together Methods Bottleneck Stability Theorem p ˆp W (P, P) Bootstrap Theorem P( nh D ˆp h p h > q α ) = ( ) α + O 1/n Confidence Sets for Persistence Diagrams P(W (P, P) qα ( ) ) 1 α O 1/n nh D B. Fasy (Tulane) Statistics and Topology 18 January / 31

35 Putting It All Together Methods Bottleneck Stability Theorem p ˆp W (P, P) Bootstrap Theorem P( nh D ˆp h p h > q α ) = ( ) α + O 1/n Confidence Sets for Persistence Diagrams P(W (P, P) qα ( ) ) 1 α O 1/n nh D Asymptotic Confidence Sets for Persistence Diagrams lim P(W (P, P) n qα nh D ) 1 α B. Fasy (Tulane) Statistics and Topology 18 January / 31

36 Methods Visualizing Confidence Intervals B. Fasy (Tulane) Statistics and Topology 18 January / 31

37 Methods Visualizing Confidence Intervals B. Fasy (Tulane) Statistics and Topology 18 January / 31

38 Methods Density Function Examples Uniform Distribution on Unit Circle Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

39 Methods Density Function Examples Uniform Distribution on Unit Circle Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

40 Methods Density Function Examples Uniform Distribution on Cassini Curve Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

41 Methods Density Function Examples Uniform Distribution on Cassini Curve Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

42 Methods Density Function Examples Cassini Curve with Outliers Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

43 Methods Density Function Examples Cassini Curve with Outliers Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

44 Methods Density Function Examples Normal Distribution on Unit Circle Results for Density Functions B. Fasy (Tulane) Statistics and Topology 18 January / 31

45 Methods Density Function Examples Normal Distribution on Unit Circle Results for Density Functions ] B. Fasy (Tulane) Statistics and Topology 18 January / 31

46 Distance to a Subset Methods Distance Function d M (a) = inf x M x a P 1 = Dgm p (d X ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

47 Distance to a Subset Methods Distance Function d M (a) = inf x M x a P 1 = Dgm p (d X ) P has continuous density p. support(p) = M. S n = {X 1,..., X n } P P 1 = Dgm p (d Sn ) B. Fasy (Tulane) Statistics and Topology 18 January / 31

48 Subsampling Methods Distance Function Confidence Interval from Subsampling [FLRWBS] Assume that p(x) is bounded away from zero. Then, almost surely, for all large n, P (W (P 1, P ) 1 ) > c n α + 2d n log n + O ( ) bn log n n B. Fasy (Tulane) Statistics and Topology 18 January / 31

49 Varying α Methods Distance Function B. Fasy (Tulane) Statistics and Topology 18 January / 31

50 Varying α Methods Distance Function α = 0.001, 0.05, 0.25 B. Fasy (Tulane) Statistics and Topology 18 January / 31

51 Two More Methods Methods Distance Function S n = S 1,n S2,n. Theorem (Concentration of Measure) There exists ˆt cm = ˆt cm (α, d, n, S 1,n ) such that ( P (W (P 1, P ) (log ) ) n 1/d+2 1 ) > ˆt cm α + O. n Theorem (Method of Shells) There exists ˆt s = ˆt s (α, d, n, K, S 1,n ) such that ( P (W (P 1, P ) (log ) ) n 1/d+2 1 ) > ˆt s α + O. n B. Fasy (Tulane) Statistics and Topology 18 January / 31

52 Methods Distance Function These Methods are Different Concentration of Measure ˆt cm is found by solving the following for t: 2 d+1 ( ) t d exp ntd ˆρ 1,n = α. ˆρ 1,n 2 Shells ˆt s is found by solving the following for t: 2 d+1 t d ˆρ n ( ) ĝ(v) v exp nvtd ˆρ 1,n dv = α. 2 B. Fasy (Tulane) Statistics and Topology 18 January / 31

53 Methods Distance Function Examples Uniform Distribution on Unit Circle Distance Function B. Fasy (Tulane) Statistics and Topology 18 January / 31

54 Methods Distance Function Examples Uniform Distribution on Cassini Curve Distance Function B. Fasy (Tulane) Statistics and Topology 18 January / 31

55 Methods Distance Function Examples Cassini Curve with Outliers Distance Function B. Fasy (Tulane) Statistics and Topology 18 January / 31

56 Methods Distance Function Examples Normal Distribution on Unit Circle Distance Function B. Fasy (Tulane) Statistics and Topology 18 January / 31

57 Conclusion Summary Recalling the Problem Sample from a distribution on a manifold. B. Fasy (Tulane) Statistics and Topology 18 January / 31

58 Conclusion Summary Recalling the Problem Sample from a distribution on a manifold. Create sample function (distance or density). B. Fasy (Tulane) Statistics and Topology 18 January / 31

59 Conclusion Summary Recalling the Problem Sample from a distribution on a manifold. Create sample function (distance or density). Now, we have (unknown) P and (known) P n. B. Fasy (Tulane) Statistics and Topology 18 January / 31

60 Summary Conclusion Recalling the Problem Sample from a distribution on a manifold. Create sample function (distance or density). Now, we have (unknown) P and (known) P n. Find c n such that P (W (P, P ) n ) > c n α. B. Fasy (Tulane) Statistics and Topology 18 January / 31

61 Summary Conclusion Recalling the Problem Sample from a distribution on a manifold. Create sample function (distance or density). Now, we have (unknown) P and (known) P n. Find c n such that P (W (P, P ) n ) > c n α. The pair P n and [0, c n ] define a confidence set for P. B. Fasy (Tulane) Statistics and Topology 18 January / 31

62 Ongoing Research Conclusion B. Fasy (Tulane) Statistics and Topology 18 January / 31

63 Conclusion Ongoing Research Functional Analysis Confidence Bands for Landscapes joint w/ F. Chazal, F. Lecci, A. Rinaldo, L. Wasserman B. Fasy (Tulane) Statistics and Topology 18 January / 31

64 Conclusion Ongoing Research Functional Analysis Confidence Bands for Landscapes joint w/ F. Chazal, F. Lecci, A. Rinaldo, L. Wasserman Really Great Upcoming Talk Carola Wenk Map Construction & Comparison 3:30 Here! B. Fasy (Tulane) Statistics and Topology 18 January / 31

65 Collaborator Collage Conclusion B. Fasy (Tulane) Statistics and Topology 18 January / 31

66 Thank you! Conclusion Brittany Terese Fasy B. Fasy (Tulane) Statistics and Topology 18 January / 31

67 References References [CDGO] The Structure and Stability of Persistence Modules. ArXiv [CFLRSW] On the Bootstrap for Persistence Diagrams and Landscapes. Modeling and Analysis of Information Systems, 20:6 (Dec. 2013), [FLRWBS] Statistical Inference for Persistent Homology: Confidence Sets for Persistence Diagrams. ArXiv Tentatively accepted, Annals of Statistics. B. Fasy (Tulane) Statistics and Topology 18 January / 31

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