A statistical framework for analyzing shape in a time series of random geometric objects

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Event details

Date 15.12.2023
Hour 15:1517:00
Speaker Anne van Delft, Columbia University
Location
Category Conferences - Seminars
Event Language English

We introduce a new  framework to analyze shape descriptors that capture the geometric features of an ensemble of point clouds. At the core of our approach is the point of view that the data arises as sampled recordings from a metric space-valued stochastic process, possibly of nonstationary nature, thereby integrating geometric data analysis into the realm of functional time series analysis. We focus on the descriptors coming from topological data analysis. Our framework allows for natural incorporation of spatial-temporal dynamics, heterogeneous sampling, and the study of convergence rates. Further, we  derive  complete invariants for classes of metric space-valued stochastic processes in the spirit of Gromov, and relate these invariants to so-called ball volume processes.
Under mild dependence conditions, a weak invariance principle in $D([0,1]\times [0,\mathscr{R}])$ is established for sequential empirical versions of the latter, assuming the probabilistic structure possibly  changes over time. Finally, we use this result to introduce novel test statistics for topological change, which are distribution free in the limit under the hypothesis of stationarity.
https://arxiv.org/pdf/2304.01984.pdf

 (joint work with Andrew J. Blumberg)

 

Practical information

  • Informed public
  • Free

Organizer

  • Tomas Masak

Contact

  • Maroussia Schaffner

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