Algebraic topology methods have recently played an important role for statistical analysis with complicated geometric structured data such as shapes, linked twist maps, and material data. Among them, persistent homology is a well-known tool to extract robust topological features, and outputs as persistence diagrams (PDs). However, PDs are point multi-sets which can not be used in machine learning algorithms for vector data. To deal with it, an emerged approach is to use kernel methods, and an appropriate geometry for PDs is an important factor to measure the similarity of PDs. A popular geometry for PDs is the Wasserstein metric.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Optimal transport (OT) theory defines a powerful set of tools to compare probability distributions. OT suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants of OT in the recent literature, one of the most notable being the sliced formulation, which exploits the closed-form formula between univariate distributions by projecting high-dimensional measures onto random lines. We consider in this work a more general family of ground metrics, namely tree metrics, which also yield fast closedform computations and negative definite, and of which the sliced-Wasserstein distance is a particular case (the tree is a chain). We propose the tree-sliced Wasserstein distance, computed by averaging the Wasserstein distance between these measures using random tree metrics, built adaptively in either low or highdimensional spaces. Exploiting the negative definiteness of that distance, we also propose a positive definite kernel, and test it against other baselines on a few benchmark tasks.

We propose probabilistic latent variable models for multi-view anomaly detection, which is the task of finding instances that have inconsistent views given multi-view data. With the proposed model, all views of a non-anomalous instance are assumed to be generated from a single latent vector. On the other hand, an anomalous instance is assumed to have multiple latent vectors, and its different views are generated from different latent vectors. By inferring the number of latent vectors used for each instance with Dirichlet process priors, we obtain multiview anomaly scores. The proposed model can be seen as a robust extension of probabilistic canonical correlation analysis for noisy multi-view data. We present Bayesian inference procedures for the proposed model based on a stochastic EM algorithm. The effectiveness of the proposed model is demonstrated in terms of performance when detecting multi-view anomalies.

Algebraic topology methods have recently played an important role for statistical analysis with complicated geometric structured data such as shapes, linked twist maps, and material data. Among them, persistent homology is a well-known tool to extract robust topological features, and outputs as persistence diagrams (PDs). However, PDs are point multi-sets which can not be used in machine learning algorithms for vector data. To deal with it, an emerged approach is to use kernel methods, and an appropriate geometry for PDs is an important factor to measure the similarity of PDs. A popular geometry for PDs is the Wasserstein metric.