chet function
Sharp Threshold for the Frechet Mean (or Median) of Inhomogeneous Erdos-Renyi Random Graphs
We address the following foundational question: what is the population, and sample, Frechet mean (or median) graph of an ensemble of inhomogeneous Erdos-Renyi random graphs? We prove that if we use the Hamming distance to compute distances between graphs, then the Frechet mean (or median) graph of an ensemble of inhomogeneous random graphs is obtained by thresholding the expected adjacency matrix of the ensemble. We show that the result also holds for the sample mean (or median) when the population expected adjacency matrix is replaced with the sample mean adjacency matrix. Consequently, the Frechet mean (or median) graph of inhomogeneous Erdos-Renyi random graphs exhibits a sharp threshold: it is either the empty graph, or the complete graph. This novel theoretical result has some significant practical consequences; for instance, the Frechet mean of an ensemble of sparse inhomogeneous random graphs is always the empty graph.
On the Existence of a Sample Mean in Dynamic Time Warping Spaces
Jain, Brijnesh J., Schultz, David
The concept of sample mean in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems and generalize centroid-based clustering algorithms. Its existence has neither been proved nor challenged. This article presents sufficient conditions for existence of a sample mean in DTW spaces. The proposed result justifies prior work on approximate mean algorithms, sets the stage for constructing exact mean algorithms, and is a first step towards a statistical theory of DTW spaces.
Probing the Geometry of Data with Diffusion Fr\'echet Functions
Martínez, Diego Hernán Díaz, Lee, Christine H., Kim, Peter T., Mio, Washington
Many complex ecosystems, such as those formed by multiple microbial taxa, involve intricate interactions amongst various sub-communities. The most basic relationships are frequently modeled as co-occurrence networks in which the nodes represent the various players in the community and the weighted edges encode levels of interaction. In this setting, the composition of a community may be viewed as a probability distribution on the nodes of the network. This paper develops methods for modeling the organization of such data, as well as their Euclidean counterparts, across spatial scales. Using the notion of diffusion distance, we introduce diffusion Frechet functions and diffusion Frechet vectors associated with probability distributions on Euclidean space and the vertex set of a weighted network, respectively. We prove that these functional statistics are stable with respect to the Wasserstein distance between probability measures, thus yielding robust descriptors of their shapes. We apply the methodology to investigate bacterial communities in the human gut, seeking to characterize divergence from intestinal homeostasis in patients with Clostridium difficile infection (CDI) and the effects of fecal microbiota transplantation, a treatment used in CDI patients that has proven to be significantly more effective than traditional treatment with antibiotics. The proposed method proves useful in deriving a biomarker that might help elucidate the mechanisms that drive these processes.
The Shape of Data and Probability Measures
Martínez, Diego Hernán Díaz, Mémoli, Facundo, Mio, Washington
We introduce the notion of multiscale covariance tensor fields (CTF) associated with Euclidean random variables as a gateway to the shape of their distributions. Multiscale CTFs quantify variation of the data about every point in the data landscape at all spatial scales, unlike the usual covariance tensor that only quantifies global variation about the mean. Empirical forms of localized covariance previously have been used in data analysis and visualization, but we develop a framework for the systematic treatment of theoretical questions and computational models based on localized covariance. We prove strong stability theorems with respect to the Wasserstein distance between probability measures, obtain consistency results, as well as estimates for the rate of convergence of empirical CTFs. These results ensure that CTFs are robust to sampling, noise and outliers. We provide numerous illustrations of how CTFs let us extract shape from data and also apply CTFs to manifold clustering, the problem of categorizing data points according to their noisy membership in a collection of possibly intersecting, smooth submanifolds of Euclidean space. We prove that the proposed manifold clustering method is stable and carry out several experiments to validate the method.
Properties of the Sample Mean in Graph Spaces and the Majorize-Minimize-Mean Algorithm
One of the most fundamental concepts in statistics is the concept of sample mean. Properties of the sample mean that are well-defined in Euclidean spaces become unwieldy or even unclear in graph spaces. Open problems related to the sample mean of graphs include: non-existence, non-uniqueness, statistical inconsistency, lack of convergence results of mean algorithms, non-existence of midpoints, and disparity to midpoints. We present conditions to resolve all six problems and propose a Majorize-Minimize-Mean (MMM) Algorithm. Experiments on graph datasets representing images and molecules show that the MMM-Algorithm best approximates a sample mean of graphs compared to six other mean algorithms.