Convergence and rates for fixed-interval multiple-track smoothing using k-means type optimization

DOI10.1214/16-EJS1209zbMATH Open1357.62203arXiv1506.02676OpenAlexW2964086366MaRDI QIDQ502833FDOQ502833

Authors: Matthew Thorpe, Adam M. Johansen 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks from passive observation of travellers, or the reconstruction of the behaviour of uncooperative vehicles from external observations, for example. There are two coupled problems. The first is a data association problem: how to map data points onto individual trajectories. The second is, given a solution to the data association problem, to estimate those trajectories. We construct estimators as a solution to a regularized variational problem (to which approximate solutions can be obtained via the simple, efficient and widespread $k$-means method) and show that, as the number of data points, $n$, increases, these estimators exhibit stable behaviour. More precisely, we show that they converge in an appropriate Sobolev space in probability and with rate $n^{-1/2}$.

Full work available at URL: https://arxiv.org/abs/1506.02676

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zbMATH Keywords

asymptotics\(k\)-meansvariational methodsrates of convergencenon-parametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (3)

• Pointwise convergence in probability of general smoothing splines
• Convergence of the \(k\)-means minimization problem using \(\Gamma\)-convergence
• Large data and zero noise limits of graph-based semi-supervised learning algorithms

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