Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals

DOI10.1007/S10208-015-9281-9zbMATH Open1367.62086arXiv1404.1214OpenAlexW3105241451MaRDI QIDQ525596FDOQ525596

Ulrich Bauer, Hannes Sieling, Axel Munk, M. Wardetzky

Publication date: 5 May 2017

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Abstract: We investigate the problem of estimating the number of modes (i.e., local maxima) - a well known question in statistical inference - and we show how to do so without presmoothing the data. To this end, we modify the ideas of persistence barcodes by first relating persistence values in dimension one to distances (with respect to the supremum norm) to the sets of functions with a given number of modes, and subsequently working with norms different from the supremum norm. As a particular case we investigate the Kolmogorov norm. We argue that this modification has certain statistical advantages. We offer confidence bands for the attendant Kolmogorov signatures, thereby allowing for the selection of relevant signatures with a statistically controllable error. As a result of independent interest, we show that taut strings minimize the number of critical points for a very general class of functions. We illustrate our results by several numerical examples.

Full work available at URL: https://arxiv.org/abs/1404.1214

zbMATH Keywords

persistent homologycritical pointspartial sum processtaut stringsmode huntingbarcodesexponential deviation boundKolmogorov signatures

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Critical points and critical submanifolds in differential topology (57R70) Abstract critical point theory (Morse theory, Lyusternik-Shnirel'man theory, etc.) in infinite-dimensional spaces (58E05)

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Cited In (3)

• Amplitudes in persistence theory
• Topological data analysis for true step detection in periodic piecewise constant signals
• Boundedness and unboundedness in total variation regularization

Uses Software

• KernSmooth
• ftnonpar

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