Plücker coordinates of the best-fit Stiefel tropical linear space to a mixture of Gaussian distributions

DOI10.1007/S41884-023-00098-WMaRDI QIDQ6115113zbMATH OpenFDO

Authors Keiji Miura, Ruriko Yoshida

Publication date 12 July 2023

Published in Information Geometry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2112.11893

zbMATH Keywords

max-plus algebramixtures of Gaussian distributionsprincipal component analysistropical geometrytropical metrictropical polynomials

Mathematics Subject Classification ID

Tropical geometry (14Txx) Game theory (91Axx) Mathematical economics (91Bxx)

Abstract: In this research, we investigate a tropical principal component analysis (PCA) as a best-fit Stiefel tropical linear space to a given sample over the tropical projective torus for its dimensionality reduction and visualization. Especially, we characterize the best-fit Stiefel tropical linear space to a sample generated from a mixture of Gaussian distributions as the variances of the Gaussians go to zero. For a single Gaussian distribution, we show that the sum of residuals in terms of the tropical metric with the max-plus algebra over a given sample to a fitted Stiefel tropical linear space converges to zero by giving an upper bound for its convergence rate. Meanwhile, for a mixtures of Gaussian distribution, we show that the best-fit tropical linear space can be determined uniquely when we send variances to zero. We briefly consider the best-fit topical polynomial as an extension for the mixture of more than two Gaussians over the tropical projective space of dimension three. We show some geometric properties of these tropical linear spaces and polynomials.

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