Strong negative type in spheres

DOI10.2140/PJM.2020.307.383MaRDI QIDQ2206211zbMATH OpenOpenAlexFDO

Authors Russell Lyons

Publication date 22 October 2020

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.02863

zbMATH Keywords

Cramér-Wold theoremdistance covarianceequality of distributionsexpected distancesgoodness of fithemisphereshierarchical clusteringmetric spaces of negative type

Mathematics Subject Classification ID

Quasiconformal mappings in metric spaces (30L10) Hyperbolic and elliptic geometries (general) and generalizations (51M10) Erd?s problems and related topics of discrete geometry (52C10) Global Riemannian geometry, including pinching (53C20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: It is known that spheres have negative type, but only subsets with at most one pair of antipodal points have strict negative type. These are conditions on the (angular) distances within any finite subset of points. We show that subsets with at most one pair of antipodal points have strong negative type, a condition on every probability distribution of points. This implies that the function of expected distances to points determines uniquely the probability measure on such a set. It also implies that the distance covariance test for stochastic independence, introduced by Sz'ekely, Rizzo and Bakirov, is consistent against all alternatives in such sets. Similarly, it allows tests of goodness of fit, equality of distributions, and hierarchical clustering with angular distances. We prove this by showing an analogue of the Cram'er--Wold theorem.

Review text

Let \((X,d)\) be a metric space. This metric space is said to have \textit{negative type}, if for all \(n\geq 1\), all \(x_i\in X\) and \(\alpha_i\in \mathbb{R}\) for \(i=1,2,\dots,n\), the inequality \(\sum_{i=1}^n\sum_{j=1}^n \alpha_i\alpha_j d(x_i,x_j) \leq 0\). The metric space is said to have \textit{strictly negative type}, if equality holds in this inequality if and only if every \(\alpha_i\) equals zero. It is known that all Euclidean spaces have strictly negative type. A (Borel) probability measure \(\mu\) on \(X\) is said to have a \textit{finite first moment}, if for some (and hence for all) \(o\in X\), \(\int d(o,x) d\mu(x)<\infty\). Suppose that \(\mu_1,\mu_2\) have finite first moments. It can be shown that \(\int d(x_1,x_2) d(\mu_1-\mu_2)^2(x_1,x_2)\leq 0\). \((X,d)\) is said to have \textit{strong negative type}, if in this inequality equality holds if and only if \(\mu_1=\mu_2\). It is known that spheres have negative type, but only subsets with at most one pair of antipodal points have strict negative type. The paper under review shows that subsets of spheres with at most one pair of antipodal points have strong negative type. This implies that the function of expected distances to points determines uniquely the probability measure on such a set.

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Cites work

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• Finite metric spaces of strictly negative type
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• Hyperbolic spaces are of strictly negative type
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Cited in

(5)

• Hyperbolic spaces are of strictly negative type
• Does negative type characterize the round sphere?
• Generalization of the energy distance by Bernstein functions
• Manifold energy two-sample test
• Hyperbolic space has strong negative type

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