Statistical analysis via the curvature of data space

Kei Kobayashi, Orita Mitsuru, Henry P. Wynn

研究成果: Conference contribution

抄録

It has been known that the curvature of data spaces plays a role in data analysis. For example, the Frechet mean (intrinsic mean) always exists uniquely for a probability measure on a non-positively curved metric space. In this paper, we use the curvature of data spaces in a novel manner. A methodology is developed for data analysis based on empirically constructed geodesic metric spaces. The population version defines distance by the amount of probability mass accumulated on travelling between two points and geodesic metric arises from the shortest path version. Such metrics are then transformed in a number of ways to produce families of geodesic metric spaces. Empirical versions of the geodesics allow computation of intrinsic means and associated measures of dispersion. A version of the empirical geodesic is introduced based on some metric graphs computed from the sample points. For certain parameter ranges the spaces become CAT(0) spaces and the intrinsic means are unique. In the graph case a minimal spanning tree obtained as a limiting case is CAT(0). In other cases the aggregate squared distance from a test point provides local minima which yield information about clusters. This is particularly relevant for metrics based on so-called metric cones which allow extensions to CAT(κ) spaces. We show how our methods work by using some actual data. This paper is a summary of a longer version [5]. See it for proof of theorems and details.

本文言語English
ホスト出版物のタイトルBayesian Inference and Maximum Entropy Methods in Science and Engineering, MaxEnt 2014
編集者Ali Mohammad-Djafari, Frederic Barbaresco, Frederic Barbaresco
出版社American Institute of Physics Inc.
ページ97-104
ページ数8
ISBN(電子版)9780735412804
DOI
出版ステータスPublished - 2015
外部発表はい
イベント34th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, MaxEnt 2014 - Amboise, France
継続期間: 2014 9月 212014 9月 26

出版物シリーズ

名前AIP Conference Proceedings
1641
ISSN(印刷版)0094-243X
ISSN(電子版)1551-7616

Conference

Conference34th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, MaxEnt 2014
国/地域France
CityAmboise
Period14/9/2114/9/26

ASJC Scopus subject areas

  • 物理学および天文学(全般)

フィンガープリント

「Statistical analysis via the curvature of data space」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル