We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a birth-death mechanism, and which move according to Brownian motion while alive. The results reveal the existence of a phase diagram describing at least three distinct structures for the limiting processes, depending on the extent of the local interactions and the speed of the Brownian motions. The proofs, which identify three different limits, rely heavily on Malliavin-Stein type CLTs for U-statistics on a representation of the dynamic point process via a distributionally equivalent marked point process.
We study random waves on smooth, compact, Riemannian manifolds under the spherical ensemble. Our first main result shows that there is a positive universal limit for the critical radius of a specific deterministic embedding, defined via the eigenfunctions of the Laplace-Beltrami operator, of such manifolds into higher dimensional Euclidean spaces. This result enables the application of Weyl's tube formula to derive the tail probabilities for the suprema of random waves. Consequently, the estimate for the expectation of the Euler characteristic of the excursion set follows directly.
We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit theorems in the so-called thermodynamic regime. Our results are applicable to several functionals of interest in the stochastic geometry literature, including subgraph and component counts in the random geometric graphs.
In this paper we study the spectrum of the random geometric graph $G(n,r)$, in a regime where the graph is dense and highly connected. In the \erdren $G(n,p)$ random graph it is well known that upon connectivity the spectrum of the normalized graph Laplacian is concentrated around $1$. We show that such concentration does not occur in the $G(n,r)$ case, even when the graph is dense and almost a complete graph. In particular, we show that the limiting spectral gap is strictly smaller than $1$. In the special case where the vertices are distributed uniformly in the unit cube and $r=1$, we show that for every $0\le k \le d$ there are at least $\binom{d}{k}$ eigenvalues near $1-2^{-k}$, and the limiting spectral gap is exactly $1/2$. We also show that the corresponding eigenfunctions in this case are tightly related to the geometric configuration of the points.
Topological Data Analysis (TDA) is a novel statistical technique, particularly powerful for the analysis of large and high dimensional data sets. Much of TDA is based on the tool of persistent homology, represented visually via persistence diagrams. In an earlier paper we proposed a parametric representation for the probability distributions of persistence diagrams, and based on it provided a method for their replication. Since the typical situation for big data is that only one persistence diagram is available, these replications allow for conventional statistical inference, which, by its very nature, requires some form of replication. In the current paper we continue this analysis, and further develop its practical statistical methodology, by investigating a wider class of examples than treated previously.
We study the topology generated by the temperature fluctuations of the Cosmic Microwave Background (CMB) radiation, as quantified by the number of components and holes, formally given by the Betti numbers, in the growing excursion sets. We compare CMB maps observed by the Planck satellite with a thousand simulated maps generated according to the LCDM paradigm with Gaussian distributed fluctuations. The survey of the CMB over $\mathbb{S}^2$ is incomplete due to obfuscation effects by bright point sources and other extended foreground objects like our own galaxy. To deal with such situations, where analysis in the presence of "masks" is of importance, we introduce the concept of relative homology. The parametric $\chi^2$-test shows differences between observations and simulations, yielding $p$-values at per-cent to less than per-mil levels roughly between 2 to 7 degrees. The highest observed deviation for $b_0$ and $b_1$ is approximately between $3\sigma$-4$\sigma$ at scales of 3 to 7 degrees. There are reports of mildly unusual behaviour of the Euler characteristic at 3.66 degrees in the literature, computed from independent measurements of the CMB temperature fluctuations by Planck's predecessor WMAP satellite. The mildly anomalous behaviour of Euler characteristic is related to the strongly anomalous behaviour of components and holes. These are also the scales at which the observed maps exhibit low variance compared to the simulations. Non-parametric tests show even stronger differences at almost all scales. Regardless, beyond the trivial possibility that this may still be a manifestation of an extreme Gaussian case, these observations, along with the super-horizon scales involved, may motivate to look at primordial non-Gaussianity. Alternative scenarios worth exploring may be models with non-trivial topology.
We introduce a new model for planar point point processes, with the aim of capturing the structure of point interaction and spread in persistence diagrams. Persistence diagrams themselves are a key tool of TDA (topological data analysis), crucial for the delineation and estimation of global topological structure in large data sets. To a large extent, the statistical analysis of persistence diagrams has been hindered by difficulties in providing replications, a problem that was addressed in an earlier paper, which introduced a procedure called RST (replicating statistical topology). Here we significantly improve on the power of RST via the introduction of a more realistic class of models for the persistence diagrams. In addition, we introduce to TDA the idea of bagplotting, a powerful technique from non-parametric statistics well adapted for differentiating between topologically significant points, and noise, in persistence diagrams. Outside the setting of TDA, our model provides a setting for fashioning point processes, in any dimension, in which both local interactions between the points, along with global restraints on the general point cloud, are important and perhaps competing.
This study presents a numerical analysis of the topology of a set of cosmologically interesting 3D Gaussian random fields in terms of their Betti numbers beta(0), beta(1), and beta(2). We show that Betti numbers entail a considerably richer characterization of the topology of the primordial density field. Of particular interest is that the Betti numbers specify which topological features - islands, cavities, or tunnels - define the spatial structure of the field. A principal characteristic of Gaussian fields is that the three Betti numbers dominate the topology at different density ranges. At extreme density levels, the topology is dominated by a single class of features. At low levels this is a Swiss-cheeselike topology dominated by isolated cavities, and, at high levels, a predominantly Meatball-like topology composed of isolated objects. At moderate density levels, two Betti numbers define a more Sponge-like topology. At mean density, the description of topology even needs three Betti numbers, quantifying a field consisting of several disconnected complexes, not of one connected and percolating overdensity. A second important aspect of Betti number statistics is that they are sensitive to the power spectrum. They reveal a monotonic trend, in which at a moderate density range, a lower spectral index corresponds to a considerably higher (relative) population of cavities and islands. We also assess the level of complementary information that the Betti numbers represent, in addition to conventional measures such as Minkowski functionals. To this end, we include an extensive description of the Gaussian Kinematic Formula, which represents a major theoretical underpinning for this discussion.
We continue the study, begun in [6], of the critical radius of embeddings, via deterministic spherical harmonics, of fixed dimensional spheres into higher dimensional ones, along with the associated problem of the distribution of the suprema of random spherical harmonics. Whereas [6] concentrated on spherical harmonics of a common degree, here we extend the results to mixed degrees, en passant improving on the lower bounds on critical radii that we found previously.
Motivated by questions of manifold learning, we study a sequence of random manifolds, generated by embedding a fixed, compact manifold M into Euclidean spheres of increasing dimension via a sequence of Gaussian mappings. One of the fundamental smoothness parameters of manifold learning theorems is the reach, or critical radius, of M. Roughly speaking, the reach is a measure of a manifold's departure from convexity, which incorporates both local curvature and global topology. This paper develops limit theory for the reach of a family of random, Gaussian-embedded, manifolds, establishing both almost sure convergence for the global reach, and a fluctuation theory for both it and its local version. The global reach converges to a constant well known both in the reproducing kernel Hilbert space theory of Gaussian processes, as well as in their extremal theory.
We introduce Lipschitz-Killing curvature (LKC) regression, a new method to produce $(1-α)$ thresholds for signal detection in random fields that does not require knowledge of the spatial correlation structure. The idea is to fit observed empirical Euler characteristics to the Gaussian kinematic formula via generalized least squares, which quickly and easily provides statistical estimates of the LKCs --- complex topological quantities that can be extremely challenging to compute, both theoretically and numerically. With these estimates, we can then make use of a powerful parametric approximation via Euler characteristics for Gaussian random fields to generate accurate $(1-α)$ thresholds and $p$-values. The main features of our proposed LKC regression method are easy implementation, conceptual simplicity, and facilitated diagnostics, which we demonstrate in a variety of simulations and applications.
How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a hole of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new light in existence of holes. How likely is the field to be above a high level on one compact set (e.g. a sphere) and to be below a fraction of that level on some other compact set, e.g. at the center of the corresponding ball? How likely is the field to be below that fraction of the level {\it anywhere} inside the ball? We work on the level of large deviations.
We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the number of vertices becomes large, obtaining limit theorems for means, strong laws, concentration inequalities and central limit theorems. As opposed to most prior papers treating random complexes, the limit with which we work is in the so-called `thermodynamic' regime (which includes the percolation threshold) in which the complexes become very large and complicated, with complex homology characterised by diverging Betti numbers. The proofs combine probabilistic arguments from the theory of stabilizing functionals of point processes and topological arguments exploiting the properties of Mayer-Vietoris exact sequences. The Mayer-Vietoris arguments are crucial, since homology in general, and Betti numbers in particular, are global rather than local phenomena, and most standard probabilistic arguments are based on the additivity of functionals arising as a consequence of locality.
Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural in the majority of applications, leads to a need for statistical analysis, the first step of which requires asymptotic distribution results for estimators. The first such result is provided in this paper, as a central limit theorem for the Euler integral of pure, Gaussian, noise fields.
We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers of Čech complexes built over the cloud. The structure of dependence and sparcity (away from the origin) generated by these distributions leads to limit laws expressible via non-homogeneous, random, Poisson measures. The parametrisation of the limits depends on both the tail decay rate of the observations and the particular geometric constraint being considered. The main theorems of the paper generate a new class of results in the well established theory of extreme values, while their applications are of significance for the fledgling area of rigorous results in topological data analysis. In particular, they provide a broad theory for the empirically well-known phenomenon of homological `crackle'; the continued presence of spurious homology in samples of topological structures, despite increased sample size.
We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the embedded manifolds also converge to deterministic limits. Particularly interesting examples of these functionals are given by the Lipschitz-Killing curvatures, for which we also prove unbiasedness, using the Gaussian kinematic formula.
Under the banner of "big data," the detection and classification of structure in extremely large, high-dimensional, data sets are two of the central statistical challenges of our times. Among the most intriguing new approaches to this challenge is "TDA," or "topological data analysis," one of the primary aims of which is providing nonmetric, but topologically informative, preanalyses of data which make later, more quantitative, analyses feasible. While TDA rests on strong mathematical foundations from topology, in applications, it has faced challenges due to difficulties in handling issues of statistical reliability and robustness, often leading to an inability to make scientific claims with verifiable levels of statistical confidence. We propose a methodology for the parametric representation, estimation, and replication of persistence diagrams, the main diagnostic tool of TDA. The power of the methodology lies in the fact that even if only one persistence diagram is available for analysis-the typical case for big data applications-the replications permit conventional statistical hypothesis testing. The methodology is conceptually simple and computationally practical, and provides a broadly effective statistical framework for persistence diagram TDA analysis. We demonstrate the basic ideas on a toy example, and the power of the parametric approach to TDA modeling in an analysis of cosmic microwave background (CMB) nonhomogeneity.
We consider a time varying analogue of the Erd{\H o}s-R{\' e}nyi graph and study the topological variations of its associated clique complex. The dynamics of the graph are stationary and are determined by the edges, which evolve independently as continuous time Markov chains. Our main result is that when the edge inclusion probability is of the form $p = n^\alpha$, where $n$ is the number of vertices and $\alpha \in (-1/k, -1/(k + 1)),$ then the process of the normalized $k-$th Betti number of these dynamic clique complexes converges weakly to the Ornstein-Uhlenbeck process as $n \to \infty.$