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Huiling Le

Publications and source records attributed to Huiling Le.

11 recordsLinked to original sources

Empirical likelihood for Fr\'echet means on open books

Empirical Likelihood (EL) is a type of nonparametric likelihood that is useful in many statistical inference problems, including confidence region construction and $k$-sample problems. It enjoys some remarkable theoretical properties, notably Bartlett correctability. One area where EL has potential but is under-developed is in non-Euclidean statistics where the Fr\'echet mean is the population characteristic of interest. Only recently has a general EL method been proposed for smooth manifolds. In this work, we continue progress in this direction and develop an EL method for the Fr\'echet mean on a stratified metric space that is not a manifold: the open book, obtained by gluing copies of a Euclidean space along their common boundaries. The structure of an open book captures the essential behaviour of the Fr\'echet mean around certain singular regions of more general stratified spaces for complex data objects, and relates intimately to the local geometry of non-binary trees in the well-studied phylogenetic treespace. We derive a version of Wilks' theorem for the EL statistic, and elucidate on the delicate interplay between the asymptotic distribution and topology of the neighbourhood around the population Fr\'echet mean. We then present a bootstrap calibration of the EL, which proves that under mild conditions, bootstrap calibration of EL confidence regions have coverage error of size $O(n^{-2})$ rather than $O(n^{-1})$.

math.ST

Central limit theorem for intrinsic Frechet means in smooth compact Riemannian manifolds

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this setting have assumed that the cut locus of the Frechet mean lies outside the support of the population distribution. So far as we are aware, the CLT in the present paper is the first which allows the cut locus to have co-dimension one or two when it is included in the support of the distribution. A key part of the proof is establishing an asymptotic approximation for the parallel transport of a certain vector field. Whether or not a non-standard term arises in the CLT depends on whether the co-dimension of the cut locus is one or greater than one: in the former case a non-standard term appears but not in the latter case. This is the first paper to give a general and explicit expression for the non-standard term which arises when the co-dimension of the cut locus is one.

math.PR

A diffusion approach to Stein's method on Riemannian manifolds

We detail an approach to develop Stein's method for bounding integral metrics on probability measures defined on a Riemannian manifold $\mathbf M$. Our approach exploits the relationship between the generator of a diffusion on $\mathbf M$ with target invariant measure and its characterising Stein operator. We consider a pair of such diffusions with different starting points, and through analysis of the distance process between the pair, derive Stein factors, which bound the solution to the Stein equation and its derivatives. The Stein factors contain curvature-dependent terms and reduce to those currently available for $\mathbb R^m$, and moreover imply that the bounds for $\mathbb R^m$ remain valid when $\mathbf M$ is a flat manifold

math.PR

Principal nested shape space analysis of molecular dynamics data

Molecular dynamics simulations produce huge datasets of temporal sequences of molecules. It is of interest to summarize the shape evolution of the molecules in a succinct, low-dimensional representation. However, Euclidean techniques such as principal components analysis (PCA) can be problematic as the data may lie far from in a flat manifold. Principal nested spheres gives a fundamentally different decomposition of data from the usual Euclidean sub-space based PCA (Jung, Dryden and Marron, 2012, Biometrika). Sub-spaces of successively lower dimension are fitted to the data in a backwards manner, with the aim of retaining signal and dispensing with noise at each stage. We adapt the methodology to 3D sub-shape spaces and provide some practical fitting algorithms. The methodology is applied to cluster analysis of peptides, where different states of the molecules can be identified. Also, the temporal transitions between cluster states are explored.

stat.ME

Smoothing splines on Riemannian manifolds, with applications to 3D shape space

There has been increasing interest in statistical analysis of data lying in manifolds. This paper generalizes a smoothing spline fitting method to Riemannian manifold data based on the technique of unrolling and unwrapping originally proposed in Jupp and Kent (1987) for spherical data. In particular we develop such a fitting procedure for shapes of configurations in general $m$-dimensional Euclidean space, extending our previous work for two dimensional shapes. We show that parallel transport along a geodesic on Kendall shape space is linked to the solution of a homogeneous first-order differential equation, some of whose coefficients are implicitly defined functions. This finding enables us to approximate the procedure of unrolling and unwrapping by simultaneously solving such equations numerically, and so to find numerical solutions for smoothing splines fitted to higher dimensional shape data. This fitting method is applied to the analysis of some dynamic 3D peptide data.

stat.ME

The Logarithm Map, its Limits and Frechet Means in Orthant Spaces

The first part of the paper studies the expression for, and the properties of, the logarithm map on an orthant space, which is a simple stratified space, with the aim of analysing Frechet means of probability measures on such a space. In the second part, we use these results to characterise Frechet means and to derive various of their properties, including the limiting distribution of sample Frechet means.

math.PR

A diffusion process associated with Fr\'{e}chet means

This paper studies rescaled images, under $\exp^{-1}_{\mu}$, of the sample Fr\'{e}chet means of i.i.d. random variables $\{X_k\vert k\geq 1\}$ with Fr\'{e}chet mean $\mu$ on a Riemannian manifold. We show that, with appropriate scaling, these images converge weakly to a diffusion process. Similar to the Euclidean case, this limiting diffusion is a Brownian motion up to a linear transformation. However, in addition to the covariance structure of $\exp^{-1}_{\mu}(X_1)$, this linear transformation also depends on the global Riemannian structure of the manifold.

math.PR

Video-Based Action Recognition Using Rate-Invariant Analysis of Covariance Trajectories

Statistical classification of actions in videos is mostly performed by extracting relevant features, particularly covariance features, from image frames and studying time series associated with temporal evolutions of these features. A natural mathematical representation of activity videos is in form of parameterized trajectories on the covariance manifold, i.e. the set of symmetric, positive-definite matrices (SPDMs). The variable execution-rates of actions implies variable parameterizations of the resulting trajectories, and complicates their classification. Since action classes are invariant to execution rates, one requires rate-invariant metrics for comparing trajectories. A recent paper represented trajectories using their transported square-root vector fields (TSRVFs), defined by parallel translating scaled-velocity vectors of trajectories to a reference tangent space on the manifold. To avoid arbitrariness of selecting the reference and to reduce distortion introduced during this mapping, we develop a purely intrinsic approach where SPDM trajectories are represented by redefining their TSRVFs at the starting points of the trajectories, and analyzed as elements of a vector bundle on the manifold. Using a natural Riemannain metric on vector bundles of SPDMs, we compute geodesic paths and geodesic distances between trajectories in the quotient space of this vector bundle, with respect to the re-parameterization group. This makes the resulting comparison of trajectories invariant to their re-parameterization. We demonstrate this framework on two applications involving video classification: visual speech recognition or lip-reading and hand-gesture recognition. In both cases we achieve results either comparable to or better than the current literature.

cs.CV

Limiting Behaviour of Fr\'echet Means in the Space of Phylogenetic Trees

As demonstrated in our previous work on ${\boldsymbol T}_{4}$, the space of phylogenetic trees with four leaves, the global, as well as the local, topological structure of the space plays an important role in the non-classical limiting behaviour of the sample Fr\'echet means of a probability distribution on ${\boldsymbol T}_{4}$. Nevertheless, the techniques used in that paper were specific to ${\boldsymbol T}_{4}$ and cannot be adapted to analyse Fr\'echet means in the space ${\boldsymbol T}_{m}$ of phylogenetic trees with $m(\geqslant5)$ leaves. To investigate the latter, this paper first studies the log map of ${\boldsymbol T}_{m}$, a generalisation of the inverse of the exponential map on a Riemannian manifold. Then, in terms of a modified version of the log map, we characterise Fr\'echet means in ${\boldsymbol T}_{m}$ that lie in top-dimensional or co-dimension one strata. We derive the limiting distributions for the corresponding sample Fr\'echet means, generalising our previous results. In particular, the results show that, although they are related to the Gaussian distribution, the forms taken by the limiting distributions depend on the co-dimensions of the strata in which the Fr\'echet means lie.

math.PR

Sticky central limit theorems on open books

Given a probability distribution on an open book (a metric space obtained by gluing a disjoint union of copies of a half-space along their boundary hyperplanes), we define a precise concept of when the Fr\'{e}chet mean (barycenter) is sticky. This nonclassical phenomenon is quantified by a law of large numbers (LLN) stating that the empirical mean eventually almost surely lies on the (codimension $1$ and hence measure $0$) spine that is the glued hyperplane, and a central limit theorem (CLT) stating that the limiting distribution is Gaussian and supported on the spine. We also state versions of the LLN and CLT for the cases where the mean is nonsticky (i.e., not lying on the spine) and partly sticky (i.e., is, on the spine but not sticky).

math.PR

Limit theorems for empirical Fr\'echet means of independent and non-identically distributed manifold-valued random variables

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In order to prove these theorems we describe and prove a simple kind of Lindeberg-Feller central approximation theorem for vector-valued random variables, which may be of independent interest and is therefore the subject of a self-contained section. This vector-valued result allows us to clarify the number of conditions required for the central limit theorem for empirical Fr\'echet means, while extending its scope.

math.PR