Séminaire Probabilités et Statistiques
Statistical analysis of Mapper for stochastic and multivariate filters
03
fév. 2022
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Intervenant : Mathieu Carrière
Institution : INRIA Sophia Antipolis
Heure : 15h15 - 15h45
Lieu : 3L15

Reeb spaces, as well as their discretized versions called Mappers, are common descriptors used in Topological Data Analysis, with plenty of applications in various fields of science, such as computational biology and data visualization, among others. The stability and quantification of the rate of convergence of the Mapper to the Reeb space has been studied a lot in recent works, focusing on the case where a scalar-valued filter is used for the computation of Mapper. On the other hand, much less is known in the multivariate case, when the codomain of the filter is Rp, and in the general case, when it is a general metric space (Z, dZ), instead of R. In this talk, I will introduce a slight modification of the usual Mapper construction and give risk bounds for estimating the Reeb space using this estimator. Our approach applies in particular to the setting where the filter function used to compute Mapper is also estimated from data, such as the eigenfunctions of PCA. I will also provide preliminary applications of this estimator in statistics and machine learning for different kinds of target filters.

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