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Main Authors: Krebs, Johannes, Rademacher, Daniel
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2401.10349
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author Krebs, Johannes
Rademacher, Daniel
author_facet Krebs, Johannes
Rademacher, Daniel
contents We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on the space of persistence diagrams. In detail, we consider two test procedures. The first compares the Fr{é}chet variances of the two samples based on estimators for the Fr{é}chet mean of the observed persistence diagrams $PD(\mathcal{X}_i)$ ($1\le i\le m$), resp., $PD(\mathcal{Y}_j)$ ($1\le j\le n$) of a given feature dimension. We use classical functional central limit theorems to establish consistency of the testing procedure. The second procedure relies on a comparison of the so-called independent copy variances of the respective samples. Technically, this leads to functional central limit theorems for U-statistics built on $L^p$-$m$-approximable sample data.
format Preprint
id arxiv_https___arxiv_org_abs_2401_10349
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Two-sample tests for relevant differences in persistence diagrams
Krebs, Johannes
Rademacher, Daniel
Statistics Theory
Probability
We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on the space of persistence diagrams. In detail, we consider two test procedures. The first compares the Fr{é}chet variances of the two samples based on estimators for the Fr{é}chet mean of the observed persistence diagrams $PD(\mathcal{X}_i)$ ($1\le i\le m$), resp., $PD(\mathcal{Y}_j)$ ($1\le j\le n$) of a given feature dimension. We use classical functional central limit theorems to establish consistency of the testing procedure. The second procedure relies on a comparison of the so-called independent copy variances of the respective samples. Technically, this leads to functional central limit theorems for U-statistics built on $L^p$-$m$-approximable sample data.
title Two-sample tests for relevant differences in persistence diagrams
topic Statistics Theory
Probability
url https://arxiv.org/abs/2401.10349