From Global to Local Correlation: Geometric Decomposition of Statistical Inference

Fuente: arXiv
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Autori principali: Gajer, Pawel, Ravel, Jacques
Natura: Preprint
Pubblicazione: 2025
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author Gajer, Pawel
Ravel, Jacques
author_facet Gajer, Pawel
Ravel, Jacques
contents Understanding feature-outcome associations in high-dimensional data remains challenging when relationships vary across subpopulations, yet standard methods assuming global associations miss context-dependent patterns, reducing statistical power and interpretability. We develop a geometric decomposition framework offering two strategies for partitioning inference problems into regional analyses on data-derived Riemannian graphs. Gradient flow decomposition uses path-monotonicity-validated discrete Morse theory to partition samples into gradient flow cells where outcomes exhibit monotonic behavior. Co-monotonicity decomposition utilizes vertex-level coefficients that provide context-dependent versions of the classical Pearson correlation: these coefficients measure edge-based directional concordance between outcome and features, or between feature pairs, defining embeddings of samples into association space. These embeddings induce Riemannian k-NN graphs on which biclustering identifies co-monotonicity cells (coherent regions) and feature modules. This extends naturally to multi-modal integration across multiple feature sets. Both strategies apply independently or jointly, with Bayesian posterior sampling providing credible intervals.
format Preprint
id arxiv_https___arxiv_org_abs_2511_04599
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle From Global to Local Correlation: Geometric Decomposition of Statistical Inference
Gajer, Pawel
Ravel, Jacques
Methodology
Statistics Theory
Machine Learning
62G08, 62H30, 58E05
Understanding feature-outcome associations in high-dimensional data remains challenging when relationships vary across subpopulations, yet standard methods assuming global associations miss context-dependent patterns, reducing statistical power and interpretability. We develop a geometric decomposition framework offering two strategies for partitioning inference problems into regional analyses on data-derived Riemannian graphs. Gradient flow decomposition uses path-monotonicity-validated discrete Morse theory to partition samples into gradient flow cells where outcomes exhibit monotonic behavior. Co-monotonicity decomposition utilizes vertex-level coefficients that provide context-dependent versions of the classical Pearson correlation: these coefficients measure edge-based directional concordance between outcome and features, or between feature pairs, defining embeddings of samples into association space. These embeddings induce Riemannian k-NN graphs on which biclustering identifies co-monotonicity cells (coherent regions) and feature modules. This extends naturally to multi-modal integration across multiple feature sets. Both strategies apply independently or jointly, with Bayesian posterior sampling providing credible intervals.
title From Global to Local Correlation: Geometric Decomposition of Statistical Inference
topic Methodology
Statistics Theory
Machine Learning
62G08, 62H30, 58E05
url https://arxiv.org/abs/2511.04599