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arXiv · 2311.11259

On the stability of filtration functions for dependent data with applications to break detection

Johannes Krebs·Daniel Rademacher
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Abstract

In this paper, we study the stability of commonly used filtration functions in topological data analysis under small perturbations of the underlying nonrandom point cloud. Relying on these stability results, we then develop a test procedure to detect and determine structural breaks in a sequence of topological data objects obtained from weakly dependent data. The proposed method applies for instance to statistics of persistence diagrams of $\mathbb{R}^d$-valued Bernoulli shift systems under the \v{C}ech or Vietoris-Rips filtration.

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Johannes Krebs, Daniel Rademacher. 2023-11-19. On the stability of filtration functions for dependent data with applications to break detection. https://arxiv.org/abs/2311.11259

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