arXiv subjects

Andrew T. A. Wood

Publications and source records attributed to Andrew T. A. Wood.

At least 19 recordsLinked to original sources

arXiv2026

Quantifying Periodicity in Non-Euclidean Object-Valued Time Series

Non-Euclidean object-valued time series are playing a growing role in modern data analysis, and periodicity is a fundamental characteristic of many time series. However, quantifying periodicity in general non-Euclidean random objects remains largely unexplored. In this work, we introduce a novel nonparametric framework for quantifying periodicity in random objects within a general metric space that lacks Euclidean structure. Our approach formulates periodicity estimation as a model selection problem and provides methodologies for period estimation, data-driven tuning parameter selection, and periodic component extraction. Our theoretical contributions include deriving uniform convergence rates for general Fréchet regression under temporal dependence, establishing the consistency of period estimation without relying on linearity properties used in the literature for Euclidean data, providing theoretical support for data-driven tuning parameter selection, and deriving uniform convergence results for periodic component estimation. Through extensive simulation studies covering three distinct types of time-varying random objects such as compositional data, networks, and functional data, we showcase the excellent accuracy achieved by our approach in periodicity quantification. Finally, we apply our method to various real datasets, including compositional data arising in U.S. electricity generation, New York City transportation networks, and Germany's water consumption curves, highlighting its practical relevance in identifying and quantifying meaningful periodic patterns.

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arXiv2026

Principal Subsimplex Analysis

Compositional data, which are data that lie in a simplex, naturally arise in many scientific domains such as geochemistry, microbiology, and economics. In such domains, obtaining sensible lower-dimensional representations and modes of variation plays an important role. A typical approach to the problem is applying a log-ratio transformation followed by principal component analysis (PCA). However, this approach has several potential weaknesses: it can amplify variation in minor variables and obscure important variation within major variables; it is not directly applicable to datasets containing zeros, and zero imputation methods can give highly variable results; it has limited ability to capture linear patterns present on the simplex. In this paper, we propose novel methods that produce nested sequences of simplices of decreasing dimensions analogous to backwards principal component analysis. These nested sequences offer both interpretable lower dimensional representations and linear modes of variation. In addition, our methods are applicable without any modification to datasets containing zeros. We demonstrate our methods on simulated data and on relative abundances of diatom species during the late Pliocene. Supplementary materials and R implementations for this article are available online.

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arXiv2026

Uniform Convergence of Generalized Conditional Fréchet Means with Applications to Weighted Fréchet Aggregation and Exceedance Set Estimation

The statistical analysis of object oriented data in non-Euclidean spaces heavily relies on generalized conditional Fréchet means, notably in the context of Fréchet regression. However, establishing the uniform convergence of these estimators presents several theoretical challenges. The difficulties are caused primarily by the absence of linear structures in general metric spaces, rendering standard techniques for verifying the asymptotic uniform equicontinuity of the estimator largely intractable. To overcome this limitation, this paper introduces an alternative theoretical framework for establishing uniform convergence that bypasses the need to verify uniform equicontinuity, under a novel structural condition on the empirical cost function of the generalized conditional Fréchet means. We demonstrate that this analytical condition is satisfied by various prominent Fréchet regression models across broad classes of metric spaces. Leveraging these foundational uniform convergence guarantees, we subsequently extend two widely used frameworks from Euclidean to non-Euclidean spaces: (i) a weighted Fréchet aggregation framework that facilitates both distributed regression and robust median-of-means regression; and (ii) an exceedance set estimation framework to identify critical covariate regions where the conditional generalized Fréchet mean surpasses a prescribed threshold, alongside a metric to quantify the aggregate magnitude of the exceedance. The theoretical properties of these proposed methods are empirically validated through Monte Carlo simulations and an application to dynamic transportation networks in New York City.

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arXiv2026

Distributionally Robust PCA with Data-Adaptive Wasserstein Geometry

We develop a distributionally robust formulation of principal component analysis that minimizes worst-case reconstruction risk over distributions lying within a Wasserstein neighborhood of the empirical measure. The Wasserstein neighborhood, viewed as an ambiguity set of distributions, is adaptively calibrated through a transport matrix $G$ to capture heterogeneous uncertainty across dimensions. The homogeneous case, in which G is a scalar multiple of the identity matrix, recovers classical PCA. Under a general transport matrix G, we derive a dual characterization of the associated minimax optimization problem and introduce a tractable surrogate objective function consisting of the square-root empirical reconstruction error plus a geometry-dependent residual exposure penalty. The exact and surrogate estimators are shown to be consistent for the population PCA subspace and asymptotically equivalent at the projector level. The transport geometry is allowed to be data adaptive, while the Wasserstein radius is calibrated via robust Wasserstein profile inference, yielding a data-driven radius of order $n^{-1/2}$. Comprehensive theoretical guarantees are established, including consistency and local Grassmannian asymptotics exhibiting an explicit Wasserstein-induced drift determined by the limiting transport geometry and calibration level. Numerical experiments and a real-data application demonstrate that the proposed method can substantially improve finite-sample out-of-sample performance under structured covariance shifts, moderate contamination, and certain same-distribution regimes.

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arXiv2026

Robust Estimation of Location in Matrix Manifolds Using the Projected Frobenius Median

We propose a robust method for location estimation in various matrix manifolds based on the projected Frobenius median, which is closely related to the spatial median. This method applies broadly to matrix manifolds, including Stiefel and Grassmann manifolds, Kendall shape spaces as well as to projective Stiefel manifolds, a type of quotient space of a Stiefel manifold. Our approach involves computation of the Frobenius median in an ambient Euclidean space followed by projection onto the relevant matrix manifold. Our estimation method is computationally attractive, has a unique solution provided the sample data are not colinear in the ambient Euclidean space, has desirable robustness features and has appropriate equivariance properties under natural groups of transformations. We establish asymptotic normality under mild conditions and derive the influence function for matrix manifolds of interest. Simulation studies on the rank-1 complex Grassmann manifold and the projective Stiefel manifold further show the applicability and robustness of our method. We also apply our method to a real-world earthquake moment tensor dataset.

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arXiv2025

A multivariate generalization of Hall's theorem for Edgeworth expansions of bootstrap distributions

Theorem 5.1 in the monograph by Hall (1992) provides rigorous in-probability justification of Edgeworth expansions of bootstrap distributions. Proving this result was rather challenging because bootstrap distributions do not satisfy the classical Cramér condition and therefore classical methods for justifying Edgeworth expansions, e.g. Bhattacharya and Rao (1976) and Bhattacharya and Ghosh (1978), are not available. Hall's (1992) theorem is for a univariate statistic which can be expressed as a smooth function of means, though the underlying population can be multivariate. However, there are a number of applications where a multivariate version of Hall's theorem is needed, and generalizing the proof from the univariate case to the multivariate case is not immediate. Our primary purpose in this article is to fill this gap by stating a multivariate version of the theorem and sketching the modifications to the proof of Hall's (1992) Theorem 5.1 that are needed.

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arXiv2025

Equivalence Test for Mean Functions from Multi-population Functional Data

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is distribution-free under the null hypothesis (i.e. the statistic is pivotal), and allows different covariance structures across populations, while Gaussianity is not required. In contrast to classical methods of functional mean testing, where either observations of the full curves or projections are applied, our method allows the projection dimension to increase with the sample size to allow asymptotic recovery of full information as the sample size increases. We obtain a unified theory for the asymptotic distribution of the test statistic under local alternatives, in both the sample and bootstrap cases. The finite sample performance for both size and power have been studied via simulations and the approach has also been applied to two real datasets.

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arXiv2025

Regression for spherical responses with linear and spherical covariates using a scaled link function

We propose a regression model in which the responses are spherical variables and the covariates include linear and/or spherical variables. A novel link function is introduced by extending the Möbius transformation on the sphere. This link function is an anisotropic mapping that enables scale control along each axis of the spherical covariates and for each linear covariate. It generalizes several well-known link functions for circular or linear covariates. Each parameter of the link function is clearly interpretable. For the error distribution, we consider a general class of elliptically symmetric distributions, which includes the Kent distribution, the elliptically symmetric angular Gaussian distribution, and the scaled von Mises-Fisher distribution. Axes of symmetry of the error distribution are determined using a method involving parallel transport. Maximum likelihood estimation is feasible via reparameterization of the proposed model. Moreover, the parameters of the link function and the shape/scale parameters of the error distribution are orthogonal in the sense of the Fisher information matrix. The proposed regression model is illustrated using two real datasets. An R software package accompanies this article.

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arXiv2025

Change Point Detection for Random Objects with Periodic Behavior

Time-varying random objects have been increasingly encountered in modern data analysis. Moreover, in a substantial number of these applications, periodic behaviour of the random objects has been observed. We develop a novel procedure to identify and localize abrupt changes in the distribution of non-Euclidean random objects with periodic behaviour. The proposed procedure is flexible and broadly applicable, accommodating a variety of suitable change point detectors for random objects. We further construct a specific detector used in the proposed procedure which is nonparametric and effectively captures the entire distribution of these random objects. The theoretical results cover the limiting distribution of the detector under the null hypothesis of no change point, the power of the test in the presence of change points under local alternatives and the consistency in estimating the number and locations of change points, whether dealing with a single change point or multiple ones. We demonstrate that the most competitive method currently in the literature for change point detection in random objects is degraded by periodic behaviour, as periodicity leads to blurring of the changes that this procedure aims to discover. Through comprehensive simulation studies, we demonstrate the superior power and accuracy of our approach in both detecting change points and pinpointing their locations. Our main application is to weighted networks, represented through graph Laplacians. The proposed method delivers highly interpretable results, as evidenced by the identification of meaningful change points in the New York City Citi Bike sharing system that align with significant historical events.

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arXiv2025

Regularization and Selection in A Directed Network Model with Nodal Homophily and Nodal Effects

This article introduces a regularization and selection methods for directed networks with nodal homophily and nodal effects. The proposed approach not only preserves the statistical efficiency of the resulting estimator, but also ensures that the selection of nodal homophily and nodal effects is scalable with large-scale network data and multiple nodal features. In particular, we propose a directed random network model with nodal homophily and nodal effects, which includes the nodal features in the probability density of random networks. Subsequently, we propose a regularized maximum likelihood estimator with an adaptive LASSO-type regularizer. We demonstrate that the regularized estimator exhibits the consistency and possesses the oracle properties. In addition, we propose a network Bayesian information criterion which ensures the selection consistency while tuning the model. Simulation experiments are conducted to demonstrate the excellent numerical performance. An online friendship network among musicians with nodal musical preference is used to illustrate the usefulness of the proposed new network model in network-related empirical analysis.

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arXiv2025

A Robust Extrinsic Single-index Model for Spherical Data

Regression with a spherical response is challenging due to the absence of linear structure, making standard regression models inadequate. Existing methods, mainly parametric, lack the flexibility to capture the complex relationship induced by spherical curvature, while methods based on techniques from Riemannian geometry often suffer from computational difficulties. The non-Euclidean structure further complicates robust estimation, with very limited work addressing this issue, despite the common presence of outliers in directional data. This article introduces a new semi-parametric approach, the extrinsic single-index model (ESIM) and its robust estimation, to address these limitations. We establish large-sample properties of the proposed estimator with a wide range of loss functions and assess their robustness using the influence function and standardized influence function. Specifically, we focus on the robustness of the exponential squared loss (ESL), demonstrating comparable efficiency and superior robustness over least squares loss under high concentration. We also examine how the tuning parameter for the ESL balances efficiency and robustness, providing guidance on its optimal choice. The computational efficiency and robustness of our methods are further illustrated via simulations and applications to geochemical compositional data.

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arXiv2025

Robust Functional Principal Component Analysis for Non-Euclidean Random Objects

Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly encountered in modern data analysis. These data structures represent elements within general metric spaces that lack local or global linear structures, rendering traditional functional data analysis methods inapplicable. Moreover, the existing methodology for time-varying random objects does not work well in the presence of outlying objects. In this paper, we propose a robust method for analysing time-varying random objects. Our method employs pointwise Fréchet medians and then constructs pointwise distance trajectories between the individual time courses and the sample Fréchet medians. This representation effectively transforms time-varying objects into functional data. A novel robust approach to functional principal component analysis based on a Winsorized U-statistic estimator of the covariance structure is introduced. The proposed robust analysis of these distance trajectories is able to identify key features of time-varying objects and is useful for downstream analysis. To illustrate the efficacy of our approach, numerical studies focusing on dynamic networks are conducted. The results indicate that the proposed method exhibits good all-round performance and surpasses the existing approach in terms of robustness, showcasing its superior performance in handling time-varying objects data.

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arXiv2024

Generalized Score Matching

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is difficult or impossible to implement. To date, applications of score matching have focused more on continuous IID models. Motivated by various data modelling problems, this article proposes a unified asymptotic theory of generalized score matching developed under the independence assumption, covering both continuous and discrete response data, thereby giving a sound basis for score-matchingbased inference. Real data analyses and simulation studies provide convincing evidence of strong practical performance of the proposed methods.

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arXiv2023

Robust score matching for compositional data

The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a composition are concentrated near zero, possibly with right skewness. This article develops a method of tractable robust estimation for the model by combining two ideas. The first idea is to use score matching estimation after an additive log-ratio transformation. The resulting estimator is automatically insensitive to zeros in the data compositions. The second idea is to incorporate suitable weights in the estimating equations. The resulting estimator is additionally resistant to outliers. These properties are confirmed in simulation studies where we further also demonstrate that our new outlier-robust estimator is efficient in high concentration settings, even in the case when there is no model contamination. An example is given using microbiome data. A user-friendly R package accompanies the article.

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arXiv2023

A branch cut approach to the probability density and distribution functions of a linear combination of central and non-central Chi-square random variables

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original interest from the directional statistics, the focus of this paper is on the density function of such distributions and not on their cumulative distribution function. In fact, our results confirm that the latter is a special case of the former. Our approach provides new insight by generating alternative characterizations of the probability density function in terms of a finite number of feasible univariate integrals. In particular, the central cases seem to allow an interesting representation in terms of the branch cuts, while general degrees of freedom and non-centrality can be easily adopted using recursive differentiation. Numerical results confirm that the proposed approach works well while more transparency and therefore easier control in the accuracy is ensured.

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arXiv2022

Cauchy robust principal component analysis with applications to high-deimensional data sets

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate Gaussian likelihood. As a consequence of the implied Gaussian formulation, the principal components are not robust to outliers. In this paper, we propose a modified formulation, based on the use of a multivariate Cauchy likelihood instead of the Gaussian likelihood, which has the effect of robustifying the principal components. We present an algorithm to compute these robustified principal components. We additionally derive the relevant influence function of the first component and examine its theoretical properties. Simulation experiments on high-dimensional datasets demonstrate that the estimated principal components based on the Cauchy likelihood outperform or are on par with existing robust PCA techniques.

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arXiv2022

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.

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arXiv2022

Generalized Score Matching for Regression

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to avoid explicit computation of the normalizing constant. In the literature, score matching has so far only been developed for models in which the observations are independent and identically distributed (IID). However, the IID assumption does not hold in the traditional fixed design setting for regression-type models. To deal with the estimation of these covariate-dependent models, this paper presents a new score matching approach for independent but not necessarily identically distributed data under a general framework for both continuous and discrete responses, which includes a novel generalized score matching method for count response regression. We prove that our proposed score matching estimators are consistent and asymptotically normal under mild regularity conditions. The theoretical results are supported by simulation studies and a real-data example. Additionally, our simulation results indicate that, compared to approximate maximum likelihood estimation, the generalized score matching produces estimates with substantially smaller biases in an application to doctoral publication data.

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