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Ery Arias-Castro

Publications and source records attributed to Ery Arias-Castro.

At least 19 recordsLinked to original sources
arXiv2026

Theoretical Foundations of Ordinal Spherical Multidimensional Scaling

There has been general interest in spherically constrained embeddings as data with an inherently circular or spherical structure arise in a number of applications. While many methods have been proposed on the metric side, little work has been done on the ordinal side in terms of methodology or theory. Here, we focus on the fundamental question of uniqueness of ordinal spherical MDS: Given a realizable setting in which underlying objects lie on the unit sphere and all that is known are their ordinal comparisons of the form `object $i$ is more similar to object $j$ than object $k$', is it possible to uniquely recover the original objects, up to an orthogonal transformation, in the large-sample limit? We answer affirmatively, both in the setting just described, as well as in the settings of spherical external unfolding (aka lateration) and spherical internal unfolding (aka preference mapping) in their ordinal variants.

math.ST↗
arXiv2026

Kernelized Stein Discrepancy for Goodness-of-Fit Tests and Stein Sampling in R

Stein's method constructs computable discrepancies between a target distribution and a candidate distribution without requiring the target distribution's normalizing constant. These discrepancies support goodness-of-fit tests for model assessment as well as sampling tools for empirical approximation. The R package steinsampling provides the first unified R workflow for applying score-based Stein methods to kernel goodness-of-fit testing of independent or serially dependent observations, point transport, greedy point construction, and sample compression. High-level functions carry out each task in a single call, while the kernel, calibration, optimization, and transition components are provided separately so that users can replace any one of them. A single score and kernel setup can therefore be reused across sampling and testing, making these methods easier to reproduce, compare, and extend.

stat.CO↗
arXiv2026

Confidence Bands for the Gradient Lines of a Density Function

We consider the problem of estimating the gradient ascent line of a density originating at a given point. Going beyond mere consistency, we establish a weak convergence result for a plugin estimator based on a kernel density estimator of the density. We then leverage that result to construct a confidence region for the gradient ascent line, including by bootstrap.

math.ST↗
arXiv2025

Confidence Sets for Multidimensional Scaling

We develop a formal statistical framework for classical multidimensional scaling (CMDS) applied to noisy dissimilarity data. We establish distributional convergence results for the embeddings produced by CMDS for various noise models, which enable the construction of \emph{bona~fide} uniform confidence sets for the latent configuration, up to rigid transformations. We further propose bootstrap procedures for constructing these confidence sets and provide theoretical guarantees for their validity. We find that the multiplier bootstrap adapts automatically to heteroscedastic noise such as multiplicative noise, while the empirical bootstrap seems to require homoscedasticity. Either form of bootstrap, when valid, is shown to substantially improve finite-sample accuracy. The empirical performance of the proposed methods is demonstrated through numerical experiments.

math.ST↗
arXiv2025

Cluster and then Embed: A Modular Approach for Visualization

Dimensionality reduction methods such as t-SNE and UMAP are popular methods for visualizing data with a potential (latent) clustered structure. They are known to group data points at the same time as they embed them, resulting in visualizations with well-separated clusters that preserve local information well. However, t-SNE and UMAP also tend to distort the global geometry of the underlying data. We propose a more transparent modular approach that first clusters the data, then embeds each cluster, and finally aligns the clusters to obtain a global embedding. We demonstrate this approach on several synthetic and real-world datasets and show that it is competitive with existing methods, while being much more transparent.

cs.LG↗
arXiv2025

Minimax Optimality of Classical Scaling Under General Noise Conditions

We establish the consistency of classical scaling under a broad class of noise models, encompassing many commonly studied cases in literature. Our approach requires only finite fourth moments of the noise, significantly weakening standard assumptions. We derive convergence rates for classical scaling and establish matching minimax lower bounds, demonstrating that classical scaling achieves minimax optimality in recovering the true configuration even when the input dissimilarities are corrupted by noise.

math.ST↗
arXiv2024

Graph Max Shift: A Hill-Climbing Method for Graph Clustering

We present a method for graph clustering that is analogous to gradient ascent methods previously proposed for clustering points in space. The algorithm, which can be viewed as a max-degree hill-climbing procedure on the graph, iteratively moves each node to a neighboring node of highest degree. We show that, when applied to a random geometric graph whose nodes correspond to data drawn i.i.d. from a density with Morse regularity, the method is asymptotically consistent. Here, consistency is in the sense of Fukunaga and Hostetler, meaning, with respect to the partition of the support of the density defined by the basins of attraction of the density gradient flow.

stat.ML↗
arXiv2024

An Axiomatic Definition of Hierarchical Clustering

In this paper, we take an axiomatic approach to defining a population hierarchical clustering for piecewise constant densities, and in a similar manner to Lebesgue integration, extend this definition to more general densities. When the density satisfies some mild conditions, e.g., when it has connected support, is continuous, and vanishes only at infinity, or when the connected components of the density satisfy these conditions, our axiomatic definition results in Hartigan's definition of cluster tree.

stat.ML↗
arXiv2023

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple independent observations from potentially distinct referentials. Scan statistics and related methods are commonly used in such settings, but rely on stringent modeling assumptions for proper calibration. We instead propose a rank-based variant of the higher criticism statistic that only requires independent observations originating from ordered spaces. We show under what conditions the resulting methodology is able to detect the presence of anomalies. These conditions are stated in a general, non-parametric manner, and depend solely on the probabilities of anomalous observations exceeding nominal observations. The analysis requires a refined understanding of the distribution of the ranks under the presence of anomalies, and in particular of the rank-induced dependencies. The methodology is robust against heavy-tailed distributions through the use of ranks. Within the exponential family and a family of convolutional models, we analytically quantify the asymptotic performance of our methodology and the performance of the oracle, and show the difference is small for many common models. Simulations confirm these results. We show the applicability of the methodology through an analysis of quality control data of a pharmaceutical manufacturing process.

stat.ME↗
arXiv2023

On the Selection of Tuning Parameters for Patch-Stitching Embedding Methods

While classical scaling, just like principal component analysis, is parameter-free, other methods for embedding multivariate data require the selection of one or several tuning parameters. This tuning can be difficult due to the unsupervised nature of the situation. We propose a simple, almost obvious, approach to supervise the choice of tuning parameter(s): minimize a notion of stress. We apply this approach to the selection of the patch size in a prototypical patch-stitching embedding method, both in the multidimensional scaling (aka network localization) setting and in the dimensionality reduction (aka manifold learning) setting. In our study, we uncover a new bias--variance tradeoff phenomenon.

stat.ME↗
arXiv2023

Stability of Sequential Lateration and of Stress Minimization in the Presence of Noise

Sequential lateration is a class of methods for multidimensional scaling where a suitable subset of nodes is first embedded by some method, e.g., a clique embedded by classical scaling, and then the remaining nodes are recursively embedded by lateration. A graph is a lateration graph when it can be embedded by such a procedure. We provide a stability result for a particular variant of sequential lateration. We do so in a setting where the dissimilarities represent noisy Euclidean distances between nodes in a geometric lateration graph. We then deduce, as a corollary, a perturbation bound for stress minimization. To argue that our setting applies broadly, we show that a (large) random geometric graph is a lateration graph with high probability under mild conditions, extending a previous result of Aspnes et al (2006).

math.ST↗
arXiv2023

Minimax Estimation of Distances on a Surface and Minimax Manifold Learning in the Isometric-to-Convex Setting

We start by considering the problem of estimating intrinsic distances on a smooth submanifold. We show that minimax optimality can be obtained via a reconstruction of the surface, and discuss the use of a particular mesh construction -- the tangential Delaunay complex -- for that purpose. We then turn to manifold learning and argue that a variant of Isomap where the distances are instead computed on a reconstructed surface is minimax optimal for the isometric variant of the problem.

stat.ML↗
arXiv2023

$K$-Means and Gaussian Mixture Modeling with a Separation Constraint

We consider the problem of clustering with $K$-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic programming approach to solving the $K$-means problem with a separation constraint on the centers, building on (Wang and Song, 2011). In the context of fitting a Gaussian mixture model, we then propose an EM algorithm that incorporates such a constraint. A separation constraint can help regularize the output of a clustering algorithm, and we provide both simulated and real data examples to illustrate this point.

stat.CO↗
arXiv2022

Embedding Functional Data: Multidimensional Scaling and Manifold Learning

We adapt concepts, methodology, and theory originally developed in the areas of multidimensional scaling and dimensionality reduction for multivariate data to the functional setting. We focus on classical scaling and Isomap -- prototypical methods that have played important roles in these area -- and showcase their use in the context of functional data analysis. In the process, we highlight the crucial role that the ambient metric plays.

math.ST↗
arXiv2022

Fitting a Multi-modal Density by Dynamic Programming

We consider the problem of fitting a probability density function when it is constrained to have a given number of modal intervals. We propose a dynamic programming approach to solving this problem numerically. When this number is not known, we provide several data-driven ways for selecting it. We perform some numerical experiments to illustrate our methodology.

math.OC↗
arXiv2022

Clustering by Hill-Climbing: Consistency Results

We consider several hill-climbing approaches to clustering as formulated by Fukunaga and Hostetler in the 1970's. We study both continuous-space and discrete-space (i.e., medoid) variants and establish their consistency.

math.ST↗
arXiv2021

Moving Up the Cluster Tree with the Gradient Flow

The paper establishes a strong correspondence between two important clustering approaches that emerged in the 1970's: clustering by level sets or cluster tree as proposed by Hartigan and clustering by gradient lines or gradient flow as proposed by Fukunaga and Hostetler. We do so by showing that we can move up the cluster tree by following the gradient ascent flow.

math.ST↗