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Robert J. Adler

Publications and source records attributed to Robert J. Adler.

At least 19 recordsLinked to original sources

Central Limit Theorems for Local Functionals of Dynamic Point Processes

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a birth-death mechanism, and which move according to Brownian motion while alive. The results reveal the existence of a phase diagram describing at least three distinct structures for the limiting processes, depending on the extent of the local interactions and the speed of the Brownian motions. The proofs, which identify three different limits, rely heavily on Malliavin-Stein type CLTs for $U$-statistics on a representation of the dynamic point process via a distributionally equivalent marked point process.

math.PR

Critical radii and suprema of random waves over Riemannian manifolds

We study random waves on smooth, compact, Riemannian manifolds under the spherical ensemble. Our first main result shows that there is a positive universal limit for the critical radius of a specific deterministic embedding, defined via the eigenfunctions of the Laplace-Beltrami operator, of such manifolds into higher dimensional Euclidean spaces. This result enables the application of Weyl's tube formula to derive the tail probabilities for the suprema of random waves. Consequently, the estimate for the expectation of the Euler characteristic of the excursion set follows directly.

math.PR

Functional Central Limit Theorems for Local Statistics of Spatial Birth-Death Processes in the Thermodynamic Regime

We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit theorems in the so-called thermodynamic regime. Our results are applicable to several functionals of interest in the stochastic geometry literature, including subgraph and component counts in the random geometric graphs.

math.PR

On the Spectrum of Dense Random Geometric Graphs

In this paper we study the spectrum of the random geometric graph $G(n,r)$, in a regime where the graph is dense and highly connected. In the \erdren $G(n,p)$ random graph it is well known that upon connectivity the spectrum of the normalized graph Laplacian is concentrated around $1$. We show that such concentration does not occur in the $G(n,r)$ case, even when the graph is dense and almost a complete graph. In particular, we show that the limiting spectral gap is strictly smaller than $1$. In the special case where the vertices are distributed uniformly in the unit cube and $r=1$, we show that for every $0\le k \le d$ there are at least $\binom{d}{k}$ eigenvalues near $1-2^{-k}$, and the limiting spectral gap is exactly $1/2$. We also show that the corresponding eigenfunctions in this case are tightly related to the geometric configuration of the points.

math.PR

Topology and Geometry of Gaussian random fields I: on Betti Numbers, Euler characteristic and Minkowski functionals

This study presents a numerical analysis of the topology of a set of cosmologically interesting three-dimensional Gaussian random fields in terms of their Betti numbers $β_0$, $β_1$ and $β_2$. We show that Betti numbers entail a considerably richer characterization of the topology of the primordial density field. Of particular interest is that Betti numbers specify which topological features - islands, cavities or tunnels - define its spatial structure. A principal characteristic of Gaussian fields is that the three Betti numbers dominate the topology at different density ranges. At extreme density levels, the topology is dominated by a single class of features. At low levels this is a \emph{Swiss-cheeselike} topology, dominated by isolated cavities, at high levels a predominantly \emph{Meatball-like} topology of isolated objects. At moderate density levels, two Betti number define a more \emph{Sponge-like} topology. At mean density, the topology even needs three Betti numbers, quantifying a field consisting of several disconnected complexes, not of one connected and percolating overdensity. A {\it second} important aspect of Betti number statistics is that they are sensitive to the power spectrum. It reveals a monotonic trend in which at a moderate density range a lower spectral index corresponds to a considerably higher (relative) population of cavities and islands. We also assess the level of complementary information that Betti numbers represent, in addition to conventional measures such as Minkowski functionals. To this end, we include an extensive description of the Gaussian Kinematic Formula (GKF), which represents a major theoretical underpinning for this discussion.

astro-ph.CO

Unexpected Topology of the Temperature Fluctuations in the Cosmic Microwave Background

We study the topology generated by the temperature fluctuations of the Cosmic Microwave Background (CMB) radiation, as quantified by the number of components and holes, formally given by the Betti numbers, in the growing excursion sets. We compare CMB maps observed by the Planck satellite with a thousand simulated maps generated according to the LCDM paradigm with Gaussian distributed fluctuations. The survey of the CMB over $\mathbb{S}^2$ is incomplete due to obfuscation effects by bright point sources and other extended foreground objects like our own galaxy. To deal with such situations, where analysis in the presence of "masks" is of importance, we introduce the concept of relative homology. The parametric $χ^2$-test shows differences between observations and simulations, yielding $p$-values at per-cent to less than per-mil levels roughly between 2 to 7 degrees. The highest observed deviation for $b_0$ and $b_1$ is approximately between $3σ$-4$σ$ at scales of 3 to 7 degrees. There are reports of mildly unusual behaviour of the Euler characteristic at 3.66 degrees in the literature, computed from independent measurements of the CMB temperature fluctuations by Planck's predecessor WMAP satellite. The mildly anomalous behaviour of Euler characteristic is related to the strongly anomalous behaviour of components and holes. These are also the scales at which the observed maps exhibit low variance compared to the simulations. Non-parametric tests show even stronger differences at almost all scales. Regardless, beyond the trivial possibility that this may still be a manifestation of an extreme Gaussian case, these observations, along with the super-horizon scales involved, may motivate to look at primordial non-Gaussianity. Alternative scenarios worth exploring may be models with non-trivial topology.

astro-ph.CO

Modeling of Persistent Homology

Topological Data Analysis (TDA) is a novel statistical technique, particularly powerful for the analysis of large and high dimensional data sets. Much of TDA is based on the tool of persistent homology, represented visually via persistence diagrams. In an earlier paper we proposed a parametric representation for the probability distributions of persistence diagrams, and based on it provided a method for their replication. Since the typical situation for big data is that only one persistence diagram is available, these replications allow for conventional statistical inference, which, by its very nature, requires some form of replication. In the current paper we continue this analysis, and further develop its practical statistical methodology, by investigating a wider class of examples than treated previously.

stat.AP

Critical radius and supremum of random spherical harmonics (II)

We continue the study, begun in \cite{FA}, of the critical radius of embeddings, via deterministic spherical harmonics, of fixed dimensional spheres into higher dimensional ones, along with the associated problem of the distribution of the suprema of random spherical harmonics. Whereas \cite{FA} concentrated on spherical harmonics of a common degree, here we extend the results to mixed degrees, obtaining larger lower bounds on critical radii than we found previously.

math.PR

Estimating thresholding levels for random fields via Euler characteristics

We introduce Lipschitz-Killing curvature (LKC) regression, a new method to produce $(1-α)$ thresholds for signal detection in random fields that does not require knowledge of the spatial correlation structure. The idea is to fit observed empirical Euler characteristics to the Gaussian kinematic formula via generalized least squares, which quickly and easily provides statistical estimates of the LKCs --- complex topological quantities that can be extremely challenging to compute, both theoretically and numerically. With these estimates, we can then make use of a powerful parametric approximation via Euler characteristics for Gaussian random fields to generate accurate $(1-α)$ thresholds and $p$-values. The main features of our proposed LKC regression method are easy implementation, conceptual simplicity, and facilitated diagnostics, which we demonstrate in a variety of simulations and applications.

math.ST

Modeling and replicating statistical topology, and evidence for CMB non-homogeneity

Under the banner of `Big Data', the detection and classification of structure in extremely large, high dimensional, data sets, is, one of the central statistical challenges of our times. Among the most intriguing approaches to this challenge is `TDA', or `Topological Data Analysis', one of the primary aims of which is providing non-metric, but topologically informative, pre-analyses of data sets which make later, more quantitative analyses feasible. While TDA rests on strong mathematical foundations from Topology, in applications it has faced challenges due to an inability to handle issues of statistical reliability and robustness and, most importantly, in an inability to make scientific claims with verifiable levels of statistical confidence. We propose a methodology for the parametric representation, estimation, and replication of persistence diagrams, the main diagnostic tool of TDA. The power of the methodology lies in the fact that even if only one persistence diagram is available for analysis -- the typical case for big data applications -- replications can be generated to allow for conventional statistical hypothesis testing. The methodology is conceptually simple and computationally practical, and provides a broadly effective statistical procedure for persistence diagram TDA analysis. We demonstrate the basic ideas on a toy example, and the power of the approach in a novel and revealing analysis of CMB non-homogeneity.

stat.ME

Critical radius and supremum of random spherical harmonics

We first consider {\it deterministic} immersions of the $d$-dimensional sphere into high dimensional Euclidean spaces, where the immersion is via spherical harmonics of level $n$. The main result of the article is the, a priori unexpected, fact that there is a uniform lower bound to the critical radius of the immersions as $n\to\infty$. This fact has immediate implications for {\it random} spherical harmonics with fixed $L^2$-norm. In particular, it leads to an exact and explicit formulae for the tail probability of their (large deviation) suprema by the tube formula, and also relates this to the expected Euler characteristic of their upper level sets.

math.PR

Convergence of the Reach for a Sequence of Gaussian-Embedded Manifolds

Motivated by questions of manifold learning, we study a sequence of random manifolds, generated by embedding a fixed, compact manifold $M$ into Euclidean spheres of increasing dimension via a sequence of Gaussian mappings. One of the fundamental smoothness parameters of manifold learning theorems is the reach, or critical radius, of $M$. Roughly speaking, the reach is a measure of a manifold's departure from convexity, which incorporates both local curvature and global topology. This paper develops limit theory for the reach of a family of random, Gaussian-embedded, manifolds, establishing both almost sure convergence for the global reach, and a fluctuation theory for both it and its local version. The global reach converges to a constant well known both in the reproducing kernel Hilbert space theory of Gaussian processes, as well as in their extremal theory.

math.PR

Limit Theorems for Point Processes under Geometric Constraints (and Topological Crackle)

We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers of Čech complexes built over the cloud. The structure of dependence and sparcity (away from the origin) generated by these distributions leads to limit laws expressible via non-homogeneous, random, Poisson measures. The parametrisation of the limits depends on both the tail decay rate of the observations and the particular geometric constraint being considered. The main theorems of the paper generate a new class of results in the well established theory of extreme values, while their applications are of significance for the fledgling area of rigorous results in topological data analysis. In particular, they provide a broad theory for the empirically well-known phenomenon of homological `crackle'; the continued presence of spurious homology in samples of topological structures, despite increased sample size.

math.PR

The Intrinsic Geometry of Some Random Manifolds

We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the embedded manifolds also converge to deterministic limits. Particularly interesting examples of these functionals are given by the Lipschitz-Killing curvatures, for which we also prove unbiasedness, using the Gaussian kinematic formula.

math.PR

On the topology of random complexes built over stationary point processes

There has been considerable recent interest, primarily motivated by problems in applied algebraic topology, in the homology of random simplicial complexes. We consider the scenario in which the vertices of the simplices are the points of a random point process in $\mathbb {R}^d$, and the edges and faces are determined according to some deterministic rule, typically leading to Čech and Vietoris-Rips complexes. In particular, we obtain results about homology, as measured via the growth of Betti numbers, when the vertices are the points of a general stationary point process. This significantly extends earlier results in which the points were either i.i.d. observations or the points of a Poisson process. In dealing with general point processes, in which the points exhibit dependence such as attraction or repulsion, we find phenomena quantitatively different from those observed in the i.i.d. and Poisson cases. From the point of view of topological data analysis, our results seriously impact considerations of model (non)robustness for statistical inference. Our proofs rely on analysis of subgraph and component counts of stationary point processes, which are of independent interest in stochastic geometry.

math.PR

Random geometric complexes in the thermodynamic regime

We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the number of vertices becomes large, obtaining limit theorems for means, strong laws, concentration inequalities and central limit theorems. As opposed to most prior papers treating random complexes, the limit with which we work is in the so-called `thermodynamic' regime (which includes the percolation threshold) in which the complexes become very large and complicated, with complex homology characterised by diverging Betti numbers. The proofs combine probabilistic arguments from the theory of stabilizing functionals of point processes and topological arguments exploiting the properties of Mayer-Vietoris exact sequences. The Mayer-Vietoris arguments are crucial, since homology in general, and Betti numbers in particular, are global rather than local phenomena, and most standard probabilistic arguments are based on the additivity of functionals arising as a consequence of locality.

math.PR

A central limit theorem for the Euler integral of a Gaussian random field

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural in the majority of applications, leads to a need for statistical analysis, the first step of which requires asymptotic distribution results for estimators. The first such result is provided in this paper, as a central limit theorem for the Euler integral of pure, Gaussian, noise fields.

math.PR

Distance Functions, Critical Points, and the Topology of Random Čech Complexes

For a finite set of points $P$ in $R^d$, the function $d_P: R^d \to R^+$ measures Euclidean distance to the set $P$. We study the number of critical points of $d_P$ when $P$ is a Poisson process. In particular, we study the limit behavior of $N_k$ - the number of critical points of $d_P$ with Morse index $k$ - as the density of points grows. We present explicit computations for the normalized, limiting, expectations and variances of the $N_k$, as well as distributional limit theorems. We link these results to recent results in which the Betti numbers of the random Čech complex based on $P$ were studied.

math.PR