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Toshiyuki Nakayama

Publications and source records attributed to Toshiyuki Nakayama.

3 recordsLinked to original sources

Persistence-Based Statistics for Detecting Structural Changes in High-Dimensional Point Clouds

We study the probabilistic behavior of persistence-based statistics and propose a novel nonparametric framework for detecting structural changes in high-dimensional random point clouds. We establish moment bounds and tightness results for classical persistence statistics-total and maximum persistence-under general distributions, with explicit variance-scaling behavior derived for Gaussian mixture models. Building on these results, we introduce a bounded and normalized statistic based on persistence landscapes combined with the Jensen-Shannon divergence, and we prove its Holder continuity with respect to perturbations of the input point clouds. The resulting measure is stable, scale- and shift-invariant, and well suited for finite-sample nonparametric inference via permutation testing. An illustrative numerical study using dynamic attribute vectors from decentralized governance data demonstrates the practical applicability of the proposed method. Overall, this work provides a statistically rigorous and computationally stable approach to change-point detection in complex, high-dimensional data.

math.ST↗

Distance between closed sets and the solutions to stochastic partial differential equations

The goal of this paper is to clarify when the solutions to stochastic partial differential equations stay close to a given subset of the state space for starting points which are close as well. This includes results for deterministic partial differential equations. As an example, we will consider the situation where the subset is a finite dimensional submanifold with boundary. We also discuss applications to mathematical finance, namely the modeling of the evolution of interest rate curves.

math.PR↗