A statistical framework for analyzing shape in a time series of random geometric objects
随机几何对象时间序列的形状分析统计框架AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要聚焦随机几何过程与生物数据的拓扑变化,未明确对应所列经济金融细分,故保留空分类。
随机几何对象时间序列的形状分析统计框架AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We introduce a new framework to analyze shape descriptors that capture the geometric features of an ensemble of point clouds. At the core of our approach is the point of view that the data arises as sampled recordings from a metric space-valued stochastic process, possibly of nonstationary nature, thereby integrating geometric data analysis into the realm of functional time series analysis. Our framework allows for natural incorporation of spatial-temporal dynamics, heterogeneous sampling, and the study of convergence rates. Further, we derive complete invariants for classes of metric space-valued stochastic processes in the spirit of Gromov, and relate these invariants to so-called ball volume processes. Under mild dependence conditions, a weak invariance principle in $D([0,1]\times [0,\mathscr{R}])$ is established for sequential empirical versions of the latter, assuming the probabilistic structure possibly changes over time. Finally, we use this result to introduce novel test statistics for topological change, which are distribution-free in the limit under the hypothesis of stationarity. We explore these test statistics on time series of single-cell mRNA expression data, using shape descriptors coming from topological data analysis.
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
基于深度可分离神经网络的混频时间序列预测
To better forecast mixed-frequency time series, it is the key to choose a suitable way for frequency alignment. However, the existing methods are all limited to linear transformations, and this may overlook the possible nonlinearity, leading to a worse prediction. We alternatively consider a deep neural network for each frequency alignment, and hence a depth-separable neural network. Moreover, a parameter-sharing mechanism is adopted across the alignment at each stage,…
跨空间时间序列的预测驱动推断
The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to…
通过模型平均实现多层网络迁移学习的框架
Link prediction in multilayer networks is a key challenge in applications such as recommendation systems and protein-protein interaction prediction. While many techniques have been developed, most rely on assumptions about shared structures and require access to raw auxiliary data, limiting their practicality. To address these issues, we propose a novel transfer learning framework for multilayer networks using a bi-level model averaging method. A $K$-fold cross-validation…
Comparing dependence structures between two related multivariate time series is of fundamental interest in many scientific applications, where changes may occur in both directed temporal interactions and contemporaneous connectivity. Modeling each time series by a vector autoregressive (VAR) model, we propose a new framework for estimation and inference of differential Granger causality (DiffGC) and differential network (DiffNet) structures in high dimensions. The proposed…
部分观测时间序列的潜变量驱动插补与预测:LIFTS
Partially observed multivariate time series pose two coupled challenges: recovering missing measurements and forecasting future trajectories when observation patterns are informative. Existing methods often assume ignorable missingness or use the mask only as an auxiliary input. We propose LIFTS (Latent-driven Imputation and Forecasting for partly observed Time Series), a probabilistic framework in which a latent process jointly governs the complete measurement trajectory…