On the stability of filtration functions for dependent data with applications to break detection
Statistics Theory
2024-10-10 v2 Statistics Theory
Abstract
In this paper, we study the stability of commonly used filtration functions in topological data analysis under small perturbations of the underlying nonrandom point cloud. Relying on these stability results, we then develop a test procedure to detect and determine structural breaks in a sequence of topological data objects obtained from weakly dependent data. The proposed method applies for instance to statistics of persistence diagrams of -valued Bernoulli shift systems under the \v{C}ech or Vietoris-Rips filtration.
Keywords
Cite
@article{arxiv.2311.11259,
title = {On the stability of filtration functions for dependent data with applications to break detection},
author = {Johannes Krebs and Daniel Rademacher},
journal= {arXiv preprint arXiv:2311.11259},
year = {2024}
}