Related papers: Poisson approximation of large-lifetime cycles
Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to…
Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…
In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…
We investigate a class of growing graphs embedded into the $d$-dimensional torus where new vertices arrive according to a Poisson process in time, are randomly placed in space and connect to existing vertices with a probability depending on…
We develop an analysis pipeline for characterizing the topology of large scale structure and extracting cosmological constraints based on persistent homology. Persistent homology is a technique from topological data analysis that quantifies…
The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…
The persistent homology of a stationary point process on ${\bf R}^N$ is studied in this paper. As a generalization of continuum percolation theory, we study higher dimensional topological features of the point process such as loops,…
We study persistent Betti numbers and persistence diagrams obtained from time series and random fields. It is well known that the persistent Betti function is an efficient descriptor of the topology of a point cloud. So far, convergence…
Observing critical phases in lattice models is challenging due to the need to analyze the finite time or size scaling of observables. We study how the computational topology technique of persistent homology can be used to characterize…
Persistent homology is a cornerstone of topological data analysis, offering a multiscale summary of topology with robustness to nuisance transformations, such as rotations and small deformations. Persistent homology has seen broad use…
Critical phase transitions have proven to be a powerful concept to capture the phenomenology of many systems, including deeply non-equilibrium ones like living systems. The study of these phase transitions has overwhelmingly relied on…
In this paper, we present a mathematical and algorithmic framework for the continuation of point clouds by persistence diagrams. A key property used in the method is that the persistence map, which assigns a persistence diagram to a point…
Point clouds acquired in constrained, challenging, uncontrolled, and multi-sensor real-world settings are noisy, incomplete, and non-uniformly sparse. This presents acute challenges for the vital task of point cloud completion. Using tools…
We introduce several geometric notions, including the width of a homology class, to the theory of persistent homology. These ideas provide geometric interpretations of persistence diagrams. Indeed, we give quantitative and geometric…
Persistent homology analysis, a recently developed computational method in algebraic topology, is applied to the study of the phase transitions undergone by the so-called XY-mean field model and by the phi^4 lattice model, respectively. For…
Stimulated by the growing interest in the applications of complex networks framework on time series analysis, we devise a network model in which each of $N$ nodes is associated with a random walk of length $L$. Connectivity between any two…
We obtain a strong law of large numbers and a functional central limit theorem, as $t\to\infty$, for the number of records up to time $t$ and the Lebesgue measure (length) of the subset of the time interval $[0,t]$ during which the Poisson…
Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…
We develop in this paper a theoretical framework for the topological study of time series data. Broadly speaking, we describe geometrical and topological properties of sliding window (or time-delay) embeddings, as seen through the lens of…