惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

量子位
Vercel News
Vercel News
Microsoft Azure Blog
Microsoft Azure Blog
爱范儿
爱范儿
N
Netflix TechBlog - Medium
Google DeepMind News
Google DeepMind News
H
Help Net Security
罗磊的独立博客
The Cloudflare Blog
J
Java Code Geeks
博客园 - 叶小钗
I
InfoQ
B
Blog
Blog — PlanetScale
Blog — PlanetScale
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
腾讯CDC
月光博客
月光博客
博客园_首页
雷峰网
雷峰网
M
MIT News - Artificial intelligence
博客园 - 【当耐特】
美团技术团队
T
The Blog of Author Tim Ferriss
博客园 - 司徒正美

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A Stable Measure of Similarity for Time Series using Pers...
Bala Krishnamoorthy, Elizabeth P. Thompson · 2025-01-06 · via math.ST updates on arXiv.org

Persistent homology, the study of holes that appear in data as one thickens balls centered around its points over time, has theoretically guaranteed stability. That is, small data perturbations guarantee small changes in the lifetimes of these holes. This stability has been used to construct a measure of periodicity for a single univariate time series, denoted score(f1). One popular measure of similarity between two time series is percent determinism (%DET), which measures the correlation between two time-series embeddings. We introduce a novel persistent-homology based measure of time-series similarity which we denote the bi-conditional periodicity score, score(f1,f2). We prove the stability of our measure under small time series and frequency perturbations, as well as the existence of a minimum embedding dimension for the convergence of our score. Our latter result implies that larger embedding dimensions may be necessary to reach desired levels of convergence. Since pairwise distances between points in these larger dimensions may start to concentrate, we also prove the stability of our measure under dimension reduction which guarantees that as long as the first K principal components capture a majority of the variance under orthogonal projection, the score will undergo small changes. We next introduce an algorithm for computing the bi-conditional periodicity score and deduce its computational complexity as O(N log N + PK^2 + P^6) for N the number of time series points, P the number of embedding points, and K the number of principal components. We experimentally verify the greater stability of our measure in comparison with %DET on both synthetic time series as well as real climate data. As well, score(f1,f2) requires only one parameter for its computation while %DET requires four.