No Arabic abstract
In urgent decision making applications, ensemble simulations are an important way to determine different outcome scenarios based on currently available data. In this paper, we will analyze the output of ensemble simulations by considering so-called persistence diagrams, which are reduced representations of the original data, motivated by the extraction of topological features. Based on a recently published progressive algorithm for the clustering of persistence diagrams, we determine the optimal number of clusters, and therefore the number of significantly different outcome scenarios, by the minimization of established statistical score functions. Furthermore, we present a proof-of-concept prototype implementation of the statistical selection of the number of clusters and provide the results of an experimental study, where this implementation has been applied to real-world ensemble data sets.
This paper presents an efficient algorithm for the progressive approximation of Wasserstein barycenters of persistence diagrams, with applications to the visual analysis of ensemble data. Given a set of scalar fields, our approach enables the computation of a persistence diagram which is representative of the set, and which visually conveys the number, data ranges and saliences of the main features of interest found in the set. Such representative diagrams are obtained by computing explicitly the discrete Wasserstein barycenter of the set of persistence diagrams, a notoriously computationally intensive task. In particular, we revisit efficient algorithms for Wasserstein distance approximation [12,51] to extend previous work on barycenter estimation [94]. We present a new fast algorithm, which progressively approximates the barycenter by iteratively increasing the computation accuracy as well as the number of persistent features in the output diagram. Such a progressivity drastically improves convergence in practice and allows to design an interruptible algorithm, capable of respecting computation time constraints. This enables the approximation of Wasserstein barycenters within interactive times. We present an application to ensemble clustering where we revisit the k-means algorithm to exploit our barycenters and compute, within execution time constraints, meaningful clusters of ensemble data along with their barycenter diagram. Extensive experiments on synthetic and real-life data sets report that our algorithm converges to barycenters that are qualitatively meaningful with regard to the applications, and quantitatively comparable to previous techniques, while offering an order of magnitude speedup when run until convergence (without time constraint). Our algorithm can be trivially parallelized to provide additional speedups in practice on standard workstations. [...]
This paper presents an algorithm for the efficient approximation of the saddle-extremum persistence diagram of a scalar field. Vidal et al. introduced recently a fast algorithm for such an approximation (by interrupting a progressive computation framework). However, no theoretical guarantee was provided regarding its approximation quality. In this work, we revisit the progressive framework of Vidal et al. and we introduce in contrast a novel approximation algorithm, with a user controlled approximation error, specifically, on the Bottleneck distance to the exact solution. Our approach is based on a hierarchical representation of the input data, and relies on local simplifications of the scalar field to accelerate the computation, while maintaining a controlled bound on the output error. The locality of our approach enables further speedups thanks to shared memory parallelism. Experiments conducted on real life datasets show that for a mild error tolerance (5% relative Bottleneck distance), our approach improves runtime performance by 18% on average (and up to 48% on large, noisy datasets) in comparison to standard, exact, publicly available implementations. In addition to the strong guarantees on its approximation error, we show that our algorithm also provides in practice outputs which are on average 5 times more accurate (in terms of the L2-Wasserstein distance) than a naive approximation baseline. We illustrate the utility of our approach for interactive data exploration and we document visualization strategies for conveying the uncertainty related to our approximations.
Given a persistence diagram with $n$ points, we give an algorithm that produces a sequence of $n$ persistence diagrams converging in bottleneck distance to the input diagram, the $i$th of which has $i$ distinct (weighted) points and is a $2$-approximation to the closest persistence diagram with that many distinct points. For each approximation, we precompute the optimal matching between the $i$th and the $(i+1)$st. Perhaps surprisingly, the entire sequence of diagrams as well as the sequence of matchings can be represented in $O(n)$ space. The main approach is to use a variation of the greedy permutation of the persistence diagram to give good Hausdorff approximations and assign weights to these subsets. We give a new algorithm to efficiently compute this permutation, despite the high implicit dimension of points in a persistence diagram due to the effect of the diagonal. The sketches are also structured to permit fast (linear time) approximations to the Hausdorff distance between diagrams -- a lower bound on the bottleneck distance. For approximating the bottleneck distance, sketches can also be used to compute a linear-size neighborhood graph directly, obviating the need for geometric data structures used in state-of-the-art methods for bottleneck computation.
We introduce a refinement of the persistence diagram, the graded persistence diagram. It is the Mobius inversion of the graded rank function, which is obtained from the rank function using the unary numeral system. Both persistence diagrams and graded persistence diagrams are integer-valued functions on the Cartesian plane. Whereas the persistence diagram takes non-negative values, the graded persistence diagram takes values of 0, 1, or -1. The sum of the graded persistence diagrams is the persistence diagram. We show that the positive and negative points in the k-th graded persistence diagram correspond to the local maxima and minima, respectively, of the k-th persistence landscape. We prove a stability theorem for graded persistence diagrams: the 1-Wasserstein distance between k-th graded persistence diagrams is bounded by twice the 1-Wasserstein distance between the corresponding persistence diagrams, and this bound is attained. In the other direction, the 1-Wasserstein distance is a lower bound for the sum of the 1-Wasserstein distances between the k-th graded persistence diagrams. In fact, the 1-Wasserstein distance for graded persistence diagrams is more discriminative than the 1-Wasserstein distance for the corresponding persistence diagrams.
The classical persistence algorithm virtually computes the unique decomposition of a persistence module implicitly given by an input simplicial filtration. Based on matrix reduction, this algorithm is a cornerstone of the emergent area of topological data analysis. Its input is a simplicial filtration defined over the integers $mathbb{Z}$ giving rise to a $1$-parameter persistence module. It has been recognized that multi-parameter version of persistence modules given by simplicial filtrations over $d$-dimensional integer grids $mathbb{Z}^d$ is equally or perhaps more important in data science applications. However, in the multi-parameter setting, one of the main challenges is that topological summaries based on algebraic structure such as decompositions and bottleneck distances cannot be as efficiently computed as in the $1$-parameter case because there is no known extension of the persistence algorithm to multi-parameter persistence modules. We present an efficient algorithm to compute the unique decomposition of a finitely presented persistence module $M$ defined over the multiparameter $mathbb{Z}^d$.The algorithm first assumes that the module is presented with a set of $N$ generators and relations that are emph{distinctly graded}. Based on a generalized matrix reduction technique it runs in $O(N^{2omega+1})$ time where $omega<2.373$ is the exponent for matrix multiplication. This is much better than the well known algorithm called Meataxe which runs in $tilde{O}(N^{6(d+1)})$ time on such an input. In practice, persistence modules are usually induced by simplicial filtrations. With such an input consisting of $n$ simplices, our algorithm runs in $O(n^{2omega+1})$ time for $d=2$ and in $O(n^{d(2omega + 1)})$ time for $d>2$.