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Stability Theorem Xinyi Kong, 1281909 Eindhoven, university of - - PowerPoint PPT Presentation
Stability Theorem Xinyi Kong, 1281909 Eindhoven, university of - - PowerPoint PPT Presentation
Stability Theorem Xinyi Kong, 1281909 Eindhoven, university of Technology 31 May 2018 Overview Motivation Persistence Diagram Main Theory Hausdorff Stability Bottleneck Stability Motivation Motivation Motivation Stability
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Motivation
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Motivation
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Motivation
Stability means that if the input changes a tiny bit, the output should not change by much either.
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Recap
Let f : R → R be a smooth function. We call that x is a critical point and f (x) id a critical value of f if f
′(x) = 0. A critical
point x is non-degenerate if f
′′(x) = 0.
Example
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Homological critical value
Definition: Let X be a topological space and f : X → R be a
- function. A homological critical value of f is a real number b for
which there exists an integer k such that for all sufficiently small ε > 0 the map Hk(f −1(−∞, b − ε]) → Hk(f −1(−∞, b + ε]) is not an isomorphism.
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A tame function
Definition: A function f : X → R is tame if it has a finite number
- f homological critical values and the homology groups
Hk(f −1(−∞, a]) are finite-dimensional for all k ∈ Z and a ∈ R.
Figure 1: tame Figure 2: non-tame
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Persistence Diagram
How to draw a persistence diagram of f ?
◮ Pair the critical points of f . ◮ Map each pair to the corresponding point in persistence
diagram.
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Persistence Diagram
Pair the critical points of f : When we pass a local maximum and merge two components, we pair the maximum with the higher (younger) of the two local minima that represent the two components. The other minimum is now the representative of the component resulting from the merger.
Example
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Persistence Diagram of a tame function
Let f : X → R be a tame function, (ai)i=1...n its homological critical values, and (bi)i=0...n an interleaved sequence, namely bi−1 < ai < bi for all i. We set b−1 = a0 = −∞ and bn+1 = an = +∞. We consider the corresponding sequence of homology groups, 0 = Hk(Xb−1) → Hk(Xb0) → ... → Hk(Xbn+1) = Hk(X) and the maps between them. We define the multiplicity of the pair (ai, aj) by µj
i = βbj bi−1 − βbj bi + βbj−1 bi
− βbj−1
bi−1
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Persistence Diagram of a tame function
Definition: The persistence diagram D(f ) ⊂ ¯ R2 of f is the set of points (ai, aj), counted with multiplicity µj
i for 0 ≤ i < j ≤ n + 1,
union all points on the diagonal, counted with infinite multiplicity.
Example
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♯(A)
The total multiplicity of a multiset A is written as ♯(A)
example
The total multiplicity of the persistence diagram without the diagonal is written as follow: ♯(D(f ) − ∆) =
i<j µj i
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L∞ − norm
For points p = (p1, p2, ..., pn) and q = (q1, q2, ..., qn) in ¯ Rn, p − q∞ := max(|p1 − q1|, |p2 − q2|, ..., |pn − qn|). For function f and g, f − g∞ = supx|f (x) − g(x)|.
Figure 3: p − q∞ Figure 4: f − g∞
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Hausdorff distance and bottleneck distance
Definition: Let X and Y be multisets of points. The Hausdorff distance and bottleneck distance between X and Y are dH(X, Y ) = max
- sup
x inf y x − y∞ , sup y inf x y − x∞
- dB(X, Y ) = inf
γ sup x x − γ(x)∞
where x ∈ X and y ∈ Y range over all points and γ ranges over all bijections from X to Y .
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Hausdorff distance and bottleneck distance
dH(X, Y ) = max
- sup
x inf y x − y∞ , sup y inf x y − x∞
- Figure 5: sup
x inf y x − y∞
Figure 6: sup
y inf x y − x∞
It is the greatest of all the distances from a point in one set to the closest point in the other set.
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Hausdorff distance and bottleneck distance
dB(X, Y ) = inf
γ sup x x − γ(x)∞
Figure 7: sup
x x − γ1(x)∞
Figure 8: sup
x x − γ2(x)∞
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Hausdorff distance and bottleneck distance
dH(X, Y ) ≤ dB(X, Y ) Bottleneck distance has one more constrain which makes it cannot map all the points in one set to the closest point in the other set.
Figure 9: sup
x inf y x − y∞
Figure 10: sup
y inf x y − x∞
Figure 11: sup
x x − γ1(x)∞
Figure 12: sup
x x − γ2(x)∞
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Main Theory
Main Theory: Let X be a triangulable space with continuous tame functions f ,g : X → R. Then the persistence diagrams satisfy dB(D(f ), D(g)) ≤ f − g∞.
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To proof the main theorem: I will first show what we can get from dH(D(f ), D(g)) ≤ f − g∞ Then strengthen the result to proof dB(D(f ), D(g)) ≤ f − g∞
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Hausdorff Stability
If the inequality dH(D(f ), D(g)) ≤ f − g∞ = ε is true, we can find a point p(x, y) ∈ D(f ), then there must be a point of D(g) at the distance less than or equal to ε from p(x, y). That means there must be a point q of D(g) inside the square [x − ε, x + ε] × [y − ε, y + ε].
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Box lemma
For a < b < c < d, let R = [a, b] × [c, d] be a box in ¯ R2 and let Rε = [a + ε, b − ε] × [c + ε, d − ε] be the box obtained by shrinking R at all four sides. Box Lemma: ♯(D(f ) ∩ Rε) ≤ ♯(D(g) ∩ R)
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Recall
Main Theory: Let X be a triangulable space with continuous tame functions f ,g : X → R. Then the persistence diagrams satisfy dB(D(f ), D(g)) ≤ f − g∞.
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Bottleneck stability
Let’s start with a special case. Given a tame function f : X → R, we consider the minimum distance between off-diagonal points or between ans off-diagonal point and the diagonal: δf = min {p − q∞ |(D(f ) − ∆) ∋ p = q ∈ D(f )}
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Bottleneck Stability
δf = min {p − q∞ |(D(f ) − ∆) ∋ p = q ∈ D(f )} We get Figure 1 by drawing squares of radius r = δf /2 around the points of D(f ).
Figure 13: D(f )
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Bottleneck Stability
δf = min {p − q∞ |(D(f ) − ∆) ∋ p = q ∈ D(f )} Then we add another tame function g : X → R which is very close to f . That means f and g satisfy f − g∞ ≤ δf /2
Figure 14: D(f ) Figure 15: D(f ) and D(g)
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Bottleneck Stability
δf = min {p − q∞ |(D(f ) − ∆) ∋ p = q ∈ D(f )} f and g satisfy f − g∞ ≤ δf /2 Writing µ for the multiplicity of the point p ∈ (D(f ) − ∆) and ε for the square with center p and radius ε = f − g∞
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Bottleneck Stability
Recall the box lemma
For a < b < c < d, let R = [a, b] × [c, d] be a box in ¯ R2 and let Rε = [a + ε, b − ε] × [c + ε, d − ε] be the box obtained by shrinking R at all four sides. Box Lemma: ♯(D(f ) ∩ Rε) ≤ ♯(D(g) ∩ R) From the box lemma we get: µ ≤ ♯(D(g) ∩ ε) ≤ ♯(D(f ) ∩ 2ε)
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Bottleneck Stability
From the box lemma we get: µ ≤ ♯(D(g) ∩ ε) ≤ ♯(D(f ) ∩ 2ε) Since 2ε ≤ δf , p is the only point of D(f ) in 2ε, which implies µ = ♯(D(g) ∩ ε).
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Bottleneck Stability
Since 2ε ≤ δf , p is the only point of D(f ) in 2ε, which implies µ = ♯(D(g) ∩ ε). Therefore, we can map all points of D(g) in ε to p. And the rest of point will be mapped to the nearest point on the diagonal, because dH(D(f ), D(g)) ≤ ε
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Bottleneck Stability
Easy Bijection lemma: Let f , g : X → R be tame functions and g very close to f . then the persistence diagrams satisfy dB(D(f ), D(g)) ≤ f − g∞
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Summary
◮ Persistence diagram of tame functions ◮ Hausdorff distance and bottleneck distance of two persistence
diagrams
◮ Use the box lemma to proof the bottleneck distance ◮ If a function change a little bit, its persistence diagram is
stable.
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Source
◮ D. Cohen-Steiner, H. Edelsbrunner, J. Harer, Stability of
Persistence Diagrams, Disc. Comp. Geom. 37: 103–120, 2007.
◮ H. Edelsbrunner, J. L. Harer, Persistent homology – a Survey,
Surveys on discrete and computational geometry, 257–282,
- Contemp. Math., 453, Amer. Math. Soc., Providence, RI,