hausdInterval: Subsampling Confidence Interval for the Hausdorff Distance...

In TDA: Statistical Tools for Topological Data Analysis

Subsampling Confidence Interval for the Hausdorff Distance between a Manifold and a Sample

Description

hausdInterval computes a confidence interval for the Hausdorff distance between a point cloud X and the underlying manifold from which X was sampled. See Details and References.

Usage

hausdInterval(
    X, m, B = 30, alpha = 0.05, parallel = FALSE,
    printProgress = FALSE)

Arguments

X	an n by d matrix of coordinates of sampled points.
m	the size of the subsamples.
B	the number of subsampling iterations. The default value is 30.
alpha	hausdInterval returns a (1-alpha) confidence interval. The default value is 0.05.
parallel	logical: if TRUE, the iterations are parallelized, using the library parallel. The default value is FALSE.
printProgress	if TRUE, a progress bar is printed. The default value is FALSE.

Details

For B times, the subsampling algorithm subsamples m points of X (without replacement) and computes the Hausdorff distance between the original sample X and the subsample. The result is a sequence of B values. Let q be the (1-alpha) quantile of these values and let c = 2 * q. The interval [0, c] is a valid (1-alpha) confidence interval for the Hausdorff distance between X and the underlying manifold, as proven in (Fasy, Lecci, Rinaldo, Wasserman, Balakrishnan, and Singh, 2013, Theorem 3).

Value

The function hausdInterval returns a number c. The confidence interval is [0, c].

Author(s)

Fabrizio Lecci

References

Fasy BT, Lecci F, Rinaldo A, Wasserman L, Balakrishnan S, Singh A (2013). "Statistical Inference For Persistent Homology: Confidence Sets for Persistence Diagrams." (arXiv:1303.7117). Annals of Statistics.

See Also

bootstrapBand

Examples

X <- circleUnif(1000)
interval <- hausdInterval(X, m = 800)
print(interval)

TDA documentation built on May 29, 2024, 1:28 a.m.