Skip to content
DraconiticResearch
Search Sources API
197,768 studies31 sourcesUpdated 5 min ago
PreprintarXiv licencearXiv

Weighted persistence intensity regression

Abstract

Persistence diagrams summarize the multiscale topological structure of data, and in applications they often arrive paired with covariates. We develop nonparametric methodology and theory for estimating the expected weighted persistence diagram conditional on a Euclidean covariate. Representing each weighted diagram as a finite random measure on a compact window, we take the density of its conditional expectation as the regression target, the conditional weighted persistence intensity. For a conditional double-kernel estimator we establish finite-sample sup-norm rates with a matching minimax lower bound, uniform rates in partial optimal transport, and an unbiased-risk cross-validation criterion for bandwidth selection. Simulations with analytically known intensities corroborate the theory and show that cross-validation selects the oracle candidate bandwidth in the exact-intensity design. The method is illustrated by studying how radial geometry in cerebral artery trees varies with age.

Related

  1. A Two-Sample Test on Weighted Persistence Intensity Functions in Topological Data Analysis
    Yeongung Han, Ilmun Kim, Jisu Kim
    arXivPreprintarXiv licenceFull textStatisticsarXiv
  2. Component-weighted sparse group LASSO for finite mixture regression models
    Vinay Joshy, Zeny Feng, Grace Stelter +2
    arXivPreprintCC BY 4.0Full textStatisticsarXiv
  3. A generalized lasso formulation of weighted and regularized (nearly-)isotonic regression on graphs
    Vladimir Pastukhov
    arXivPreprintCC BY 4.0Full textStatisticsarXiv
  4. Spatio-Temporal Weighted Regression model with fractional-colored noise: Parameter estimation and consistency
    Héctor Araya, Lisandro J Fermín, Silfrido Gómez +2
    Journal of Statistical Planning and InferencePeer-reviewedCC BY 4.0Full textStatisticsHAL
  5. Existence and consistency of weighted maximum likelihood estimator for extreme quantile regression
    Lucien M. Vidagbandji, Alexandre Berred, Cyrille Bertelle +1
    HALPreprintCC BY 4.0Full textProbabilityStatisticsHALarXiv
BibTeX
@misc{pegoraro2026weighted,
  title = {{Weighted persistence intensity regression}},
  author = {Matteo Pegoraro and Mario Beraha},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.01387},
  eprint = {2609.01387},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.01387},
}
RIS
TY  - UNPB
TI  - Weighted persistence intensity regression
AU  - Matteo Pegoraro
AU  - Mario Beraha
PY  - 2026
DA  - 2026/09/01
PB  - arXiv
DO  - 10.48550/arxiv.2609.01387
UR  - https://arxiv.org/abs/2609.01387
AB  - Persistence diagrams summarize the multiscale topological structure of data, and in applications they often arrive paired with covariates. We develop nonparametric methodology and theory for estimating the expected weighted persistence diagram conditional on a Euclidean covariate. Representing each weighted diagram as a finite random measure on a compact window, we take the density of its conditional expectation as the regression target, the conditional weighted persistence intensity. For a conditional double-kernel estimator we establish finite-sample sup-norm rates with a matching minimax lower bound, uniform rates in partial optimal transport, and an unbiased-risk cross-validation criterion for bandwidth selection. Simulations with analytically known intensities corroborate the theory and show that cross-validation selects the oracle candidate bandwidth in the exact-intensity design. The method is illustrated by studying how radial geometry in cerebral artery trees varies with age.
ER  -