Topological data analysis provides a multiscale description of the geometry and topology of quantitative data. The persistence landscape is a topological summary that can be easily combined with tools from statistics and machine learning. We give efficient algorithms for calculating persistence landscapes, their averages, and distances between such averages. We discuss an implementation of these algorithms and some related procedures. These are intended to facilitate the combination of statistics and machine learning with topological data analysis. We present an experiment showing that the low-dimensional persistence landscapes of points sampled from spheres (and boxes) of varying dimensions differ.
The persistence landscape allows the use of more statistical machinery. The bootstrap has been applied to obtain confidence bands for the persistence landscape @cite_37 and the average persistence landscape of subsamples has been studied @cite_38 . The persistence landscape has been used to study protein binding @cite_35 and as a kernel for topological machine learning and compared to the recent multi-scale kernel for persistence diagrams @cite_17 .
@cite_38 @cite_37 @cite_35 @cite_17
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Persistent homology captures the evolution of topological features of a model as a parameter changes. The most commonly used summary statistics of persistent homology are the barcode and the persistence diagram. Another summary statistic, the persistence landscape, was recently introduced by Bubenik. It is a functional summary, so it is easy to calculate sample means and variances, and it is straightforward to construct various test statistics. Implementing a permutation test we detect conformational changes between closed and open forms of the maltose-binding protein, a large biomolecule consisting of 370 amino acid residues. Furthermore, persistence landscapes can be applied to machine learning methods. A hyperplane from a support vector machine shows the clear separation between the closed and open proteins conformations. Moreover, because our approach captures dynamical properties of the protein our results may help in identifying residues susceptible to ligand binding; we show that the majority of active site residues and allosteric pathway residues are located in the vicinity of the most persistent loop in the corresponding filtered Vietoris-Rips complex. This finding was not observed in the classical anisotropic network model. Topological data analysis provides a multiscale description of the geometry and topology of quantitative data. The persistence landscape is a topological summary that can be easily combined with tools from statistics and machine learning. We give efficient algorithms for calculating persistence landscapes, their averages, and distances between such averages. We discuss an implementation of these algorithms and some related procedures. These are intended to facilitate the combination of statistics and machine learning with topological data analysis. We present an experiment showing that the low-dimensional persistence landscapes of points sampled from spheres (and boxes) of varying dimensions differ. We define a new topological summary for data that we call the persistence landscape. Since this summary lies in a vector space, it is easy to combine with tools from statistics and machine learning, in contrast to the standard topological summaries. Viewed as a random variable with values in a Banach space, this summary obeys a strong law of large numbers and a central limit theorem. We show how a number of standard statistical tests can be used for statistical inference using this summary. We also prove that this summary is stable and that it can be used to provide lower bounds for the bottleneck and Wasserstein distances. We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their @math -norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the @math -norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of @math -norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03 10 2000, or to the Lehman bankruptcy on 09 15 2008. Our study suggests that TDA provides a new type of econometric analysis, which goes beyond the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.