Abstract
We introduce a novel framework for statistical analysis of populations of nondegenerate
Gaussian processes (GPs), which are natural representations of uncertain
curves. This allows inherent variation or uncertainty in function-valued data to be
properly incorporated in the population analysis. Using the 2-Wasserstein metric we
geometrize the space of GPs with L2 mean and covariance functions over compact
index spaces. We prove uniqueness of the barycenter of a population of GPs, as well
as convergence of the metric and the barycenter of their finite-dimensional counterparts.
This justifies practical computations. Finally, we demonstrate our framework
through experimental validation on GP datasets representing brain connectivity and
climate development. A MATLAB library for relevant computations will be published
at https://sites.google.com/view/antonmallasto/software.
Gaussian processes (GPs), which are natural representations of uncertain
curves. This allows inherent variation or uncertainty in function-valued data to be
properly incorporated in the population analysis. Using the 2-Wasserstein metric we
geometrize the space of GPs with L2 mean and covariance functions over compact
index spaces. We prove uniqueness of the barycenter of a population of GPs, as well
as convergence of the metric and the barycenter of their finite-dimensional counterparts.
This justifies practical computations. Finally, we demonstrate our framework
through experimental validation on GP datasets representing brain connectivity and
climate development. A MATLAB library for relevant computations will be published
at https://sites.google.com/view/antonmallasto/software.
Original language | English |
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Title of host publication | Neural Information Processing Systems 2017 |
Editors | I. Guyon, U. V. Luxburg, S. Bengio, H. Wallach, R. Fergus, S. Vishwanathan, R. Garnett |
Number of pages | 5 |
Publisher | NIPS Proceedings |
Publication date | 2017 |
Publication status | Published - 2017 |
Event | 31st Annual Conference on Neural Information Processing Systems - Long Beach, United States Duration: 4 Dec 2017 → 9 Dec 2017 Conference number: 31 |
Conference
Conference | 31st Annual Conference on Neural Information Processing Systems |
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Number | 31 |
Country/Territory | United States |
City | Long Beach |
Period | 04/12/2017 → 09/12/2017 |
Series | Advances in Neural Information Processing Systems |
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Volume | 30 |
ISSN | 1049-5258 |