Bayesian topological signal processing

Abstract

<p style='text-indent:20px;'>Topological data analysis encompasses a broad set of techniques that investigate the shape of data. One of the predominant tools in topological data analysis is persistent homology, which is used to create topological summaries of data called persistence diagrams. Persistent homology offers a novel method for signal analysis. Herein, we aid interpretation of the sublevel set persistence diagrams of signals by 1) showing the effect of frequency and instantaneous amplitude on the persistence diagrams for a family of deterministic signals, and 2) providing a general equation for the probability density of persistence diagrams of random signals via a pushforward measure. We also provide a topologically-motivated, efficiently computable statistical descriptor analogous to the power spectral density for signals based on a generalized Bayesian framework for persistence diagrams. This Bayesian descriptor is shown to be competitive with power spectral densities and continuous wavelet transforms at distinguishing signals with different dynamics in a classification problem with autoregressive signals.</p>