A Statistically and Numerically Efficient Independence Test Based on Random Projections and Distance Covariance

Testing for independence plays a fundamental role in many statistical techniques. Among the nonparametric approaches, the distance-based methods (such as the distance correlation-based hypotheses testing for independence) have many advantages, compared with many other alternatives. A known limitation of the distance-based method is that its computational complexity can be high. In general, when the sample size is n, the order of computational complexity of a distance-based method, which typically requires computing of all pairwise distances, can be O(n2). Recent advances have discovered that in the univariate cases, a fast method with O(n log n) computational complexity and O(n) memory requirement exists. In this paper, we introduce a test of independence method based on random projection and distance correlation, which achieves nearly the same power as the state-of-the-art distance-based approach, works in the multivariate cases, and enjoys the O(nK log n) computational complexity and O( max{n, K}) memory requirement, where K is the number of random projections. Note that saving is achieved when K < n/ log n. We name our method a Randomly Projected Distance Covariance (RPDC). The statistical theoretical analysis takes advantage of some techniques on the random projection which are rooted in contemporary machine learning. Numerical experiments demonstrate the efficiency of the proposed method, relative to numerous competitors.

On the Non-Gaussianity of the Height of Sea Waves

The objective of this paper is to prove that the sea wave height is not a Gaussian process. This is contrary to the common belief, as the height of a sea wave is generally considered a Gaussian process. With this aim in mind, an empirical study of the buoys along the US coast at a random day is pursued. The analysis differs from those in the literature in that we study the Gaussianity of the process as a whole and not just of its one-dimensional marginal. This is done by making use of random projections and a variety of tests that are powerful against different types of alternatives. The study has resulted in a rejection of the Gaussianity in over 96% of the studied cases.

Analog Circuit Soft Fault Diagnosis Based on Sparse Random Projections and K-Nearest Neighbor

Analog circuit fault diagnosis is a key problem in theory of circuit networks and has been investigated by many researchers in recent years. An approach based on sparse random projections (SRPs) and K-nearest neighbor (KNN) to the realization of analog circuit soft fault diagnosis has been presented in this paper. The proposed method uses the wavelet packet energy spectrum and sparse random projections to preprocess the time response for feature extraction. Then, the variables of the fault features are constructed, which are used to form the observation sequences of K-nearest neighbor classifier. K-nearest neighbor classifier is used to accomplish the fault diagnosis of analog circuit. In this paper, four-opamp biquad high-pass filter has been used as simulation example to verify the effectiveness of the proposed method. The simulations show that the proposed method offers higher correct fault location rate in analog circuit soft fault diagnosis application as compared with the other methods.

Dimensionality reduction for k-distance applied to persistent homology

Given a set P of n points and a constant k, we are interested in computing the persistent homology of the Čech filtration of P for the k-distance, and investigate the effectiveness of dimensionality reduction for this problem, answering an open question of Sheehy (The persistent homology of distance functions under random projection. In Cheng, Devillers (eds), 30th Annual Symposium on Computational Geometry, SOCG’14, Kyoto, Japan, June 08–11, p 328, ACM, 2014). We show that any linear transformation that preserves pairwise distances up to a $$(1\pm {\varepsilon })$$ ( 1 ± ε ) multiplicative factor, must preserve the persistent homology of the Čech filtration up to a factor of $$(1-{\varepsilon })^{-1}$$ ( 1 - ε ) - 1 . Our results also show that the Vietoris-Rips and Delaunay filtrations for the k-distance, as well as the Čech filtration for the approximate k-distance of Buchet et al. [J Comput Geom, 58:70–96, 2016] are preserved up to a $$(1\pm {\varepsilon })$$ ( 1 ± ε ) factor. We also prove extensions of our main theorem, for point sets (i) lying in a region of bounded Gaussian width or (ii) on a low-dimensional submanifold, obtaining embeddings having the dimension bounds of Lotz (Proc R Soc A Math Phys Eng Sci, 475(2230):20190081, 2019) and Clarkson (Tighter bounds for random projections of manifolds. In Teillaud (ed) Proceedings of the 24th ACM Symposium on Computational Geom- etry, College Park, MD, USA, June 9–11, pp 39–48, ACM, 2008) respectively. Our results also work in the terminal dimensionality reduction setting, where the distance of any point in the original ambient space, to any point in P, needs to be approximately preserved.

Efficient High-Dimensional Kernel k-Means with Random Projection++

Using random projection, a method to speed up both kernel k-means and centroid initialization with k-means++ is proposed. We approximate the kernel matrix and distances in a lower-dimensional space Rd before the kernel k-means clustering motivated by upper error bounds. With random projections, previous work on bounds for dot products and an improved bound for kernel methods are considered for kernel k-means. The complexities for both kernel k-means with Lloyd’s algorithm and centroid initialization with k-means++ are known to be O(nkD) and Θ(nkD), respectively, with n being the number of data points, the dimensionality of input feature vectors D and the number of clusters k. The proposed method reduces the computational complexity for the kernel computation of kernel k-means from O(n2D) to O(n2d) and the subsequent computation for k-means with Lloyd’s algorithm and centroid initialization from O(nkD) to O(nkd). Our experiments demonstrate that the speed-up of the clustering method with reduced dimensionality d=200 is 2 to 26 times with very little performance degradation (less than one percent) in general.