We define the notion of a Ricci curvature lower bound for parametrized statistical
models. Following the seminal ideas of Lott–Sturm–Villani, we define this notion
based on the geodesic convexity of the Kullback–Leibler divergence in a Wasserstein
statistical manifold, that is, a manifold of probability distributions endowed with a
Wasserstein metric tensor structure. Within these definitions, which are based on
Fisher information matrix and Wasserstein Christoffel symbols, the Ricci curvature
is related to both, information geometry and Wasserstein geometry. These definitions
allow us to formulate bounds on the convergence rate of Wasserstein gradient flows
and information functional inequalities in parameter space. We discuss examples of
Ricci curvature lower bounds and convergence rates in exponential family models.
We propose a numerical approach to solve variational problems on manifolds represented by the grid based particle method (GBPM) recently developed in Leung et al. (J. Comput. Phys. 230(7):25402561, 2011), Leung and Zhao (J. Comput. Phys. 228:77067728, 2009a, J. Comput. Phys. 228:29933024, 2009b, Commun. Comput. Phys. 8:758796, 2010). In particular, we propose a splitting algorithm for image segmentation on manifolds represented by unconnected sampling particles. To develop a fast minimization algorithm, we propose a new splitting method by generalizing the augmented Lagrangian method. To efficiently implement the resulting method, we incorporate with the local polynomial approximations of the manifold in the GBPM. The resulting method is flexible for segmentation on various manifolds including closed or open or even surfaces which are not orientable.
Quantitatively identifying direct dependencies between variables is an important task in data analysis, in particular for reconstructing various types of networks and causal relations in science and engineering. One of the most widely used criteria is partial correlation, but it can only measure linearly direct association and miss nonlinear associations. However, based on conditional independence, conditional mutual information (CMI) is able to quantify nonlinearly direct relationships among variables from the observed data, superior to linear measures, but suffers from a serious problem of underestimation,
in particular for those variables with tight associations in a network, which severely limits its applications. In this work, we propose a new concept, “partial independence,” with a new measure, “part mutual information” (PMI), which not only can overcome the problem of CMI but also retains the quantification properties of both mutual information (MI) and CMI. Specifically, we first defined PMI to measure nonlinearly direct dependencies between variables and then derived its relations with MI and CMI. Finally, we used a number of simulated data as benchmark examples to numerically demonstrate PMI features and further real gene expression data from Escherichia coli and yeast to reconstruct gene regulatory networks, which all validated the advantages of PMI for accurately quantifying nonlinearly direct associations in networks.
We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability that it returns to the true root state converges to 1 as the number of leaves tends to infinity. We also derive quantitative bounds on the error of reconstruction. Our results answer a question of Gascuel and Steel [GS10] and have implications for ancestral sequence reconstruction in a classical evolutionary model of nucleotide insertion and deletion [TKF91].