Persistence Diagram Estimation of Multivariate Piecewise Hölder-continuous Signals
Résumé
To our knowledge, the analysis of convergence rates for persistence diagram estimation from
noisy signals had predominantly relied on lifting signal estimation results through sup norm (or
other functional norm) stability theorems. We believe that moving forward from this approach
can lead to considerable gains. We illustrate it in the setting of Gaussian white noise model. We
examine from a minimax perspective, the inference of persistence diagram (for sublevel sets filtration). We show that for piecewise Hölder-continuous functions, with control over the reach of
the discontinuities set, taking the persistence diagram coming from a simple histogram estimator
of the signal, permit to achieve the minimax rates known for Hölder-continuous functions.
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