Expedition in Data and Harmonic Analysis on Graphs

The graph Laplacian operator is widely studied in spectral graph theory largely due to its importance in modern data analysis. Recently, the Fourier transform and other time-frequency operators have been defined on graphs using Laplacian eigenvalues and eigenvectors. We extend these results and prove that the translation operator to the i’th node is invertible if and only if all eigenvectors are nonzero on the i’th node. Because of this dependency on the support of eigenvectors we study the characteristic set of Laplacian eigenvectors. We prove that the Fiedler vector of a planar graph cannot vanish on large neighborhoods and then explicitly construct a family of non-planar graphs that do exhibit this property. We then prove original results in modern analysis on graphs. We extend results on spectral graph wavelets to create vertex-dyanamic spectral graph wavelets whose support depends on both scale and translation parameters. We prove that Spielman’s Twice-Ramanujan graph sparsifying algorithm cannot outperform his conjectured optimal sparsification constant. Finally, we present numerical results on graph conditioning, in which edges of a graph are rescaled to best approximate the complete graph and reduce average commute time.

Analysis of Self-Organization

The dissertation is devoted to the study of problems in calculus of variation, free boundary problems and gradient flows with respect to the Wasserstein metric. More concretely, we consider the problem of characterizing the regularity of minimizers to a certain interaction energy. Minimizers of the interaction energy have a somewhat surprising relationship with solutions to obstacle problems. Here we prove and exploit this relationship to obtain novel regularity results. Another problem we tackle is describing the asymptotic behavior of the Cahn-Hilliard equation with degenerate mobility. By framing the Cahn-Hilliard equation with degenerate mobility as a gradient flow in Wasserstein metric, in one space dimension, we prove its convergence to a degenerate parabolic equation under the framework recently developed by Sandier-Serfaty.

Spectral Frame Analysis and Learning through Graph Structure

This dissertation investigates the connection between spectral analysis and frame theory. When considering the spectral properties of a frame, we present a few novel results relating to the spectral decomposition. We first show that scalable frames have the property that the inner product of the scaling coefficients and the eigenvectors must equal the inverse eigenvalues. From this, we prove a similar result when an approximate scaling is obtained. We then focus on the optimization problems inherent to the scalable frames by first showing that there is an equivalence between scaling a frame and optimization problems with a non-restrictive objective function. Various objective functions are considered, and an analysis of the solution type is presented. For linear objectives, we can encourage sparse scalings, and with barrier objective functions, we force dense solutions. We further consider frames in high dimensions, and derive various solution techniques. From here, we restrict ourselves to various frame classes, to add more specificity to the results. Using frames generated from distributions allows for the placement of probabilistic bounds on scalability. For discrete distributions (Bernoulli and Rademacher), we bound the probability of encountering an ONB, and for continuous symmetric distributions (Uniform and Gaussian), we show that symmetry is retained in the transformed domain. We also prove several hyperplane-separation results. With the theory developed, we discuss graph applications of the scalability framework. We make a connection with graph conditioning, and show the in-feasibility of the problem in the general case. After a modification, we show that any complete graph can be conditioned. We then present a modification of standard PCA (robust PCA) developed by Cand\`es, and give some background into Electron Energy-Loss Spectroscopy (EELS). We design a novel scheme for the processing of EELS through robust PCA and least-squares regression, and test this scheme on biological samples. Finally, we take the idea of robust PCA and apply the technique of kernel PCA to perform robust manifold learning. We derive the problem and present an algorithm for its solution. There is also discussion of the differences with RPCA that make theoretical guarantees difficult.

SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES

In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, natural disaster insurance actuary, quality control schemes, etc. A useful way to make an assessment of extreme events is to estimate the probabilities of exceeding large threshold values and extreme quantiles judged by interested authorities. Such information regarding extremes serves as essential guidance to interested authorities in decision making processes. However, in such a context, data are usually skewed in nature, and the rarity of exceedance of large threshold implies large fluctuations in the distribution's upper tail, precisely where the accuracy is desired mostly. Extreme Value Theory (EVT) is a branch of statistics that characterizes the behavior of upper or lower tails of probability distributions. However, existing methods in EVT for the estimation of small threshold exceedance probabilities and extreme quantiles often lead to poor predictive performance in cases where the underlying sample is not large enough or does not contain values in the distribution's tail. In this dissertation, we shall be concerned with an out of sample semiparametric (SP) method for the estimation of small threshold probabilities and extreme quantiles. The proposed SP method for interval estimation calls for the fusion or integration of a given data sample with external computer generated independent samples. Since more data are used, real as well as artificial, under certain conditions the method produces relatively short yet reliable confidence intervals for small exceedance probabilities and extreme quantiles.