Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Persistent Homology Analysis of Brain Artery Trees.

New representations of tree-structured data objects, using ideas from topological data analysis, enable improved statistical analyses of a population of brain artery trees. A number of representations of each data tree arise from persistence diagrams that quantify branching and looping of vessels at multiple scales. Novel approaches to the statistical analysis, through various summaries of the persistence diagrams, lead to heightened correlations with covariates such as age and sex, relative to earlier analyses of this data set. The correlation with age continues to be significant even after controlling for correlations from earlier significant summaries.