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Using compact basis functions for Sparse Dynamic Distribution Decomposition (arxiv.org)
2 points by Flawnson on Jun 12, 2020 | hide | past | pdf | discuss on HN

In plain words: This rebuilds a method that models how a population's distribution shifts over time using small, local shape functions, so only a few nonzero entries need fitting instead of every pair. It handles both tracked individuals and unpaired snapshots, while usual approaches handle only one.

Abstract · Sparse Dynamic Distribution Decomposition: Efficient Integration of Trajectory and Snapshot Time Series Data

Dynamic Distribution Decomposition (DDD) was introduced in Taylor-King et. al. (PLOS Comp Biol, 2020) as a variation on Dynamic Mode Decomposition. In brief, by using basis functions over a continuous state space, DDD allows for the fitting of continuous-time Markov chains over these basis functions and as a result continuously maps between distributions. The number of parameters in DDD scales by the square of the number of basis functions; we reformulate the problem and restrict the method to compact basis functions which leads to the inference of sparse matrices only -- hence reducing the number of parameters. Finally, we demonstrate how DDD is suitable to integrate both trajectory time series (paired between subsequent time points) and snapshot time series (unpaired time points). Methods capable of integrating both scenarios are particularly relevant for the analysis of biomedical data, whereby studies observe population at fixed time points (snapshots) and individual patient journeys with repeated follow ups (trajectories).

Jake P. Taylor-King, Cristian Regep, Jyothish Soman, Flawnson Tong, Catalina Cangea, Charlie Roberts
arXiv:2006.05138 · cs.LG, stat.ML · submitted Jun 9, 2020 · updated Jun 11, 2020
abstract · pdf · html · 11 pages, 2 figures

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