Discrimination at the edge of noise: A Hilbert space of stationary Ergodic processes

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Identifying meaningful signal buried in noise is a problem of interest arising in diverse scenarios of data-driven modeling. We present here a theoretical framework for exploiting intrinsic geometry in data that resists noise corruption, and might be identifiable under severe obfuscation. Our approach is based on uncovering a valid complete inner product on the space of ergodic stationary finite valued processes, providing the latter with the structure of a Hilbert space on the real field. This rigorous construction, based on non-standard generalizations of the notions of sum and scalar multiplication of finite dimensional probability vectors, allows us to meaningfully talk about 'angles' between data streams and data sources, and, make precise the notion of orthogonal stochastic processes. In particular, the relative angles appear to be preserved, and identifiable, under severe noise, and will be developed in future as the underlying principle for robust classification, clustering and unsupervised featurization algorithms.

Original languageEnglish
Title of host publicationProceeding - 17th IEEE International Conference on Data Mining Workshops, ICDMW 2017
EditorsRaju Gottumukkala, George Karypis, Vijay Raghavan, Xindong Wu, Lucio Miele, Srinivas Aluru, Xia Ning, Guozhu Dong
Pages942-948
Number of pages7
ISBN (Electronic)9781538614808
DOIs
StatePublished - Dec 15 2017
Event17th IEEE International Conference on Data Mining Workshops, ICDMW 2017 - New Orleans, United States
Duration: Nov 18 2017Nov 21 2017

Publication series

NameIEEE International Conference on Data Mining Workshops, ICDMW
Volume2017-November
ISSN (Print)2375-9232
ISSN (Electronic)2375-9259

Conference

Conference17th IEEE International Conference on Data Mining Workshops, ICDMW 2017
Country/TerritoryUnited States
CityNew Orleans
Period11/18/1711/21/17

Bibliographical note

Publisher Copyright:
© 2017 IEEE.

Keywords

  • Hilbert Spaces
  • Inner Product
  • Noise
  • Stochastic Processes

ASJC Scopus subject areas

  • Computer Science Applications
  • Software

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