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Topological Data Analysis (TDA) provides a toolkit for the study of the shape of high dimensional and complex data. While operating on a space of persistence diagrams is cumbersome, persistence norms provide a simple real value measure of multivariate data which is seeing greater adoption within finance. A growing literature seeks links between persistence norms and the summary statistics of the data being analysed. This short note targets the demonstration of differences in the persistence norms of the Datasaurus datasets of Matejka and Fitzmaurice. We show that persistence norms can be used as additional measures that often discriminate datasets with the same collection of summary statistics. Treating each of the data sets as a point cloud we construct the $L_1$ and $L_2$ persistence norms in dimensions 0 and 1. We show multivariate distributions with identical covariance and correlation matrices can have considerably different persistence norms. Through the example, we remind users of persistence norms of the importance of checking the distribution of the point clouds from which the norms are constructed., Comment: 18 pages, 5 figures, 5 tables

Mutations of genetic sequences are often accompanied by their recombinations, known as phylogenetic networks. These networks are typically reconstructed from coalescent processes that may arise from optimal merging or fitting together a given set of phylogenetic trees. Nakhleh formulated the phylogenetic network reconstruction problem (PNRP): Given a family of phylogenetic trees over a common set of taxa, is there a unique minimal phylogenetic network whose set of spanning trees contains the family? Inspired by ideas from topological data analysis (TDA), we devise lattice-diagram models for phylogenetic networks and filtrations, the cliquegram and the facegram, both generalizing the dendrogram (filtered partition) model of phylogenetic trees. Both models allow us to solve the PNRP rigorously. The solutions are obtained by taking the join of the dendrograms on the lattice of cliquegrams or facegrams. Furthermore, computing the join-facegram is polynomial in the size and number of the input trees. Cliquegrams and facegrams can be challenging to work with when the number of taxa is large. We propose a topological invariant of facegrams and filtrations, called the mergegram, by extending a construction by Elkin and Kurlin defined on dendrograms. We show that the mergegram is invariant of weak equivalences of filtrations which, in turn, implies that it is a 1-Lipschitz stable invariant with respect to M\'emoli's tripod distance. The mergegram, can be used as a computable proxy for phylogenetic networks and filtrations of datasets. We illustrate the utility of these new TDA-concepts to phylogenetics, by performing experiments with artificial and biological data., Comment: 52 pages, 23 figures

This paper considers a problem of testing, from a finite sample, a topological conjugacy of two dynamical systems $(X,f)$ and $(Y,g)$. More precisely, given $x_1,\ldots, x_n \subset X$ and $y_1,\ldots,y_n \subset Y$ such that $x_{i+1} = f(x_i)$ and $y_{i+1} = g(y_i)$ as well as $h: X \rightarrow Y$, we deliver a number of tests to check if $f$ and $g$ are topologically conjugated via $h$. The values of the tests are close to zero for conjugated systems and large for systems that are not conjugated. Convergence of the test values, in case when sample size goes to infinity, is established. A number of numerical examples indicating scalability and robustness of the methods are given. In addition, we show how the presented method specialize to a test of sufficient embedding dimension in Takens' embedding theorem. Our methods also apply to the situation when we are given two observables of deterministic processes, of a form of one or higher dimensional time-series. In this case, their similarity can be accessed by comparing the dynamics of their Takens' reconstructions., Comment: 44 pages, 15 figures, 6 tables

Tools of Topological Data Analysis provide stable summaries encapsulating the shape of the considered data. Persistent homology, the most standard and well studied data summary, suffers a number of limitations; its computations are hard to distribute, it is hard to generalize to multifiltrations and is computationally prohibitive for big data-sets. In this paper we study the concept of Euler Characteristics Curves, for one parameter filtrations and Euler Characteristic Profiles, for multi-parameter filtrations. While being a weaker invariant in one dimension, we show that Euler Characteristic based approaches do not possess some handicaps of persistent homology; we show efficient algorithms to compute them in a distributed way, their generalization to multifiltrations and practical applicability for big data problems. In addition we show that the Euler Curves and Profiles enjoys certain type of stability which makes them robust tool in data analysis. Lastly, to show their practical applicability, multiple use-cases are considered., Comment: 32 pages, 19 figures. Added remark on multicritical filtrations in section 4, typos corrected

This paper adopts a tool from computational topology, the Euler characteristic curve (ECC) of a sample, to perform one- and two-sample goodness of fit tests. We call our procedure TopoTests. The presented tests work for samples of arbitrary dimension, having comparable power to the state-of-the-art tests in the one-dimensional case. It is demonstrated that the type I error of TopoTests can be controlled and their type II error vanishes exponentially with increasing sample size. Extensive numerical simulations of TopoTests are conducted to demonstrate their power for samples of various sizes., Comment: 26 pages, 17 figures, improved exposition, added new section 6. Final version, to appear in Statistics and Computing

Finance is heavily influenced by data-driven decision-making. Meanwhile, our ability to comprehend the full informational content of data sets remains impeded by the tools we apply in analysis, especially where the data is high-dimensional. Presenting the Topological Data Analysis Ball Mapper algorithm this paper illuminates a new means of seeing the detail in data from data shape. With comparisons to existing approaches and illustrative examples, the value of the new tool is shown. Directions for employing Ball Mapper in practice are given and the benefits are reviewed.

Norms of Persistent Homology introduced in topological data analysis are seen as indicators of system instability, analogous to the changing predictability that is captured in financial market uncertainty indexes. This paper demonstrates norms from the financial markets are significant in explaining financial uncertainty, whilst macroeconomic uncertainty is only explainable by market volatility. Meanwhile, volatility is insignificant in the determination of norms when uncertainty enters the regression. Persistence norms therefore have potential as a further tool in asset pricing, and also as a means of capturing signals from financial time series beyond volatility.

Mapper and Ball Mapper are Topological Data Analysis tools used for exploring high dimensional point clouds and visualizing scalar-valued functions on those point clouds. Inspired by open questions in knot theory, new features are added to Ball Mapper that enable encoding of the structure, internal relations and symmetries of the point cloud. Moreover, the strengths of Mapper and Ball Mapper constructions are combined to create a tool for comparing high dimensional data descriptors of a single dataset. This new hybrid algorithm, Mapper on Ball Mapper, is applicable to high dimensional lens functions. As a proof of concept we include applications to knot and game theory, as well as material science and cancer research., Comment: Changed title. Rewrote introduction and section 3. Added new examples and applications. 20 pages, 16 figures

In topological data analysis (TDA), persistence diagrams have been a succesful tool. To compare them, Wasserstein and Bottleneck distances are commonly used. We address the shortcomings of these metrics and show a way to investigate them in a systematic way by introducing bottleneck profiles. This leads to a notion of discrete Prokhorov metrics for persistence diagrams as a generalization of the Bottleneck distance. They satisfy a stability result and bounds with respect to Wasserstein metrics. We provide algorithms to compute the newly introduced quantities and end with an discussion about experiments., Comment: 34 pages, 12 figures; improved exposition. To appear in Discrete & Computational Geometry

Mapper algorithm can be used to build graph-based representations of high-dimensional data capturing structurally interesting features such as loops, flares or clusters. The graph can be further annotated with additional colouring of vertices allowing location of regions of special interest. For instance, in many applications, such as precision medicine, Mapper graph has been used to identify unknown compactly localized subareas within the dataset demonstrating unique or unusual behaviours. This task, performed so far by a researcher, can be automatized using hotspot analysis. In this work we propose a new algorithm for detecting hotspots in Mapper graphs. It allows automatizing of the hotspot detection process. We demonstrate the performance of the algorithm on a number of artificial and real world datasets. We further demonstrate how our algorithm can be used for the automatic selection of the Mapper lens functions., Comment: Topological Data Analysis and Beyond Workshop at the 34th Conference on Neural Information Processing Systems (NeurIPS 2020)

A primary hypothesis that drives scientific and engineering studies is that data has structure. The dominant paradigms for describing such structure are statistics (e.g., moments, correlation functions) and signal processing (e.g., convolutional neural nets, Fourier series). Topological Data Analysis (TDA) is a field of mathematics that analyzes data from a fundamentally different perspective. TDA represents datasets as geometric objects and provides dimensionality reduction techniques that project such objects onto low-dimensional spaces that are composed of elementary geometric objects. Key property of these elementary objects (also known as topological features) are that they persist at different scales and that they are stable under perturbations (e.g., noise, stretching, twisting, and bending). In this work, we review key mathematical concepts and methods of TDA and present different applications in chemical engineering., Comment: 42 pages, 44 figures

Corporate failure resonates widely leaving practitioners searching for understanding of default risk. Managers seek to steer away from trouble, credit providers to avoid risky loans and investors to mitigate losses. Applying Topological Data Analysis tools this paper explores whether failing firms from the United States organise neatly along the five predictors of default proposed by the Z-score models. Firms are represented as a point cloud in a five dimensional space, one axis for each predictor. Visualising that cloud using Ball Mapper reveals failing firms are not often neighbours. As new modelling approaches vie to better predict firm failure, often using black boxes to deliver potentially over-fitting models, a timely reminder is sounded on the importance of evidencing the identification process. Value is added to the understanding of where in the parameter space failure occurs, and how firms might act to move away from financial distress. Further, lenders may find opportunity amongst subsets of firms that are traditionally considered to be in danger of bankruptcy but actually sit in characteristic spaces where failure has not occurred.

Understanding disease spread through data visualisation has concentrated on trends and maps. Whilst these are helpful, they neglect important multi-dimensional interactions between characteristics of communities. Using the Topological Data Analysis Ball Mapper algorithm we construct an abstract representation of NUTS3 level economic data, overlaying onto it the confirmed cases of Covid-19 in England. In so doing we may understand how the disease spreads on different socio-economical dimensions. It is observed that some areas of the characteristic space have quickly raced to the highest levels of infection, while others close by in the characteristic space, do not show large infection growth. Likewise, we see patterns emerging in very different areas that command more monitoring. A strong contribution for Topological Data Analysis, and the Ball Mapper algorithm especially, in comprehending dynamic epidemic data is signposted., Comment: Updated to include April 17 2020

An understanding of the economic landscape in a world of ever increasing data necessitates representations of data that can inform policy, deepen understanding and guide future research. Topological Data Analysis offers a set of tools which deliver on all three calls. Abstract two-dimensional snapshots of multi-dimensional space readily capture non-monotonic relationships, inform of similarity between points of interest in parameter space, mapping such to outcomes. Specific examples show how some, but not all, countries have returned to Great Depression levels, and reappraise the links between real private capital growth and the performance of the economy. Theoretical and empirical expositions alike remind on the dangers of assuming monotonic relationships and discounting combinations of factors as determinants of outcomes; both dangers Topological Data Analysis addresses. Policy-makers can look at outcomes and target areas of the input space where such are not satisfactory, academics may additionally find evidence to motivate theoretical development, and practitioners can gain a rapid and robust base for decision making., Comment: Preliminary Version - 24 pages

Firm financials are well established as return predictors, being the inspiration for a large set of anomalies in the asset pricing literature. Employing topological data analysis we revisit the question of association between seven of the most commonly studied financial ratios and stock returns. Specifically the TDA Ball Mapper algorithm is applied to visualise the point cloud of financial ratios as an abstract two-dimensional graph readily allowing for identification of interdependencies between factors. These relationships are seldom monotonic, opportunities for investors to profitably exploit this knowledge provided by TDA abound. Clear potential offered by the tools of TDA to shed new light on asset pricing models is demonstrated. Scope for benefit is limited only by the availability of information to the analyst., Comment: 23 Pages, Preliminary Draft

A desire to understand the decision of the UK to leave the European Union, Brexit, in the referendum of June 2016 has continued to occupy academics, the media and politicians. Using topological data analysis ball mapper we extract information from multi-dimensional datasets gathered on Brexit voting and regional socio-economic characteristics. While we find broad patterns consistent with extant empirical work, we also evidence that support for Leave drew from a far more homogenous demographic than Remain. Obtaining votes from this concise set was more straightforward for Leave campaigners than was Remain's task of mobilising a diverse group to oppose Brexit., Comment: 17 pages, 4 figures, Preliminary

Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever there is suspected cyclic behaviour in a time series with no trend. The approach is tested on a number of real-world examples enabling us to consistently demonstrate an ability to recognise periodic behaviour where conventional techniques fail to do so. Quicker to react to changes in time series behaviour, and with a high robustness to noise, the toolbox offers a powerful way to deeper understanding of time series dynamics.

Topological data analysis provides a collection of tools to encapsulate and summarize the shape of data. Currently it is mainly restricted to \emph{mapper algorithm} and \emph{persistent homology}. In this paper we introduce new mapper--inspired descriptor that can be applied for exploratory data analysis.

Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs). PDs exhibit, however, complex structure and are difficult to integrate in today's machine learning workflows. This paper introduces persistence bag-of-words: a novel and stable vectorized representation of PDs that enables the seamless integration with machine learning. Comprehensive experiments show that the new representation achieves state-of-the-art performance and beyond in much less time than alternative approaches., Comment: Accepted for the Twenty-Eight International Joint Conference on Artificial Intelligence (IJCAI-19). arXiv admin note: substantial text overlap with arXiv:1802.04852

This is a tutorial in applied and computational topology and topological data analysis. It is illustrated with numerous computational examples that utilize Gudhi library. It is under constant development, so please do not consider this version as final.

Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs) which are 2D multisets of points. Their variable size makes them, however, difficult to combine with typical machine learning workflows. In this paper we introduce persistence codebooks, a novel expressive and discriminative fixed-size vectorized representation of PDs. To this end, we adapt bag-of-words (BoW), vectors of locally aggregated descriptors (VLAD) and Fischer vectors (FV) for the quantization of PDs. Persistence codebooks represent PDs in a convenient way for machine learning and statistical analysis and have a number of favorable practical and theoretical properties including 1-Wasserstein stability. We evaluate the presented representations on several heterogeneous datasets and show their (high) discriminative power. Our approach achieves state-of-the-art performance and beyond in much less time than alternative approaches., Comment: minor update, remove heading

This paper extends the $T$-$\Omega$ formulation for eddy currents based on higher order hierarchical basis functions so that it can deal with conductors of arbitrary topology. To this aim we supplement the classical hierarchical basis functions with non-local basis functions spanning the first de Rham cohomology group of the insulating region. Such non-local basis functions may be efficiently found in negligible time with the recently introduced D{\l}otko--Specogna (DS) algorithm.

In most applications of nanoporous materials the pore structure is as important as the chemical composition as a determinant of performance. For example, one can alter performance in applications like carbon capture or methane storage by orders of magnitude by only modifying the pore structure (1,2). For these applications it is therefore important to identify the optimal pore geometry and use this information to find similar materials. However, the mathematical language and tools to identify materials with similar pore structures, but different composition, has been lacking. Here we develop a pore recognition approach to quantify similarity of pore structures and classify them using topological data analysis (3,4). Our approach allows us to identify materials with similar pore geometries, and to screen for materials that are similar to given top-performing structures. Using methane storage as a case study, we also show that materials can be divided into topologically distinct classes -- and that each class requires different optimization strategies. In this work we have focused on pore space, but our topological approach can be generalised to quantify similarity of any geometric object, which, given the many different Materials Genomics initiatives (5,6), opens many interesting avenues for big-data science., Comment: 20 pages, 18 pages supplementary information, 13 Figures, 3 tables

The interaction between discrete and continuous mathematics lies at the heart of many fundamental problems in applied mathematics and computational sciences. In this paper we discuss the problem of discretizing vector-valued functions defined on finite-dimensional Euclidean spaces in such a way that the discretization error is bounded by a pre-specified small constant. While the approximation scheme has a number of potential applications, we consider its usefulness in the context of computational homology. More precisely, we demonstrate that our approximation procedure can be used to rigorously compute the persistent homology of the original continuous function on a compact domain, up to small explicitly known and verified errors. In contrast to other work in this area, our approach requires minimal smoothness assumptions on the underlying function.

Nervous systems are characterized by neurons displaying a diversity of morphological shapes. Traditionally, different shapes have been qualitatively described based on visual inspection and quantitatively described based on morphometric parameters. Neither process provides a solid foundation for categorizing the various morphologies, a problem that is important in many fields. We propose a stable topological measure as a standardized descriptor for any tree-like morphology, which encodes its skeletal branching anatomy. More specifically it is a barcode of the branching tree as determined by a spherical filtration centered at the root or neuronal soma. This Topological Morphology Descriptor (TMD) allows for the discrimination of groups of random and neuronal trees at linear computational cost., Comment: 10 pages, 5 figures, conference or other essential info

Phase separation mechanisms can produce a variety of complicated and intricate microstructures, which often can be difficult to characterize in a quantitative way. In recent years, a number of novel topological metrics for microstructures have been proposed, which measure essential connectivity information and are based on techniques from algebraic topology. Such metrics are inherently computable using computational homology, provided the microstructures are discretized using a thresholding process. However, while in many cases the thresholding is straightforward, noise and measurement errors can lead to misleading metric values. In such situations, persistence landscapes have been proposed as a natural topology metric. Common to all of these approaches is the enormous data reduction, which passes from complicated patterns to discrete information. It is therefore natural to wonder what type of information is actually retained by the topology. In the present paper, we demonstrate that averaged persistence landscapes can be used to recover central system information in the Cahn-Hilliard theory of phase separation. More precisely, we show that topological information of evolving microstructures alone suffices to accurately detect both concentration information and the actual decomposition stage of a data snapshot. Considering that persistent homology only measures discrete connectivity information, regardless of the size of the topological features, these results indicate that the system parameters in a phase separation process affect the topology considerably more than anticipated. We believe that the methods discussed in this paper could provide a valuable tool for relating experimental data to model simulations.

Topological data analysis provides a multiscale description of the geometry and topology of quantitative data. The persistence landscape is a topological summary that can be easily combined with tools from statistics and machine learning. We give efficient algorithms for calculating persistence landscapes, their averages, and distances between such averages. We discuss an implementation of these algorithms and some related procedures. These are intended to facilitate the combination of statistics and machine learning with topological data analysis. We present an experiment showing that the low-dimensional persistence landscapes of points sampled from spheres (and boxes) of varying dimensions differ., Comment: 24 pages

Modern applications of algebraic topology to point cloud data analysis have motivated active investigation of combinatorial clique complexes -- high-dimensional extensions of combinatorial graphs. We show that meaningful invariants of such spaces are reflected in the combinatorial properties of an associated family of linear matroids, and discuss matroid-theoretic approaches to several problems in computational topology. Our results allow us to derive estimates of the summary statistics of related constructs for random point cloud data, which we discuss for several sampling distributions in $\mathbb{R}^2$ and $\mathbb{R}^3$.

A topology preserving skeleton is a synthetic representation of an object that retains its topology and many of its significant morphological properties. The process of obtaining the skeleton, referred to as skeletonization or thinning, is a very active research area. It plays a central role in reducing the amount of information to be processed during image analysis and visualization, computer-aided diagnosis or by pattern recognition algorithms. This paper introduces a novel topology preserving thinning algorithm which removes \textit{simple cells}---a generalization of simple points---of a given cell complex. The test for simple cells is based on \textit{acyclicity tables} automatically produced in advance with homology computations. Using acyclicity tables render the implementation of thinning algorithms straightforward. Moreover, the fact that tables are automatically filled for all possible configurations allows to rigorously prove the generality of the algorithm and to obtain fool-proof implementations. The novel approach enables, for the first time, according to our knowledge, to thin a general unstructured simplicial complex. Acyclicity tables for cubical and simplicial complexes and an open source implementation of the thinning algorithm are provided as additional material to allow their immediate use in the vast number of practical applications arising in medical imaging and beyond.

In this paper we focus on preprocessing for persistent homology computations. We adapt some techniques which were successfully used for standard homology computations. The main idea is to reduce the complex prior to generating its boundary matrix, which is costly to store and process. We discuss the following reduction methods: elementary collapses, coreductions (as defined by Mrozek and Batko) and acyclic subspace method (introduced by Mrozek, Pilarczyk and \.Zelazna).

The issue of computing (co)homology generators of a cell complex is gaining a pivotal role in various branches of science. While this issue can be rigorously solved in polynomial time, it is still overly demanding for large scale problems. Drawing inspiration from low-frequency electrodynamics, this paper presents a physics inspired algorithm for first cohomology group computations on three-dimensional complexes. The algorithm is general and exhibits orders of magnitude speed up with respect to competing ones, allowing to handle problems not addressable before. In particular, when generators are employed in the physical modeling of magneto-quasistatic problems, this algorithm solves one of the most long-lasting problems in low-frequency computational electromagnetics. In this case, the effectiveness of the algorithm and its ease of implementation may be even improved by introducing the novel concept of \textit{lazy cohomology generators}.

In this paper we present a new approach to computing homology (with field coefficients) and persistent homology. We use concepts from discrete Morse theory, to provide an algorithm which can be expressed solely in terms of simple graph theoretical operations. We use iterated Morse decomposition, which allows us to sidetrack many problems related to the standard discrete Morse theory. In particular, this approach is provably correct in any dimension.

Electromagnetic modeling provides an interesting context to present a link between physical phenomena and homology and cohomology theories. Over the past twenty-five years, a considerable effort has been invested by the computational electromagnetics community to develop fast and general techniques for potential design. When magneto-quasi-static discrete formulations based on magnetic scalar potential are employed in problems which involve conductive regions with holes, \textit{cuts} are needed to make the boundary value problem well defined. While an intimate connection with homology theory has been quickly recognized, heuristic definitions of cuts are surprisingly still dominant in the literature. The aim of this paper is first to survey several definitions of cuts together with their shortcomings. Then, cuts are defined as generators of the first cohomology group over integers of a finite CW-complex. This provably general definition has also the virtue of providing an automatic, general and efficient algorithm for the computation of cuts. Some counter-examples show that heuristic definitions of cuts should be abandoned. The use of cohomology theory is not an option but the invaluable tool expressly needed to solve this problem.