Statistical Methodology
Nonparametric intensity estimation of spatial point processes by random forests
Christophe Biscio and Frédéric Lavancier
We propose a random forest
estimator for the intensity of spatial point processes, applicable with or without
covariates. It retains the well-known advantages of a random forest approach, including the ability to handle a large number of
covariates, out-of-bag cross-validation, and variable importance assessment. Importantly, even in the absence of
covariates, it requires no border correction and adapts naturally to irregularly shaped domains and
manifolds. Consistency and convergence rates are established under various asymptotic regimes, revealing the benefit of using
covariates when available. Numerical experiments illustrate the methodology and demonstrate that it performs competitively with state-of-the-art methods.
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Statistical Methodology
Valid and efficient possibilistic structure learning in Gaussian linear regression
Ryan Martin, Naomi Singer and Jonathan Williams
A crucial step in fitting a regression model to data is determining the model's structure, i.e., the subset of explanatory variables to be included. However, the uncertainty in this step is often overlooked due to a lack of satisfactory methods. Frequentists have no broadly applicable confidence set constructions for a model's structure, and
Bayesian posterior credible sets do not achieve the desired finite-sample coverage. In this paper, we propose an extension of the possibility-theoretic inferential model (IM) framework that offers reliable, data-driven uncertainty quantification about the unknown model structure. This particular extension allows for the inclusion of incomplete prior information about the unknown structure that facilitates regularization. We prove that this new, regularized, possibilistic IM's uncertainty quantification is suitably calibrated relative to the set of joint distributions compatible with the data-generating process and assumed partial prior knowledge about the structure. This implies, among other things, that the derived confidence sets for the unknown model structure attain the nominal coverage probability in finite samples. We provide background and guidance on quantifying prior knowledge in this new context and analyze two
benchmark data sets, comparing our results to those obtained by existing methods.
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Statistics Theory · Cross-listed from econ.EM
Robust Cauchy-Based Methods for Predictive Regressions
Rustam Ibragimov, Jihyun Kim and Anton Skrobotov
This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persistent
volatility in errors. Building on the Cauchy estimation framework, we propose two novel tests: one based on $t$-statistic group inference and the other employing a hybrid approach that combines Cauchy and OLS estimation. These methods effectively mitigate size distortions that commonly arise in standard inference procedures under endogeneity, near nonstationarity, heavy tails, and persistent
volatility. The proposed tests are simple to implement and applicable to both continuous- and discrete-time models. Extensive simulation experiments demonstrate favorable finite-sample performance across a range of realistic settings. An empirical application examines the predictability of excess stock returns using the dividend-price and earnings-price ratios as predictors. The results suggest that the dividend-price ratio possesses predictive power, whereas the earnings-price ratio does not significantly forecast returns.
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Statistics Applications
Demand-side decarbonisation at scale via MaaS-integrated carbon incentives
Bing Liu, Yuan Liao, Sonia Yeh et al. (+8 more)
Digital carbon incentives are increasingly used to promote low-carbon travel, but city-scale evidence on their behavioral and carbon-accounting implications remains limited. We evaluated a carbon-incentive program on a Beijing Mobility-as-a-Service platform using 4.82 billion trips from 2.96 million users over 13 months, with a matched panel of enrolled and non-enrolled users. Enrollment was associated with a 20.3 percentage-point increase in the monthly low-carbon travel share, with pre-enrollment trends remaining near zero across event-study tests. A random-forest accounting scenario trained on pre-enrollment data implied a 1.8% citywide decline in gasoline-car trips and annual reductions of 94,353 tonnes of CO2, equivalent to 5.7% of the certified reductions traded in Beijing's carbon
market in 2023. This estimate is model-dependent rather than a directly observed or causally identified program effect. Larger program-associated responses were concentrated in areas with greater transit access. These results show that carbon-
market-financed digital incentives can support measurable low-carbon travel responses at the city scale.
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All authors Bing Liu, Yuan Liao, Sonia Yeh, Oded Cats, Kristian S. Nielsen, Zhenning Dong, Yong Wang, Yi Li, Yanli Liu, Zirui Ni, Xiaolei Ma
Machine Learning (Statistics) · Cross-listed from cs.LG
Controllable protein design with particle-based Feynman-Kac steering
Erik Hartman, Jonas Wallin, Johan Malmström et al. (+1 more)
Proteins underpin most biological function, and the ability to design them with tailored structures and properties is central to advances in biotechnology.
Diffusion-based generative models have emerged as powerful tools for
protein design, but steering them toward
proteins with specified properties remains challenging. The Feynman-Kac (FK) framework provides a principled way to guide
diffusion models using user-defined rewards. In this paper, we enable FK-based steering of RFdiffusion through the development of guiding potentials that leverage ProteinMPNN and structural relaxation to guide the
diffusion process towards desired properties. We show that steering can be used to consistently improve predicted interface energetics and increase binder designability by $89.5\%$. Together, these results establish that
diffusion-based
protein design can be effectively steered toward arbitrary, non-differentiable objectives, providing a model-independent framework for controllable
protein generation.
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All authors Erik Hartman, Jonas Wallin, Johan Malmström, Jimmy Olsson
Statistical Methodology
Principled analysis of crossover designs: causal effects, efficient estimation, and robust inference
Zhichao Jiang and Peng Ding
Crossover designs randomly assign each unit to receive a sequence of treatments. By comparing outcomes within the same unit, these designs can effectively eliminate between-unit variation and facilitate the identification of both instantaneous effects of current treatments and carryover effects from past treatments. They are widely used in traditional biomedical studies and are increasingly adopted in modern digital platforms. However, standard analyses of crossover designs often rely on strong parametric models, making inference vulnerable to model misspecification. This paper adopts a design-based framework to analyze general crossover designs. We make two main contributions. First, we use potential outcomes to formally define the causal estimands and assumptions on the data-generating process. For any given type of crossover design and assumptions on potential outcomes, we outline a procedure for identification and estimation, emphasizing the central role of the treatment assignment mechanism in design-based inference. Second, we unify the analysis of crossover designs using least squares, with restrictions on the coefficients and weights on the units. Based on the theory, we recommend the specification of the regression function, weighting scheme, and coefficient restrictions to assess identifiability, construct efficient
estimators, and estimate variances in a unified fashion. Crucially, the least squares procedure is simple to implement, and yields not only consistent and efficient point estimates but also valid variance estimates even when the working regression model is misspecified.
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Statistics Theory
Zero-Order Sharpness-Aware Minimization
Yao Fu, Yihang Jin, Chunxia Zhang et al. (+3 more)
Prompt learning has become a key method for adapting large
language models to specific tasks with limited data. However, traditional gradient-based optimization methods for tuning
prompts are computationally intensive, posing challenges for efficiency. We introduce ZOSA (Zero-Order Sharpness-Aware Minimization), a novel optimization framework that integrates zero-order optimization with sharpness-aware minimization to enhance
prompt tuning. ZOSA employs Rademacher perturbation vectors to estimate gradients without requiring backpropagation. By incorporating sharpness-aware principles, it targets flat minima in the loss landscape, improving generalization. An adaptive learning rate, guided by loss variability, further ensures stable convergence. Experiments on few-shot learning tasks, such as text classification and natural
language inference, show that ZOSA significantly outperforms existing methods. With its theoretical foundation and computational efficiency, ZOSA offers a practical solution for
prompt-based learning in resource-limited settings.
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All authors Yao Fu, Yihang Jin, Chunxia Zhang, Junmin Liu, Guang Dai, Haishan Ye
Machine Learning (Statistics)
Learning to Validate Generative Models: a Goodness-of-Fit Approach
Pietro Cappelli, Gaia Grosso, Marco Letizia et al. (+2 more)
Generative models are increasingly central to scientific workflows, yet their systematic use and interpretation require a proper understanding of their limitations through rigorous validation. Classic approaches struggle with scalability, statistical power, or interpretability when applied to high-dimensional data, making it difficult to certify the reliability of these models in realistic, high-dimensional scientific settings. Here, we propose the use of the New Physics Learning Machine (NPLM), a learning-based approach to goodness-of-fit testing inspired by the Neyman–Pearson construction, to test generative networks trained on high-dimensional scientific data. We demonstrate the performance of NPLM for validation in two
benchmark cases: generative models trained on mixtures of Gaussian models with increasing dimensionality, and a public end-to-end model, known as FlowSim, developed to generate high-energy physics collision events. We demonstrate that the NPLM can serve as a powerful validation method while also providing a means to diagnose sub-optimally modeled regions of the data.
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All authors Pietro Cappelli, Gaia Grosso, Marco Letizia, Humberto Reyes-González, Marco Zanetti
Statistical Methodology
Instrumental variables system identification with $L^p$ consistency
Simon Kuang and Xinfan Lin
Instrumental variables (eliminate the bias that afflicts least-squares identification of dynamical systems through noisy data, yet traditionally relies on external instruments that are seldom available for nonlinear time series data. We propose an IV
estimator that synthesizes instruments from the data. We establish finite-sample $L^{p}$ consistency for all $p \ge 1$ in both discrete- and continuous-time models, recovering a nonparametric $\sqrt{n}$-convergence rate. On a forced Lorenz system our
estimator reduces parameter bias by 200x (continuous-time) and 500x (discrete-time) relative to least squares and reduces RMSE by up to tenfold. Because the method only assumes that the model is linear in the unknown parameters, it is broadly applicable to modern sparsity-promoting dynamics learning models.
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Statistics Applications
Second-order spatial analysis of shapes of tumor cell nuclei
Ye Jin Choi, Sebastian Kurtek, Simeng Zhu et al. (+1 more)
Intra-tumor heterogeneity driving disease progression is characterized by distinct growth and spatial proliferation patterns of
cells and their
nuclei within tumor and non-tumor tissues. A widely accepted hypothesis is that these spatial patterns are correlated with morphology of the
cells and their
nuclei. Nevertheless, tools to quantify the correlation, with uncertainty, are scarce, and the state-of-the-art is based on low-dimensional numerical summaries of the shapes that are inadequate to fully encode shape information. To this end, we propose a marked point process framework to assess spatial correlation among shapes of planar closed curves, which represent
cell or
nuclei outlines. With shapes of curves as marks, the framework is based on a mark-weighted $K$ function, a second-order spatial statistic that accounts for the marks' variation by using test functions that capture only the shapes of
cells and their
nuclei. We then develop local and global hypothesis tests for spatial dependence between the marks using the $K$ function. The framework is brought to bear on the
cell nuclei extracted from histopathology images of breast cancer, where we uncover distinct correlation patterns that are consistent with clinical expectations.
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All authors Ye Jin Choi, Sebastian Kurtek, Simeng Zhu, Karthik Bharath
Machine Learning (Statistics)
Convergence and Stability Analysis of Self-Consuming Generative Models with Heterogeneous Human Curation
Hongru Zhao, Jinwen Fu and Tuan Pham
Self-consuming generative models have received significant
attention over the last few years. In this paper, we study a self-consuming generative model with heterogeneous preferences that is a generalization of the model in Ferbach et al. (2024). The model is retrained round by round using real data and its previous-round synthetic outputs. The asymptotic behavior of the retraining dynamics is investigated across four regimes using different techniques including the nonlinear Perron–Frobenius theory. Our analyses improve upon that of Ferbach et al. (2024) and provide convergence results in settings where the well-known
Banach contraction mapping arguments do not apply. Stability and non-stability results regarding the retraining dynamics are also given.
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Statistics Applications
Generalisable prediction model of surgical case duration: multicentre development and temporal validation
Daijiro Kabata, Mari Ito, Tokito Koga et al. (+1 more)
Background: Accurate prediction of
surgical case duration underpins operating room (OR) scheduling, yet existing models often depend on site- or surgeon-specific inputs and rarely undergo external validation, limiting generalisability. Methods: We undertook a retrospective multicentre study using routinely collected perioperative data from two general hospitals in Japan (development: 1 January 2021-31 December 2023; temporal test: 1 January-31 December 2024). Elective weekday procedures with American Society of Anesthesiologists (ASA) Physical Status 1-4 were included. Pre-specified preoperative predictors comprised
surgical context (year, month, weekday, scheduled duration, general anaesthesia indicator, body position) and patient factors (sex, age, body mass index, allergy, infection, comorbidity, ASA). Missing data were addressed by multiple imputation by chained equations. Four learners (elastic-net, generalised additive models, random forest, gradient-boosted trees) were tuned within internal-external cross-validation (IECV; leave-one-cluster-out by centre-year) and combined by stacked generalisation to predict log-transformed duration. Results: We analysed 63,206 procedures (development 45,647; temporal test 17,559). Cluster-specific and pooled errors and calibrations from IECV are provided with consistent performance across centres and years. In the 2024 temporal test cohort, calibration was good (intercept 0.423, 95%CI 0.372 to 0.474; slope 0.921, 95%CI 0.911 to 0.932). Conclusions: A stacked machine-learning model using only widely available preoperative variables achieved accurate, well-calibrated predictions in temporal external validation, supporting transportability across sites and over time. Such general-purpose tools may improve OR scheduling without relying on idiosyncratic inputs.
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All authors Daijiro Kabata, Mari Ito, Tokito Koga, Kazuma Yunoki
Machine Learning (Statistics)
Robust Sampling for Active Statistical Inference
Puheng Li, Tijana Zrnic and Emmanuel Candès
Active statistical inference is a new method for inference with AI-assisted data collection. Given a budget on the number of labeled data points that can be collected and assuming access to an AI predictive model, the basic idea is to improve estimation accuracy by prioritizing the collection of labels where the model is most uncertain. The drawback, however, is that inaccurate uncertainty estimates can make active sampling produce highly noisy results, potentially worse than those from naive uniform sampling. In this work, we present robust sampling strategies for active statistical inference. Robust sampling ensures that the resulting
estimator is never worse than the
estimator using uniform sampling. Furthermore, with reliable uncertainty estimates, the
estimator usually outperforms standard active inference. This is achieved by optimally interpolating between uniform and active sampling, depending on the quality of the uncertainty scores, and by using ideas from robust optimization. We demonstrate the utility of the method on a series of real
datasets from computational social science and survey research.
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Statistics Applications · Cross-listed from cs.LG
Data reuse enables cost-efficient randomized trials of medical AI models
Michael Nercessian, Wenxin Zhang, Alexander Schubert et al. (+4 more)
Randomized controlled trials (RCTs) are indispensable for establishing the clinical value of medical artificial-intelligence (AI) tools, yet their high cost and long timelines hinder timely validation as new models emerge rapidly. Here, we propose BRIDGE, a data-reuse RCT design for AI-based risk models. AI risk models support a broad range of interventions, including screening, treatment selection, and clinical alerts. BRIDGE trials recycle participant-level data from completed trials of AI models when legacy and updated models make concordant predictions, thereby reducing the enrollment requirement for subsequent trials. We provide a practical checklist for investigators to assess whether reusing data from previous trials allows for valid causal inference and preserves type I error. Using real-world
datasets across breast cancer, cardiovascular disease, and sepsis, we demonstrate concordance between successive AI models, with up to 64.8% overlap in top 5% high-risk cohorts. We then simulate a series of breast cancer screening studies, where our design reduced required enrollment by 46.6%–saving over US$2.8 million–while maintaining 80% power. By transforming trials into adaptive, modular studies, our proposed design makes Level I evidence generation feasible for every model iteration, thereby accelerating cost-effective translation of AI into routine care.
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All authors Michael Nercessian, Wenxin Zhang, Alexander Schubert, Daphne Yang, Maggie Chung, Ahmed Alaa, Adam Yala
Statistical Methodology
Enhanced Rank-Based Correlation Estimation Using Smoothed Wilcoxon Rank Scores
Feridun Tasdan and Rukiye Dagalp
This article proposes an improved version of the Spearman rank correlation based on using Wilcoxon rank score function. A smoothed empirical cumulative distribution function (ecdf)computes the smoothed ranks and replaces the regular ranks in the Wilcoxon rank score function. The smoothed Wilcoxon rank scores are then used for estimation of the Spearman's correlation. The proposed approach is similar to the Spearman's rho
estimator which uses ranks of the random samples of X and Y but the proposed method improves Spearman's approach such as handling ties and gaining higher efficiency under monotone associations. A Wald type hypothesis test has been proposed for the new
estimator and the asymptotic properties are shown.
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Statistical Methodology
rfBLT: Random Feature Bayesian Lasso Takens Model for time series forecasting
Thu Nguyen and Lam Si Tung Ho
Time series prediction is challenging due to our limited understanding of the underlying dynamics. Conventional models such as ARIMA and Holt's linear trend model experience difficulty in identifying nonlinear patterns in time series. In contrast, machine learning models excel at learning complex patterns and handling high-dimensional data; however, they are unable to quantify the uncertainty associated with their predictions, as statistical models do. To overcome these drawbacks, we propose Random Feature
Bayesian Lasso Takens (rfBLT) for
forecasting time series data. This non-parametric model captures the underlying system via the Takens'
theorem and measures the degree of uncertainty with credible intervals. This is achieved by projecting delay
embeddings into a higher-dimensional space via random features and applying regularization within the
Bayesian framework to identify relevant terms. Our results demonstrate that the rfBLT method is comparable to traditional statistical models on simulated data, while significantly outperforming both conventional and machine learning models when evaluated on real-world data. The proposed
algorithm is implemented in an R package, rfBLT.
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Statistical Methodology
A new approach to reliability assessment based on Exploratory factor analysis
Shibo Diao
We need to collect data in any science and reliability is a fundamental problem for measurement in all of science. Reliability means calculation the variance ratio. Reliability was defined as the fraction of an observed score variance that was not error. here are a lot of methods to estimated reliability. All of these indicators of dependability and stability are in contradiction to the long held belief that a problem with test-retest reliability is that it introduces
memory effects of learning and practice. As a result, Kuder and Richardson developed a method named KR20 before advances in computational speed made it trivial to find the factor structure of tests, and were based upon test and item variances. These procedures were essentially short cuts for estimating reliability. Exploratory factor analysis is also a Traditional method to calculate the reliability. It focus on only one variable in the liner model, a statistical method that can be used to collect an important type of validity evidence. but in reality, we need to focus on many more variables. So we will introduce a novel method following.
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Machine Learning (Statistics) · Cross-listed from cs.LG
Covariance Scattering Transforms
Andrea Cavallo, Ayushman Raghuvanshi, Sundeep Prabhakar Chepuri et al. (+1 more)
Machine learning and data processing techniques relying on covariance information are widespread as they identify meaningful patterns in unsupervised and unlabeled settings. As a prominent example, Principal Component Analysis (PCA) projects data points onto the eigenvectors of their covariance
matrix, capturing the directions of maximum variance. This mapping, however, falls short in two directions: it fails to capture information in low-variance directions, relevant when, e.g., the data contains high-variance noise; and it provides unstable results in low-sample regimes, especially when covariance
eigenvalues are close. CoVariance Neural Networks (VNNs), i.e., graph neural networks using the covariance
matrix as a graph, show improved stability to estimation errors and learn more expressive functions in the covariance spectrum than PCA, but require training and operate in a labeled setup. To get the benefits of both worlds, we propose Covariance Scattering Transforms (CSTs), deep untrained networks that sequentially apply filters localized in the covariance spectrum to the input data and produce expressive hierarchical representations via nonlinearities. We define the filters as covariance wavelets that capture specific and detailed covariance spectral patterns. We improve CSTs' computational and
memory efficiency via a
pruning mechanism, and we prove that their error due to finite-sample covariance estimations is less sensitive to close covariance
eigenvalues compared to PCA, improving their stability. Our experiments on age prediction from cortical thickness measurements on 4
datasets collecting patients with neurodegenerative diseases show that CSTs produce stable representations in low-data settings, as VNNs but without any training, and lead to comparable or better predictions w.r.t. more complex learning models.
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All authors Andrea Cavallo, Ayushman Raghuvanshi, Sundeep Prabhakar Chepuri, Elvin Isufi
Statistics Theory
Gaussian Approximation for High-Dimensional Weighted and Two-Sample $U$-statistics with Size-Dependent Kernels
Shunsuke Imai
We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$-and $V$-statistics whose kernels depend on sample size. To accommodate weighted and two-sample $U$-and $V$-statistics within a unified framework, we establish our results under independent but not identically distributed (i.n.i.d.) sampling. The resulting
theorems apply to a broad range of problems, including estimation in linear regression models with many
covariates or many-weak instruments, variance component analysis, smoothed two-sample testing, and inference for separately exchangeable arrays, among others. Our results do not require either component of the Hoeffding decomposition to dominate, thereby covering both non-degenerate and degenerate regimes. In addition, we develop maximal inequalities for high-dimensional $U$-statistics with size-dependent kernels under the i.n.i.d.~setting, in a form that remains sharp across a broad range of applications, which may be of independent interest. Finally, applications to estimation and testing with many weak instrumental variables demonstrate that, our results are sharp enough to recover the corresponding fixed-dimensional rate conditions up to logarithmic factors.
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Statistics Applications · Cross-listed from cs.LG
ForeSWE: Forecasting Snow-Water Equivalent with an Uncertainty-Aware Attention Model
Krishu K Thapa, Supriya Savalkar, Bhupinderjeet Singh et al. (+3 more)
Various complex water management decisions are made in snow-dominant watersheds with the knowledge of Snow-Water Equivalent (SWE) – a key measure widely used to estimate the water content of a snowpack. However,
forecasting SWE is challenging because SWE is influenced by various factors including topography and an array of environmental conditions, and has therefore been observed to be spatio-temporally variable. Classical approaches to SWE
forecasting have not adequately utilized these spatial/temporal correlations, nor do they provide uncertainty estimates – which can be of significant value to the decision maker. In this paper, we present ForeSWE, a new probabilistic spatio-temporal
forecasting model that integrates deep learning and classical probabilistic techniques. The resulting model features a combination of an
attention mechanism to integrate spatiotemporal features and interactions, alongside a Gaussian process module that provides principled quantification of prediction uncertainty. We evaluate the model on data from 512 Snow Telemetry (SNOTEL) stations in the Western US. The results show significant improvements in both
forecasting accuracy and prediction interval compared to existing approaches. The results also serve to highlight the efficacy in uncertainty estimates between different approaches. Collectively, these findings have provided a platform for deployment and feedback by the water management community.
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All authors Krishu K Thapa, Supriya Savalkar, Bhupinderjeet Singh, Trong Nghia Hoang, Kirti Rajagopalan, Ananth Kalyanaraman
Machine Learning (Statistics) · Cross-listed from q-bio.GN
Path Signatures Enable Model-Free Mapping of RNA Modifications
Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio et al. (+10 more)
Detecting chemical modifications on RNA molecules remains a key challenge in epitranscriptomics. Traditional reverse transcription-based sequencing methods introduce enzyme- and sequence-dependent biases and fragment RNA molecules, confounding the accurate mapping of modifications across the transcriptome. Nanopore direct RNA sequencing offers a powerful alternative by preserving native RNA molecules, enabling the detection of modifications at single-molecule resolution. However, current computational tools can identify only a limited subset of modification types within well-characterized sequence contexts for which ample training data exists. Here, we introduce a model-free computational method that reframes modification detection as an anomaly detection problem, requiring only canonical (unmodified) RNA reads without any other annotated data. For each nanopore read, our approach extracts robust, modification-sensitive features from the raw ionic current signal at a site using the signature transform, then computes an anomaly score by comparing the resulting feature vector to its nearest neighbors in an unmodified reference
dataset. We convert anomaly scores into statistical p-values to enable anomaly detection at both individual read and site levels. Validation on densely-modified E. coli rRNA demonstrates that our approach detects known sites harboring diverse modification types, without prior training on these modifications. We further applyied this framework to dengue virus (DENV) transcripts and mammalian mRNAs. For DENV sfRNA, it led to revealing a novel 2'-O-methylated site, which we validate orthogonally by qRT-PCR assays. These results demonstrate that our model-free approach operates robustly across different types of RNAs and
datasets generated with different nanopore sequencing chemistries.
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All authors Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio, Julia Brettschneider, Thomas Cass, Valerie Griesche, Isabel S. Naarmann-de Vries, Anastasia Papavasiliou, Alessia Ruggieri, Irem Tellioglu, Chia Ching Wu, F. Nina Papavasiliou, Terry Lyons
Machine Learning (Statistics) · Cross-listed from cs.LG
On topological descriptors for graph products
Mattie Ji, Amauri H. Souza and Vikas Garg
Topological descriptors have been increasingly utilized for capturing multiscale structural information in relational data. In this work, we consider various filtrations on the (box) product of graphs and the effect on their outputs on the topological descriptors - the Euler characteristic (EC) and persistent homology (PH). In particular, we establish a complete characterization of the expressive power of EC on general color-based filtrations. We also show that the PH descriptors of (virtual) graph products contain strictly more information than the computation on individual graphs, whereas EC does not. Additionally, we provide
algorithms to compute the PH diagrams of the product of vertex- and edge-level filtrations on the graph product. We also substantiate our theoretical analysis with empirical investigations on runtime analysis, expressivity, and graph classification performance. Overall, this work paves way for powerful graph persistent descriptors via product filtrations. Code is available at https://github.com/Aalto-QuML/tda_graph_product.
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