This SAND report summarizes our work on the Sandia National Laboratory LDRD project titled "Efficient Probability of Failure Calculations for QMU using Computational Geometry" which was project #165617 and proposal #13-0144. This report merely summarizes our work. Those interested in the technical details are encouraged to read the full published results, and contact the report authors for the status of the software and follow-on projects.
Statistical Latent Dirichlet Analysis produces mixture model data that are geometrically equivalent to points lying on a regular simplex in moderate to high dimensions. Numerous other statistical models and techniques also produce data in this geometric category, even though the meaning of the axes and coordinate values differs significantly. A distance function is used to further analyze these points, for example to cluster them. Several different distance functions are popular amongst statisticians; which distance function is chosen is usually driven by the historical preference of the application domain, information-theoretic considerations, or by the desirability of the clustering results. Relatively little consideration is usually given to how distance functions geometrically transform data, or the distances algebraic properties. Here we take a look at these issues, in the hope of providing complementary insight and inspiring further geometric thought. Several popular distances, {chi}{sup 2}, Jensen - Shannon divergence, and the square of the Hellinger distance, are shown to be nearly equivalent; in terms of functional forms after transformations, factorizations, and series expansions; and in terms of the shape and proximity of constant-value contours. This is somewhat surprising given that their original functional forms look quite different. Cosine similarity is the square of the Euclidean distance, and a similar geometric relationship is shown with Hellinger and another cosine. We suggest a geodesic variation of Hellinger. The square-root projection that arises in Hellinger distance is briefly compared to standard normalization for Euclidean distance. We include detailed derivations of some ratio and difference bounds for illustrative purposes. We provide some constructions that nearly achieve the worst-case ratios, relevant for contours.
