Central and Non-central Limit Theorems arising from the Scattering
Transform and its Neural Activation Generalization
- URL: http://arxiv.org/abs/2011.10801v1
- Date: Sat, 21 Nov 2020 14:31:57 GMT
- Title: Central and Non-central Limit Theorems arising from the Scattering
Transform and its Neural Activation Generalization
- Abstract summary: We study a generalization of the scattering transform (ST) that includes broad neural activation functions, which is called neural activation ST (NAST)
Here, the nonlinear function models how a neuron gets excited by the input signal.
Results explain how NAST processes complicated and non-stationary time series, and pave a way towards statistical inference based on NAST under the non-null case.
- Score: 4.125187280299247
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Motivated by analyzing complicated and non-stationary time series, we study a
generalization of the scattering transform (ST) that includes broad neural
activation functions, which is called neural activation ST (NAST). On the
whole, NAST is a transform that comprises a sequence of ``neural processing
units'', each of which applies a high pass filter to the input from the
previous layer followed by a composition with a nonlinear function as the
output to the next neuron. Here, the nonlinear function models how a neuron
gets excited by the input signal. In addition to showing properties like
non-expansion, horizontal translational invariability and insensitivity to
local deformation, the statistical properties of the second order NAST of a
Gaussian process with various dependence and (non-)stationarity structure and
its interaction with the chosen high pass filters and activation functions are
explored and central limit theorem (CLT) and non-CLT results are provided.
Numerical simulations are also provided. The results explain how NAST processes
complicated and non-stationary time series, and pave a way towards statistical
inference based on NAST under the non-null case.
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