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http://outlace.com/TDApart1.html
Topological Data Analysis - Part 1 - Persistent Homology
Introduction
I find Topological Data Analysis (TDA) to be one of the most exciting (yet under-rated) developments in data analysis and thus I want to do my part to spread the knowledge. So what’s it all about? Well there are two major flavors of TDA: persistent homology and mapper. Both are useful, and can be used to supplement each other. In this post (and the next couple of posts) we will cover persistent homology. TDA in general is very mathematical (it was born out the “lab” of a mathematics group at Stanford, particularly Gunnar Carlsson and his graduate student Gurjeet Singh, although the foundations had been developed for years before by others) and thus we cannot really study it without learning a lot of math. Hence, this post is going to be just as much a tutorial on various topics in higher math as it is TDA, so if you’re not that interested in TDA but want to learn about topology, group theory, linear algebra, graph theory and abstract algebra, then this might be useful just in that regard. Of course, I will not cover these math topics in as much detail or with as much rigor as a textbook would, but my hope is if you understand what I present here, reading a textbook (or math papers) will make a whole lot more sense.