提出可处理实数与复数信号的新型相似性度量方法
Sign-Aware Multistate Jaccard Kernels and Geometry for Real and Complex-Valued Signals
- 将信号转化为带符号状态空间上的测度,用广义Jaccard重叠计算相似性
- 生成[0,1]范围内的有界距离,满足三角不等式且支持核方法应用
- 兼具概率语义与可解释预算分配,适合科学与金融领域的相似性分析
我们引入一种符号感知的多状态Jaccard/Tanimoto框架,将基于重叠的距离从非负向量和测度推广至任意实值与复值信号,同时保持有界度量结构和正半定核特性。形式上,该构造基于集合与测度论几何:信号被表示为带符号状态空间上的原子测度,相似性由这些测度的广义Jaccard重叠给出。每个信号通过正负拆分(实信号)或笛卡尔与极坐标分解(复信号)嵌入到非负多状态表示中,并支持用户定义的状态划分以进行精细区间分析。对这些嵌入应用Tanimoto构造,得到一族[0,1]距离,满足三角不等式并定义可用于核方法与图学习的正半定核。除成对距离外,我们通过Möbius反演发展联盟分析,将信号幅度分解为非负可加贡献,且在信号联盟间实现精确预算闭合。对同一嵌入进行归一化,可得坐标-状态配置上的概率测度,使距离成为总变差的单调变换,并支持区域-强度分解。该构造提供单一、机制可解释的距离度量,同时具备有界度量结构、正半定核、概率语义与透明预算会计功能,适用于相关图、特征工程、相似性图等科学与金融分析工具。
原文摘要 · Abstract (English)
We introduce a sign-aware, multistate Jaccard/Tanimoto framework that extends overlap-based distances from nonnegative vectors and measures to arbitrary real- and complex-valued signals while retaining bounded metric and positive-semidefinite kernel structure. Formally, the construction is a set- and measure-theoretic geometry: signals are represented as atomic measures on a signed state space, and similarity is given by a generalized Jaccard overlap of these measures. Each signal is embedded into a nonnegative multistate representation, using positive/negative splits for real signals, Cartesian and polar decompositions for complex signals, and user-defined state partitions for refined regime analysis. Applying the Tanimoto construction to these embeddings yields a family of $[0,1]$ distances that satisfy the triangle inequality and define positive-semidefinite kernels usable directly in kernel methods and graph-based learning. Beyond pairwise distances, we develop coalition analysis via Möbius inversion, which decomposes signal magnitude into nonnegative, additive contributions with exact budget closure across coalitions of signals. Normalizing the same embeddings produces probability measures on coordinate -- state configurations, so that the distance becomes a monotone transform of total variation and admits a regime -- intensity decomposition. The resulting construction yields a single, mechanistically interpretable distance that simultaneously provides bounded metric structure, positive-semidefinite kernels, probabilistic semantics, and transparent budget accounting within one sign-aware framework, supporting correlograms, feature engineering, similarity graphs, and other analytical tools in scientific and financial applications.
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