Zigzag Persistence: Topology Along a Non-Monotone Path
Published:
The Limitation of Standard Persistence
In standard persistence, we require \(K_0 \subseteq K_1 \subseteq \cdots \subseteq K_n\): simplices can only be added. This fails for:
- Time-varying data: points appear and disappear as time progresses.
- Sliding window analysis: the window moves, so old points leave and new ones enter.
- Level set analysis: topology of \(f^{-1}(a)\) as \(a\) moves up and down.
- Data with missing observations: sensors fail and recover.
Zigzag Sequences and Modules
A zigzag filtration is a sequence of simplicial complexes connected by maps that can go in either direction:
where each \(\leftrightarrow\) is either an inclusion (\(K_i \hookrightarrow K_{i+1}\)) or a deletion (\(K_i \hookleftarrow K_{i+1}\)). Applying \(H_n\) gives a sequence of vector spaces connected by linear maps in alternating directions — a zigzag module over the quiver \(1 \leftrightarrow 2 \leftrightarrow \cdots \leftrightarrow n\).
Interval Decomposition
Theorem (Carlsson & de Silva 2010): Every zigzag module over a field decomposes uniquely (up to isomorphism) as a direct sum of interval modules \(\mathbb{I}[b,d]\).
Each interval module \(\mathbb{I}[b,d]\) contributes one persistence bar from index \(b\) to \(d\). The resulting zigzag persistence diagram has the same form as standard persistence diagrams and carries the same topological information — the birth and death of homological features.
Key difference from standard persistence: In standard persistence, birth always precedes death and both correspond to simplex additions. In zigzag persistence, a feature can be “born” at a deletion (when a cycle becomes a boundary) and “die” at an addition (when it gets filled in).
Computing Zigzag Persistence
The standard persistence algorithm (boundary matrix reduction) does not directly apply to zigzag modules. Carlsson and de Silva gave an algorithm based on a “diamond principle”: whenever two adjacent maps change direction (forming a diamond), the persistence of the involved generators can be updated with local modifications. The resulting algorithm runs in \(O(n^3)\) time.
References
- G. Carlsson & V. de Silva, “Zigzag Persistence,” Foundations of Computational Mathematics, 2010. arXiv:0812.0197.
- S. Oudot, Persistence Theory: From Quiver Representations to Data Analysis, AMS, 2015.
