Persistent homology of time-dependent functional networks constructed fromcoupled time series

Bernadette J. Stolz,1 Heather A. Harrington,1 and Mason A. Porter2, 1, 31)Mathematical Institute, University of Oxford, Oxford OX2 6GG, UK2)Department of Mathematics, University of California Los Angeles, Los Angeles,USA3)CABDyN Complexity Centre, University of Oxford, Oxford OX1 1HP, UK

(Dated: 6 December 2016)

We use topological data analysis to study “functional networks” that we construct from time-series data fromboth experimental and synthetic sources. We use persistent homology with a weight rank clique filtration togain insights into these functional networks, and we use persistence landscapes to interpret our results. Ourfirst example uses time-series output from networks of coupled Kuramoto oscillators. Our second exampleconsists of biological data in the form of functional magnetic resonance imaging (fMRI) data that was acquiredfrom human subjects during a simple motor-learning task in which subjects were monitored on three daysin a five-day period. With these examples, we demonstrate that (1) using persistent homology to studyfunctional networks provides fascinating insights into their properties and (2) the position of the features in afiltration can sometimes play a more vital role than persistence in the interpretation of topological features,even though conventionally the latter is used to distinguish between signal and noise. We find that persistenthomology can detect differences in synchronization patterns in our data sets over time, giving insight bothon changes in community structure in the networks and on increased synchronization between brain regionsthat form loops in a functional network during motor learning. For the motor-learning data, persistencelandscapes also reveal that on average the majority of changes in the network loops take place on the secondof the three days of the learning process.

Keywords: Persistent homology, networks, time series, fMRI, persistence landscapes, functional networks,functional brain networks, nonlinear oscillators, Kuramoto model, dynamical systems on networks

Computational topology is a family of methodsthat are based on topological ideas (e.g., they of-ten arise from algebraic topology) and give in-sights into topological invariants, such as connect-edness or holes in high-dimensional data sets1–3.Such efforts have come to be called topologicaldata analysis, and a method known as persistenthomology (PH) has been particularly helpful forunderstanding shapes and their persistence overmultiple scales4,5. Traditionally, PH has been ap-plied to point-cloud data, though it has also beenapplied to networks in many applications, rang-ing from granular materials (see, e.g., [6]) to func-tional brain networks7,8. We employ these topo-logical tools, which are designed to yield global,“higher-order” insights that go beyond revela-tions from pairwise connections (which are thenorm in network science), in a study of func-tional networks constructed from both empiri-cal and synthetic time-series data. We use per-sistence landscapes to show that the topologicaltools can (1) capture dynamics of networks con-structed from the data and (2) identify mesoscalefeatures that we relate to community structure inthe associated functional networks. To help read-ers optimally understand these insights, we alsopresent an intuitive introduction to PH and howto apply it to networks.

I. INTRODUCTION

The human brain consists of approximately 100 bil-lion neurons, whose major task is to receive, conduct,and transmit signals. Analysis of neuronal networks iscrucial for understanding the human brain9–14. Everyneuron consists of a cell body and one long axon, whichis responsible for propagating signals to other cells15.Neurons or (on a larger scale) different brain regionscan be construed as nodes of a network, whose edgesrepresent either structural or functional connections be-tween those nodes. Examining neuronal data using anetwork-based approach allows one to use mathematicaltools from subjects such as graph theory to better un-derstand structural and functional aspects of neuronalinteractions, identify key regions in the brain that areinvolved in physiological and pathological processes, andcompare the structure of neuronal interactions to those ofother complex systems. For example, data analysis usingnetwork theory has led to the insight that the brain hasunderlying modular structures, with small subunits thatare able to carry out specific functions while minimallyinfluencing other parts of the brain9,12,16.

The standard methods from network theory are basedon pairwise connections, which one can use to study mi-croscale, mesoscale, and macroscale structures17. Analternative approach for studying networks18 is to usemethods from computational topology, which explicitlyincorporates “higher-order” structures beyond pairwise

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connections and includes algorithmic methods for un-derstanding topological invariants such as connectedness,loops, or holes in high-dimensional data structures1–3(seeSection II B). Although one can also represent higher-order structures using formalisms such as hypergraphs19

(see, e.g., a recent paper20 by Bassett et al.), thoseother approaches may not be the most convenient meansfor optimally conveying information about the shape orscale of mesoscale structures in a network. Other recentwork concerns clustering in networks using higher-orderstructures21.

Methods from computational topology enable one tounderstand global low-dimensional structures in net-works, and they have led to insights in an increasinglylarge number of applications5 in diverse topics, rangingfrom granular materials6 and contagions on networks22

to path planning23 and collective behavior in animals24.In particular, persistent homology (PH), a mathemati-cal formalism to explore the persistence of topologicalstructures in data sets, has become increasingly promi-nent in neuroscience in the last few years7,8. Amongother applications, it has been used to determine differ-ences in brain networks of children with hyperactivitydisorders and autism spectrum in comparison to normalsituations25, study the effect of the psychoactive com-ponent of “magic mushrooms” (psilocybin mushrooms)on functional brain networks of humans26, analyze co-variates that influence neural spike-train data27, andstudy structural and functional organization of neuralmicrocircuits28. Other neuronal applications have in-cluded consideration of place cells in the hippocampusof rats during spatial navigation29–31, analysis of mathe-matical models of transient hippocampal networks32, anda demonstration that topological features of networks ofbrain arteries in humans are correlated with their age33.We also note that PH is not the only topological methodthat has been used to study the human brain or timeseries. More than fifty years ago, for example, Zeeman34

used tolerance spaces and Vietoris homology theory tostudy aspects of visual perception. In the 1990s, Mul-doon et al.35 developed a method to study the topologyof manifolds that underlie time-series data.

In the present investigation, we use time-series datato construct so-called functional networks9,10,36,37 (butnote that one can study coupled time series using a va-riety of different approaches38–41). Functional brain net-works consist of a set of nodes (e.g., brain regions) anda set of weighted edges between nodes, where the edgeweights quantify the similarity of the associated time se-ries according to a chosen measure. A functional net-work contrasts with a “structural network,” which refersto underlying physical connections (e.g., anatomical con-nections) between nodes. For example, neurons are con-nected to each other in structural networks, but one cananalyze the similarity in their firing patterns throughfunctional networks. We use the term “functional net-work” in a more general way: by constructing a matrixof similarities between coupled time series using some

measure (and enforcing the diagonal entries to be 0), oneobtains a functional network whose weighted adjacencymatrix (sometimes also called an “association matrix”)

A = (aij)Ni,j=1 has elements that indicate the similarity

between the time series of entities i and j. Studying func-tional networks is common in neuroscience, and they arealso used in a wealth of other applications (e.g., finance42,voting among legislators43, and climate44). Importantly,the times series can come either from empirical data orfrom the output of a dynamical system (or stochasticprocess), and the latter is helpful for validating meth-ods for network analysis45. In our paper, we will con-sider times series either from coupled oscillators (i.e., asthe output of a dynamical system) or from a set of spa-tially distinct brain regions defined by a fixed anatom-ical atlas. In the context of functional brain networks,the adjacency-matrix element aij arises as a measure of“functional connectivity” (i.e., behavioral similarity) be-tween the time series for nodes (i.e., brain regions) i andj. There are many different ways to measure similar-ity of times series10,46,47, and that can be a major issuewhen it comes to interpreting results. Comparing thenetworks that arise from different similarity measures isbeyond the scope of our work, so we will simply use twocommon measures (pairwise synchrony and wavelet co-herence) of time-series similarity. However, the methodsthat we employ can be applied to functional networksthat are constructed using any measure of similarity be-tween time series.

In many studies based on experimental data, func-tional networks are used to construct binary graphs (i.e.,unweighted graphs)10. To do this, one typically applies aglobal threshold ξ ∈ R+ to a weighted adjacency matrixto obtain a binary adjacency matrix A = (aij)

Ni,j=1 asso-

ciated with an unweighted graph. The adjacency-matrixelements are then

aij =

{1 , if aij ≥ ξ ,0 , otherwise .

(1)

The choice of threshold has a strong influence on the re-sulting matrix, and it thereby exerts a major influence onthe structure of the associated graph10. Some approachesto address this issue include determining a single “opti-mal” threshold, thresholding the weighted adjacency ma-trix at different values48,49, examining the network prop-erties as a function of threshold, or not thresholding at alland considering the weighted adjacency matrix itself10,12.(One can also threshold a weighted adjacency matrix bysetting sufficiently small entries to 0 but keeping the val-ues of the other entries.) If one is thresholding and bi-narizing data, there is no guarantee that there exists aninterval of thresholds that yield networks with qualita-tively similar properties, and arbitrarily throwing awaydata can be problematic even when such intervals do ex-ist. For example, parameters such as graph size (i.e.,number of nodes) need to be taken into account when in-terpreting results on thresholded, binarized networks50.An advantage of using persistent homology is that one

3

can examine a graph “filtration” (see Section II C) gen-erated by multiple — ideally all — possible global thresh-olds and systematically analyze the persistence of topo-logical features across these thresholds. Such a filtrationcan also be created using decreasing local thresholds.

In our topological analysis, we focus on “loops” in anetwork. A loop in a graph is a set of at least four edgesthat are connected in a way that forms a topological cir-cle. Loops are thus 1-dimensional topological features.We choose to focus on loops rather than features withdimension 0, which correspond to connected componentsof a graph, are topologically simpler, and can be studiedusing many other approaches (e.g., through the numberof 0 elements in the spectrum of the combinatorial graphLaplacian19). It has been demonstrated in other appli-cations (e.g., contagions on networks22) that loops areimportant topological features of graphs, and a recentstudy51 demonstrated the importance of loops (and re-lated higher-dimensional objects) in structural neuronalnetworks. Structural and functional neuronal networksare related and share some network features9, so we ex-pect loops to provide interesting insights.

The remainder of our paper is organized as follows.In Section II, we give a brief and intuitive introductionto persistent homology, the weight rank clique filtration,and persistence landscapes. In Section III, we introduceour first example, the Kuramoto model of nonlinearlycoupled oscillators; and we present results from our ap-plication of persistent homology to time-series data pro-duced by coupled Kuramoto oscillators. In Section IV,we introduce and analyze our second example, which con-sists of time-series functional magnetic resonance imaging(fMRI) data from experiments of humans performing asimple motor task. We present our conclusions in Sec-tion V, and we provide a mathematical introduction topersistent homology in the Supplementary Information.

II. PERSISTENT HOMOLOGY

Persistent homology (PH)1–3 is a method from compu-tational topology that quantifies global topological struc-tures (e.g., connectedness and holes) in high-dimensionaldata. One can think of PH as looking at the “shape” ofdata in a given dimension using a set of different lenses.Each lens conveys topological features inside data at adifferent resolution. One then construes structures thatpersist over a range of different lenses to represent a sig-nificant feature of the data. Structures that are observedonly through a small number of lenses are commonly con-strued as noise52,53, especially in settings where the dataare sampled from a manifold. For empirical data, therelationship between small persistence of a feature andwhether it constitutes noise in a data set rather than sig-nal has not yet been verified statistically, but we will il-lustrate a situation in which some short-lived structuresrepresent important features and possibly genuine geo-metrical (not just topological) features of data in Sec-

tions III and IV.In this section, we provide an intuitive introduction to

the mathematical concepts behind PH. In SupplementaryInformation, we give a mathematically rigorous introduc-tion (including precise definitions).

A. Simplicial complexes

One can study the properties of a topological space54,55

by partitioning it into smaller and topologically simplerpieces, which when reassembled include the same aggre-gate topological information as the original space. Themost trivial topological space X = {∅, x} consists of theempty set ∅ and a single point x. If we want to sim-plify the description of the topological properties of X,we would simply choose a single node to represent it.However, a node or even a collection of nodes does notallow one to capture the topological properties of morecomplicated spaces, such as a 2-sphere or the surface ofthe earth. In such cases, one needs a simple object thatcarries the information that the space is connected butalso encloses a hole. For example, one could use a tetra-hedron, which is an example of a mathematical objectcalled a “simplex.”

FIG. 1. Examples of (from left to right) a 0-simplex, a 1-simplex, a 2-simplex, and a 3-simplex. [We adapted this figurefrom [3].]

The building blocks that one uses to approximate topo-logical spaces are called k-simplices, where the parame-ter k indicates the dimension of the simplex. Every k-simplex contains k + 1 independent nodes: a point isa 0-simplex, an edge is a 1-simplex, a triangle is a 2-simplex, and a tetrahedron is a 3-simplex (see Fig.1).Observe that the lower-dimensional simplices are con-tained in the higher-dimensional simplices. This allowsone to build higher-dimensional simplices using lower-dimensional ones. The lower-dimensional simplices formso-called faces of the associated higher-dimensional ob-jects.

One combines different simplices into a simplicial com-plex to capture different aspects of a topological space.For every simplex that is part of a simplicial complex,we demand that all of its faces are also contained in thesimplicial complex. Additionally, two simplices that arepart of a simplicial complex are allowed to intersect onlyin common faces. In Fig. 2, we show several examplesof simplicial complexes and one example that is not a

4

simplicial complex.We take the dimension of a simplicial complex to be

the dimension of its highest-dimensional simplex. Onecan use simplicial complexes to represent topologicalspaces if and only if there exists a continuous deformationthat can stretch and bend the simplicial complex into thetopological space, and only then are topological proper-ties of the topological space preserved by the simplicialcomplex.

B. Homology and Betti numbers

If one is interested in the nature of a simplicial complexof dimension k, one can either consider the full complex,which can be very large, or one can examine different sub-sets of simplices that are contained in the complex. Forexample, the set of all 1-simplices consists of a collectionof edges, some of which may be connected or even form aloop. However, one can consider a range of different topo-logical features — e.g., in some cases, a collection of edgessurrounding a hole or void could be more interesting thanindividual edges — and one typically seeks features thatare invariant if one squeezes or stretches the edges. Ho-mology is a formal way to quantitatively detect topolog-ical invariants in a given dimension to give insight intothe nature of a topological space. By using homology,one can, for example, distinguish a 2-sphere from a torus.For a simplicial complex of dimension k, one can define avector space known as the pth homology group for everydimension p ∈ {0, . . . , k}. In dimension 1, for example,the elements of the homology group are called “loops.”The elements of the homology group can be divided intodifferent homology classes, which each represent a holein the topological space. For instance, in dimension 1,loops in the same homology class all surround the same1-dimensional hole. We give an example of two loopsthat surround the same hole in Fig. 3. The homologyclasses yield a family of vector spaces, whose dimensionsare called Betti numbers, associated to a simplicial com-plex. One can interpret the first three Betti numbers,β0, β1, and β2, to represent, respectively, the numberof connected components, the number of 1-dimensionalholes, and the number of 2-dimensional holes in a sim-plicial complex. As we pointed out in Section I, we focuson loops (i.e., β1) in our network analysis rather than β0,which corresponds to the number of connected compo-nents in a graph. One can study connected componentsin graphs using many other approaches, such as by cal-culating the number of 0 eigenvalues in the spectrum ofthe combinatorial graph Laplacian19.

C. Filtrations

Although homology gives information about a singlesimplicial complex, it is typically more relevant to studytopological features across sequences (called filtrations)

of simplicial complexes. A filtration2,52,53 of a simplicialcomplex Σ is a sequence of embedded simplicial com-plexes,

∅ = Σ0 ⊆ Σ1 ⊆ Σ2 ⊆ · · · ⊆ Σk = Σ , (2)

starting with the empty complex and ending with the en-tire simplicial complex. One can use homology to studytopological features (e.g., 1-loops) in every step of thefiltration and determine how persistent they are with re-spect to a given filtration. A topological feature h isborn at Σm if Σm is the first simplicial complex in thefiltration to contain the feature. Similarly, a topologi-cal feature dies in Σn if it is present in Σn−1 but not inΣn. One then defines the persistence p of the topologicalfeature as

p = n−m.

Persistence was first used as a measure to rank topolog-ical features by their lifetime1 in a filtration in R3.

There are many ways to define simplicial complexesand filtrations on weighted graphs, and the choice of fil-tration tends to be motivated either by the type of ques-tions to be answered or by the consideration of compu-tation time.

1. Weight rank clique filtration

Although we focus on network data, we note that PHhas been applied much more often to data in the form ofpoint clouds52,53. The simplest way to create a sequenceof embedded graphs (e.g., a filtration) from a weightednetwork is to filter by weights56. To do this, one createsa sequence of embedded (binary) graphs by ranking alledge weights νt in descending order. In filtration step t,one retains an edge if and only if its weight is at leastνt. To construct the filtration, one repeats this proce-dure until the graph is complete in the last step. Usingthis method, only 0-simplices (i.e., nodes) and 1-simplices(i.e., edges) are present in the filtration. The weight rankclique filtration (WRCF) 57, which we will use in ouranalysis and which has been applied previously for ex-amining weighted neuronal networks26,31,57, extends thisdefinition to include higher-dimensional simplices. Oneconstructs a WRCF as follows:

1. Define filtration step 0 as the set of all nodes.

2. Rank all edge weights {ν1, . . . , νend}, with ν1 =νmax and νend = νmin. (We will use τ to denotethe number of distinct weights in a graph.)

3. In filtration step t, threshold the graph at weightνt to create a binary graph.

4. Find all maximal c-cliques for c ∈ N, and definethem to be c-simplices.

5

(a) (b) (c) (d)

FIG. 2. Panels (a)–(c) give examples of simplicial complexes, and panel (d) gives an example of an object that is not asimplicial complex. The blue color indicates a 2-simplex. Example (a) illustrates that simplicial complexes are not necessarilyalso simplices. The three edges do not form a 2-simplex; instead, they form a simplicial complex that consists of 1-simplices.In examples (b) and (c), all 1-simplices and 2-simplices are connected by 0-simplices. Example (d) is a collection of simplicesthat violates the definition of a simplicial complex, because the intersection between the two triangles does not consist of acomplete edge that is shared by both simplices (as it includes only approximately 75% of the base edge of the upper triangle).Note that any combination of the three simplicial complexes (a), (b), and (c) is also a simplicial complex.

FIG. 3. Example of a 1-dimensional loop in a simplicial com-plex. The green and the blue loop both surround the samehole and are therefore considered to be representatives of thesame homology class.

This is a valid simplicial complex: every (c + 1)-cliquein the graph guarantees the existence of a c-face on thatclique, because cliques are closed under both intersec-tion and taking subsets. Consequently, they satisfy therequirements for a simplicial complex. This type of sim-plicial complex on a graph is called a clique complex.

One can visualize the persistence of homology classesof a filtration of a simplicial complex using barcodes52. Abarcode for a given dimension is a collection {bl, dl}mi=1 ofintervals, where every interval (bl, dl) represents a topo-logical feature l of the given dimension (examples of suchfeatures include connected components and loops), bl de-notes the birth time of feature l with respect to the fil-tration step, and dl denotes its death time. The lengthdl − bl of the bar measures the persistence of the fea-ture. In Fig. 4, we show an example of a WRCF and itscorresponding barcode.

Figure 4.1: Dodecagon filtration: We show the three holes recognised by the weight rank cliquefiltration in colour.

Figure 4.1: Dodecagon filtration: We show the three holes recognised by the weight rank cliquefiltration in colour.

0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8

K0U K1

U K2

U K3

U K4

U K5

U K6

U Km = K

0-dimensional barcode (components) 1-dimensional barcode (loops)

b) c) d)

a), b) and c) are examples of simplicial complexes. The collection of simplices we showin d) is not a simplicial complex. The colours are used to indicate 2-simplices.

We use the notation � � � to denote a face of� and � < � to denote a

proper face of � .

Remembering the building blocks we described in the beginning of this Section, we

can ask ourselves whether it is only possible to build shapes using 2-simplices (i.e.

triangles) or whether we could also combine these with higher- or lower-dimensional

simplices. The result such a combination is called a simplicial complex :

Definition 2.1.16 (simplicial complex) . A simplicial complex is a finite collection of

Compute peristent homology from filtration (here weight rank clique filtration)

FIG. 4. Example of a weight rank clique filtration (WRCF)and the corresponding 0-dimensional and 1-dimensional bar-codes. The barcode of dimension 0 indicates the connectedcomponents in every filtration step. When two componentsmerge into one connected component, one of the bars thatrepresents the original components dies in the barcode; theother continues to the next filtration step and now representsthe newly-formed component. In filtration step 0, every nodeis a separate component, resulting in 12 bars in the barcode.The nodes are joined to become two components in filtrationstep 1, and they then become a single component in step 2.In dimension 1, we observe that as more edges are added tothe filtration, the loop surrounding the blue hole born in fil-tration step 2 is divided first into two holes and subsequentlyinto three holes before it is completely covered by 2-simplicesand dies in filtration step 7. The colors of the bars indicatewhich loop they represent.

D. Persistence landscapes

As an alternative topological summary to barcodes,one can use persistence landscapes58,59, which consist ofpiecewise-linear functions in a separable Banach space.For a given barcode interval (b, d), one defines the func-tion

f(b,d) =

0 , if x /∈ (b, d) ,

x− b , if x ∈ (b, b+d2 ] ,

−x+ d , if x ∈ ( b+d2 , d) .

(3)

6

For a barcode {bl, dl}mi=1 and q ≥ 0, the qth persistencelandscape is given by the set of functions

λq : R→ R , (4)

λq(x) = qth-largest value of {f(bl,dl)(x)}ml=1 .

If the qth-largest value does not exist, then λq(x) = 0.One can think of the 0th persistence landscape as be-ing the outline of the collection of peaks created by theimages of the collection of functions f associated to a bar-code. To obtain the 1st persistence landscape, one peelsaway this topmost “layer” of peaks and then considersthe outline of the remaining collection of peaks. Thisgives the 1st persistence landscape, and one continues inthis manner to obtain subsequent persistence landscapes.The persistence landscape λ of the barcode {bl, dl}ml=1 isthen defined as the sequence {λq} of functions λq.

Even though persistence landscapes visualize the sameinformation as barcodes and one can construct a bijectivecorrespondence between the two objects, the former havedistinct advantages over the latter. For example, one cancalculate a unique “average landscape” for a set of per-sistence landscapes by taking the mean over the functionvalues for every landscape layer. This is not possible forbarcodes, as they are not elements of a Banach space.For an average landscape, it is thus not possible to finda corresponding average barcode. We show a schematicillustration on how to obtain an average persistence land-scape in Fig. 5.

One can also define Lp distances between two (aver-age) landscapes and thereby use a variety of statisticaltools58. This allows one to compare multiple groups ofbarcodes by calculating a measure of pairwise similaritybetween them. Persistence landscapes have been used tostudy conformational changes in protein binding sites60,phase separation in binary metal alloys61 and music au-dio signals62.

E. Computational tools

For our PH calculations, we use Matlab code thatwe construct using javaPlex63,64, a software packagefor persistent homology. For the WRCFs, we also usea maximal clique-finding algorithm from the Mathworkslibrary65 based on the Bron–Kerbosch algorithm, whichis the most efficient algorithm known for this problem.For statistical analysis and interpretation of our bar-codes, we apply the Persistence landscapes tool-box59.

III. EXAMPLE I: COUPLED KURAMOTOOSCILLATORS

A. The Kuramoto model

The Kuramoto model66–70 is a well-studied model for aset of coupled phase oscillators with distinct natural fre-

quencies that are drawn from a prescribed distribution.The model was developed in the 1970s to understand col-lective synchronization in a large system of oscillators. Ithas subsequently been used as a toy model by many neu-roscientists (as well as scholars in many other areas), assome of the characteristics of its synchronization patternsresemble some of the ones in neuronal communities71–74.The Kuramoto model and its generalizations have alsobeen applied to numerous other applications in chem-istry, biology, and other disciplines68,69,75.

When all oscillators are coupled to each other, the Ku-ramoto model is most commonly written as67,69

dθidt

= ωi +K

N

N∑j=1

sin(θj − θi) , i ∈ {1, . . . , N} , (5)

where θi denotes the phase of oscillator i, the parame-ter ωi is its natural frequency, K ≥ 0 parametrizes thecoupling strength between different oscillators, and N isthe number of oscillators in the model. The normaliza-tion factor 1

N ensures that the equations are boundedas N → ∞. The distribution from which the frequen-cies ωi are drawn is usually assumed to be unimodal andsymmetric about its mean frequency, which can be setto 0 due to the rotational symmetry of the model (be-cause Eq. (5) is invariant under translation of θi). Theparameter ωi then denotes the deviation from the meanfrequency.

We also adapt Eq. (5) to create a network of Noscillators with uniform coupling between the oscilla-tors39,45,68,69,76. We consider the following generalizedversion of Eq. (5):

dθidt

= ωi +

N∑j=1

κAij sin(θj − θi) , i ∈ {1, . . . , N} , (6)

where κ ≥ 0 denotes the normalized coupling strengthand the entries of the coupling matrix A = (Aij)

Ni,j=1 in-

dicate whether oscillators i and j are coupled. That is,A is an unweighted adjacency matrix, and Aij = 1 forcoupled oscillators and Aij = 0 for uncoupled oscillators.The coupling matrix A thereby imposes a “structural net-work” between the oscillators. One can further generalizeEq. (6) by using heterogeneous coupling strengths κij orby considering functions other than sine on the right-hand side.

We divide the oscillators into 8 separate communities77

of 16 distinct oscillators each, and we suppose that ev-ery oscillator has exactly 14 connections, 13 of which arewith oscillators in the same community and 1 of whichis to an oscillator outside the community. As in Bassettet al.45, we choose a coupling strength of κ = 0.2, con-sider a network with N = 128 oscillators, and supposethat the ith natural frequency ωi ∼ N (0, 1). (That is,we draw natural frequencies from a Gaussian distribu-tion with mean 0 and standard deviation 1.) However,our network architecture differs somewhat from that inBassett et al.45, where every oscillator had at least 13

7

0 1 2 3 4 5 6 7 8 9 10

Weight Rank Clique Filtration (dimension 0)

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10

0th layer

1st layer

2nd layer

0 1 2 3 4 5 6 7 8 9 10

Weight Rank Clique Filtration (dimension 1)

Barcodes Bars translate into peaks Persistence Landscapes

Average of two Persistence Landscapes

Weight Rank Clique Filtration (dimension 1)

Weight Rank Clique Filtration (dimension 1)

0 1 2 3 4 5 6 7 8 9 10

0 1 2 3 4 5 6 7 8 9 10

0 1 2 3 4 5 6 7 8 9 10

2 3 4 5 6 7 8 9

2 3 4 5 6 7 8 9 10

2 3 4 5 6 7 8 9 10

0

0

0

1

1

1

2

2

2

3

3

3

0 1 2 3 4 5 6 7 8 9 10

FIG. 5. Visualization of the relationship between barcodes and an average persistence landscape. To obtain a landscape froma barcode, one replaces every bar of the barcode by a peak, whose height is proportional the persistence of the bar. In thelandscape, we translate all peaks so that they touch the horizontal axis. The persistence landscape consists of different layers,where the qth layer corresponds to the qth-largest function value across the collection of peak functions. One creates an averageof two landscapes by taking the mean over the function values in every layer.

connections inside its community and at least 1 connec-tion outside its community.

We simulate the basic Kuramoto model using theRunge–Kutta Matlab solver ODE45 (with an integra-tion time interval of [0, Tmax], where Tmax = 10)78. Weobserve the system for M = 500 time steps in total(including the initial time step) and obtain time seriesTi = (θi(t0), . . . , θi(t499)) as the output of the model forevery oscillator θi. Kuramoto oscillators with a similarimposed community structure were demonstrated previ-ously to initially synchronize rapidly within their com-munities, followed by a phase of global synchronizationin an entire network45. (There have also been other stud-ies of community structure via synchronization of Ku-ramoto oscillators76,79.) To study the dynamics of thecoupled Kuramoto oscillators, we follow the approach ofBassett et al.45 and partition the time series into two

time regimes, which we denote by k = 1 and k = 2. Inour example, these time regimes each consist of 250 timesteps. (Reference 45 also split their time series into twoequal parts, but their time series consist of 100 time stepsin total rather than 500.)

To quantify the pairwise synchrony of two oscillators iand j, we use the local measure45,76

φkij =⟨∣∣∣cos

(T ki − T kj

)∣∣∣⟩ , (7)

where the angular brackets indicate that we take a meanover 20 simulations. We use the absolute value both tofacilitate comparison with Arenas et al.76 and Bassett etal.45 (by making the same choice that they made) and toavoid negative values, which can complicate interpreta-tion and pose other difficulties in network analysis42,46,80.

In each simulation, we choose the initial values for thephases θi from a uniform distribution on [0, 2π) and drawthe natural frequencies ωi from N (0, 1). We apply thesame underlying coupling matrix A = (Aij)

Ni,j=1 for all

20 simulations and then use the values φij to define theedge weights in the fully connected, weighted network ofKuramoto oscillators for each time regime. We also studya network based on one full time regime that consists of500 time steps. In analogy to neuronal networks, wecall these networks “functional networks.” In Fig. 6, weillustrate our pipeline for creating a functional networkfrom the output of a simulation of the Kuramoto model.

B. Null models for the Kuramoto data

To assess whether our observations illustrate meaning-ful dynamics of the Kuramoto model or whether they canbe explained by a random process, we consider two differ-ent null models based on the time-series output. In thefirst null model, which we call the “simple null model,”we reassign the order of the time series for every oscillatoraccording to a uniform distribution before computing thesimilarity measure with Eq. (7). The second null model,which we call the “Fourier null model,” is based on cre-ating surrogate data using a discrete Fourier transforma-tion. This approach81 has the advantage of preservingnot only the mean and the variance of the original timeseries but also the linear autocorrelations and cross cor-relations between the different time series.

To construct the Fourier null model, we start by taking

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FIG. 6. We construct a structural network for coupled Ku-ramoto oscillators by grouping the oscillators into 8 separatecommunities. Oscillators are coupled predominantly to otheroscillators in their community, and they are coupled only verysparsely to oscillators outside their community. We use thetime-series output of a simulation of the Kuramoto modelto create a functional network based on the similarity of thetime series of individual oscillators. We use the measure ofsimilarity in Eq. (7).

the discrete Fourier transform

Tn =1õ

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Tme2πinmµ (8)

of a time-series vector T = (θ(t0), . . . , θ(tµ)) of length µ.In our case, µ = 250 or µ = 500, depending on whetherwe are examining two different time regimes or just one.We then construct surrogate data by multiplying theFourier transform Tn by phases an chosen uniformly atrandom from the interval [0, 2π), aside from the con-straint that they must satisfy the following symmetryproperty: for every n ≤ µ, there exists n such thatan = −an. This symmetry ensures that the inverseFourier transform yields real values. The surrogate dataσ = (σ1, . . . , σµ) are thus given by

σm =1√µ

µ−1∑n=0

eian Tne−2πinmµ . (9)

Both the simple null model and the Fourier null modelwere used previously on time-series output of coupledKuramoto oscillators, and they exhibit different dynam-ics from those of the coupled Kuramoto oscillators45,82.

C. Persistent homology applied to the Kuramoto modeland null models

We apply the WRCF to functional networks createdfrom the output of two time regimes of the Kuramotomodel, one time regime for the Kuramoto model, thesimple null model, and the Fourier null model. We runthe filtrations up to filtration step 1800 for the first time

regime and up to 2000 for the second; we go up to fil-tration step 1100 for cases in which we only consider onetime regime. The total number of edges in the network,and thus the total number of possible filtration steps, is8128. The number of filtration steps thereby correspondto respective edge densities of 0.22, 0.25, and 0.14 forthe three examples above; in each case, this amounts toa threshold that is approximately in the middle of therange of the edge-weight values. The Masters thesis ofStolz83, which is a precursor to the present paper, also ap-plied PH to networks created from the Kuramoto model,and such an example was subsequently also studied usingBetti curves by other authors84.

As we described in Section I, we focus our analysis ontopological features in dimension 1, so examine loops inthe network. In the first row of Fig. 7, we show the 1-dimensional barcodes for the networks constructed fromtime regime 1 (i.e., the first 250 time steps of the dynam-ics) and time regime 2 (i.e., time steps 251–500 of thedynamics) for the WRCF of the Kuramoto model. Thebarcode for each time regime includes several very short-lived bars between filtration steps 50 and 300. For thesecond time regime, we find more short bars for a longerfiltration range at the beginning of the barcode. The 1-loops that correspond to these short bars are all formedwithin the strongly synchronized communities. In fact,in time regime 1, the first 44 bars in the barcodes repre-sent intra-community loops; in time regime, only 2 of thefirst 28 bars represent intra-community loops. As strongintra-community edges are added to the simplicial com-plexes, they start to cover the 1-loops with triangles (i.e.,2-simplices), and the loops disappear from the filtration.

In the second row of Fig. 7, we show the persistencelandscapes that we construct from the 1-dimensional bar-codes. We ignore infinitely-persisting bars in the bar-code. (We also studied persistence landscapes includingthe infinite bars as features with a death time that cor-responds to the maximum filtration value but did notobtain any additional insights that way.)

As expected, the landscapes have a group of smallpeaks early in the filtration for both time regimes. Thisfeature occurs in a longer filtration range in the secondtime regime before more persistent loops appear. In thesecond time regime, some of the peaks that occur in thebeginning of the filtration appear to almost double theirheights to values of about 100. In contrast, in the firsttime regime, peaks at a similar location are about half ashigh (i.e., they are less persistent).

The persistence landscapes reveal more persistent 1-loops in the second time regime (i.e., between time steps251 and 500) than in the first (i.e., between time steps1 and 250), and the second time regime also appears toreveal a clearer separation between the group of the veryearly short peaks and a second group of medium-sizedpeaks towards the end of the filtration. For this secondgroup of medium-sized peaks, we observe a larger ab-solute increase in persistence in the second time regimethan for the shorter peaks in the beginning of the filtra-

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FIG. 7. Dimension-1 barcodes and persistence landscapes forthe WRCF for the two time regimes (time steps 1–250 andtime steps 251–500) of time-series output of the Kuramotomodel. The horizontal axis represents the filtration steps inboth the barcodes and the landscapes. The vertical axis in thepersistence landscape captures the persistence of the featuresin the barcode. In the first row, we show the barcodes fordimension 1. In the second row, we show persistence land-scapes (although we ignore infinitely-persisting bars in thebarcodes). The short peaks at the beginning of the filtrationin the persistence landscapes that are indicated by the red el-lipses represent loops formed within communities. The mostprominent difference between the two landscapes is the oc-currence of high peaks in the second time regime; these peakscorrespond to persistent loops in the network that are formedbetween communities.

tion. These observations reflect the dynamics of the twotime regimes in the Kuramoto model45. In time regime1, there is strong synchronization within the communi-ties, and such dynamics are reflected by the appearanceof short-lived intra-community 1-loops (corresponding tothe short peaks in the persistence landscapes) at the be-ginning of the filtration. In the second time regime, theamount of global synchronization is more prominent thanin the first time regime. Moreover, in addition to intra-community loops, some of the peaks at the beginningof the filtration now represent inter-community loops,which are more persistent than the loops within commu-nities. Additionally, as some of the peaks that correspondto inter-community loops have shifted to the beginningof the filtration, there is an increase in the gap betweenthe initial group of peaks and the group of medium-sizedpeaks at the end of the filtration. In general, we observean increase in the persistence of the peaks in the land-scapes due to the stronger synchronization between thecommunities. These observations are much easier to vi-sualize using persistence landscapes than using barcodes.

We calculate pairwise L2-distances between alldimension-1 persistence landscapes, and we note that L2

distance has been used previously to compare persistencelandscapes in an application to protein binding60. The L2

distance between the two time regimes is 27078. Giventhe length of the support of the landscapes and the func-tion values that they attain, this is a large distance, whichcaptures the aforementioned visible differences betweenthe landscapes. The L2 distance is unable to capture the

fact that the peaks that appear early in the filtration inthe first time regime correspond to loops between nodeswithin one community, whereas they correspond to loopsthat form between nodes of different communities in thesecond time regime. Consequently, this feature does notcontribute to the value of the distance.

We also compare the Kuramoto model to the two nullmodels that we discussed in Section III B. To do this, weconstruct a functional network by considering a singletime regime that consists of 500 time steps. In Fig. 8,we show the weighted adjacency matrices of the threefunctional networks, and we also show their correspond-ing persistence landscapes based on WRCFs of the func-tional networks. One can observe clearly that there isstronger intra-community synchronization for the Ku-ramoto times series than for the null models, as thereis a very distinct group of short peaks at the beginningof the filtration (which, as we discussed above, is also thecase for the Kuramoto model when performing separatecalculations in the two time regimes).

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FIG. 8. (Top row) Functional networks for (left) the Ku-ramoto model, (center) the simple null model, and (right) theFourier null model. (Bottom row) Dimension-1 persistencelandscapes for the WRCF of (left) the Kuramoto model, (cen-ter) the simple null model, and (right) the Fourier null modelusing one time regime and ignoring infinitely-persisting bars.The persistence landscapes illustrate differences in the occur-rence of loops in the three different networks. Most promi-nently, these differences manifest in the heights and distribu-tions of the peaks in the landscapes, which appear to exhibita stronger separation along the filtration between groups ofpeaks of different heights for the Kuramoto model than in thetwo null models.

Again, the corresponding loops occur within commu-nities. The peaks in the Kuramoto landscape appear tobe separated from a second group of short peaks fur-ther along in the filtration. Between the two groups ofpeaks, there are two strikingly higher peaks that corre-spond to persistent loops, which appear to be formedby connections between different communities. For bothnull models, we also observe groups of short peaks at thebeginning of the filtration, but these are less persistentand less clearly separated from other peaks than for theKuramoto model. Indeed, we do not see any separationat all for the Fourier null model, which exhibits a muchweaker intra-community synchronization than the simple

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null model. Moreover, the persistence landscape for theFourier null model appears to be “noisier,” as the major-ity of the peaks in the landscape have similar persistencesand appear in similar areas of the filtration.

The peaks in the landscapes of the null models appearto have a very different distribution along the filtrationthan is the case for the Kuramoto model. They alsopossess more medium-sized and long persisting featuresthan we observe in the Kuramoto data. These featuresoccur in parts of the filtration in which the Kuramotodata has a smaller number of peaks. They consist ofinter-community loops and are a symptom of the weakerintra-community and stronger inter-community synchro-nization. The null models thus appear to have moretopological features in the form of loops than is the casefor the Kuramoto data. This is consistent with previ-ous observations of null models in other studies31,51,57.The fact that there are fewer persistent loops in the Ku-ramoto model than in the null models implies that thereare more high-dimensional simplices (e.g., triangles andtetrahedra) in the corresponding network than in the net-works constructed from the null models.

To distinguish between the three landscapes, we cal-culate the L2 distances between them. The L2 distancebetween the Kuramoto landscape and the Fourier null-model landscape is 13540 the L2 distance between thetwo null-model landscapes is 13263, and the L2 distancebetween the Kuramoto landscape and the simple null-model landscape is 11703. Again considering the supportof the landscapes and the attained function values, we seethat three distances can be construed as large.

For the Kuramoto model, we find that PH can detectthe dynamics of the system and that the persistent land-scapes are rather different for the Kuramoto model andthe null models. The L2 distances between landscapesunderscore these differences. We are also able to dis-tinguish between the two null models using persistencelandscapes. In contrast to conventional wisdom52,53, wedo not find for our examples that only the persistenceof topological features distinguishes between signal andnoise. In fact, the short bars at the beginning of the fil-tration of the Kuramoto model carry important informa-tion about the dynamics, and the medium-sized persis-tent peaks in the Fourier null model are a symptom of theweaker intra-community and stronger inter-communitysynchronization in that model. We therefore assert thatthe position of features in the barcode is as importantas persistence length for their interpretation in our ex-amples, and this provides an important point to considerfor future studies. Note that persistent landscapes alonedo not provide enough information to assess system dy-namics. It is only by combining them with informationabout nodes that forming loops (which are representedby certain groups of peaks) that we are able to obtainconclusions about intra-community and inter-communitysynchronization.

IV. EXAMPLE II: TASK-BASED FMRI DATA

A. Human brain networks during learning of a simplemotor task

We use a data set of functional brain networks fromexperiments that were first analyzed by Bassett et al.85.The data set was collected to study human subjects dur-ing learning of a simple motor task, and a full descriptionof the experiments conducted is available in 85. We ap-ply a WRCF to functional networks, and we compareour findings to previous studies on these and similar net-works85–87. The functional networks are based on func-tional magnetic resonance imaging (fMRI) time series88

from 20 healthy subjects who undertook a motor-learningtask on three days (during a five-day period). During theimaging of the subjects, an “atlas” of 112 brain areas wasmonitored while they were performing a simple motor-learning task (similar to a musical sequence), which theyexecuted using four fingers of their non-dominant hand.For each subject and for each day of the study, the fMRIimages are interpreted as 2000 time points for each mon-itored brain region. The brain regions and their timeseries were used subsequently to construct functional net-works based on a functional connectivity measure knownas the coherence of the wavelet scale-2 coefficients. Thismeasure was applied to the time series to determine edgeweights between every pair of brain regions in the net-work. The weighted adjacency matrices for the functionalnetworks were then corrected for a false-discovery rate,as matrix elements under a certain threshold (which rep-resents a correlation amount that one expects to occur atrandom) were set to 0. The other matrix elements wereretained.

The functional networks that we just described werestudied previously using community detection by Bas-sett et al.85, whose results suggest that there is a sig-nificant segregation of the nodes in the functional net-works into a small number of different communities withdensely-weighted connections inside the communities andsparsely-weighted connections to nodes in other com-munities. Within these communities, certain nodes ap-peared to remain in the same community during theexperiment, whereas others (the “flexible” ones) oftenswitched between different communities.

There have also been studies of networks from a sim-ilar experiment but with medium-term learning and in-cluding training sessions86,87. These networks have a no-ticeable core–periphery organization, with the sensimo-tor and visual regions of the brain grouped into a tem-porally “stiff” core of nodes, whose community member-ships (in contrast to flexible, peripheral nodes) do notchange much over the course of the learning task86. Itwas also shown subsequently that the interaction betweenprimary and secondary sensorimotor regions and the pri-mary visual cortex decreases as the regions (presumably)become more autonomous with task practice87.

Because we observed short-lived 1-dimensional loops in

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the beginning of the filtrations for the Kuramoto modelin a simulated setting with community structure in os-cillator connectivity, we will explore whether the fMRIdata exhibits similar features during the three observa-tion days.

B. Persistent homology applied to the task-based fMRIdata

We run the WRCF until filtration step 2600, whichis when 42% of the edges are present in the network.(Note that using more filtration steps leads to very longcomputational times.) We again focus our analysis ontopological features in dimension 1. We construct per-sistence landscapes for dimension 1 (omitting infinitelypersisting 1-loops). In Table 9, we summarize our resultsfor one particular subject and for the whole data set. Weuse this subject to illustrate a representative example ofthe particular landscape features that we observe in thedata.

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FIG. 9. Persistence landscapes for dimension 1 of the WRCFapplied to the human brain networks. (First row) Persistencelandscapes for subject 9 based on filtration steps 1–2600 fordays 1, 2, and 3. (Second row) Persistence landscapes forsubject 9 based on filtration steps 1–200 for days 1, 2, and 3.(Third row) Average persistence landscapes over all subjectsfor days 1, 2, and 3. We observe on average that short peaksoccur in the first 200 filtration steps of the landscapes.

Similar to the Kuramoto oscillators in Section III, wefind a group of small peaks at the beginning of the filtra-tion (between filtration steps 1 and 200). We can see thisgroup very clearly both by magnifying either the land-scape of individual subjects or the average landscape,where the height of the peaks is only slightly smallerthan for the peaks in the individual landscape that weshow. This feature of the heights indicates that a groupof short peaks arises in the beginning of the filtration inthe majority of the barcodes. We also consider the stan-dard deviation from the average landscapes in the first200 filtration steps. For all three days, it is very small:it is 127 for the first day, 167 for the second day, and 126

Cluster 1 Cluster 2 Cluster 3

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TABLE I. Results for k-means clustering and average link-age clustering of pairwise L2-distance vectors of persistencelandscapes for k = 3.

for the third day.We expect the observed short peaks in the beginning

of the filtration to be associated with network commu-nities, which have been observed previously using othermethods85. We observe, in particular, that these shortpeaks undergo changes on day 2: during filtration steps20 to 60, some of the peaks that are present in the land-scapes for days 1 and 3 vanish, and more persistent peaksoccur for day 3 than on the other two days between filtra-tion step 80 and 200. This appears to suggest that thereis a change in community structure that takes place onday 2, with either (1) very strong synchronization in someof the communities, leading to very short-lived 1-loops;or (2) very strong individual differences between the sub-jects, leading to the vanishing of peaks in the averagelandscapes for the first 50 filtration steps. The partic-ularly persistent peaks on day 2 could represent eitherpersistent loops between different communities or loopsthat occur due to sparse intra-community connections.

We calculate pairwise L2-distances between alldimension-1 persistence landscapes. We create distancevectors, which we use as an input for k-means clusteringand average linkage clustering for k = 3, and we obtainthe same qualitative result for both methods. We findthat 9 of the 20 distance vectors that correspond to per-sistence landscapes from day 1 are assigned to a commongroup (together with a small number of landscapes fromdays 2 and 3), whereas 11 and 10 landscapes from days2 and 3, respectively, are assigned together to a separategroup. We summarize our results in Table I.

We also consider the average dimension-1 landscapesfor WRCF steps 1–2600 and calculate the L2-distancesbetween them. We show the results of these calculationsin Fig. 10.

The distances between the average landscape for day 1and the subsequent days of the experiment indicate thatthe WRCFs on average are able to detect changes in thefunctional networks across the filtration range. Based onthe distances, we observe that most of these changes oc-cur between the first and the second day. However, thestandard deviations from the average landscapes are afactor of about 4 larger than the distances between thelandscapes, and one therefore needs to be cautious aboutinterpreting the results of these calculations. In a permu-tation test with 10000 regroupings of the landscapes, wedo not find the distances to be statistically significant.We obtain p-values of about 0.4 for the distance betweenthe average landscapes of day 1 and day 2, about 0.85for the distance between the average landscapes of day

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2 and day 3, and about 0.6 for the distance between theaverage landscapes of day 1 and day 3.

For the average landscapes in Fig. 10, we also find thatthat the primary peak of the average landscapes shifts tothe left over the course of the three days. This impliesthat the edge weights (between the brain regions) thatgive rise to persistent 1-loops increase on average over thethree days (presumably due to stronger synchronization).This can either mean that loops present on the first daysynchronize more on the second and third day, or thatnew loops that appear on days 2 and 3 consist of moresynchronized edges. Brain regions that synchronize in a1-loop in a network may be an indication of an interest-ing neurobiological communication pattern that in thiscase also becomes stronger over the course of the learningprocess. To analyze the most frequently occurring edgesinvolved in these loops, we extract “representatives” forall loops in dimension 1 across all subjects and days. (SeeFig. 3 for an illustration of two different representativesof a loop in a network.) For each day, we construct anetwork, which we call the “occurrence network,” usingthe same nodes (i.e., brain regions) that we used before

and assign every edge an edge weight that is equal tothe number of occurrences of that edge in 1-dimensionalloops in the subjects on the given day. We then performa WRCF on the three occurrence networks and studyrepresentative loops given by the algorithm. In Table IIin Appendix A, we list the brain regions that we find inloops that consist of edges that occur at least 50 timesin functional networks in the subjects. We now examineloops in the occurrence networks. These particular loopsmay not correspond exactly to loops in the functionalnetworks. For example, individual edges with high edgeweights that are part of a loop in the occurrence net-work may be part of a variety of different loops in thefunctional networks, rather than part of one specific loopthat occurs in many of the functional networks. Never-theless, it is very likely that such loops are also loops inthe functional network. One also needs to consider thatthe representative loops given by the software javaPlexare not necessarily chosen optimally or “geometricallynice”89 representatives of the loop64. (See Fig. 3 for anillustration of different representatives of the same loop.)We address the issue of the algorithm’s choice of repre-sentatives to some extent by using PH on the occurrencenetwork, but even then we cannot rule out possible arti-facts. There exist loops in the occurrence networks thatremain stable across the three days, although other loopsoccur on only one or two days. There also seem to bemore loops that occur at least 50 times in the functionalnetworks on days 2 and 3 than on day 1. It would beuseful to study the brain regions involved in the listedloops (see Table II in Appendix A) to investigate theirbiological role in motor-learning tasks.

Finally, we also apply WRCF to the average networksfor each of the three days. To create the average net-works, we take the mean of the edge-weight values overall 20 subjects for each day separately and study the re-sulting network. We show the corresponding landscapesin Fig. 11.

As with the average landscapes, we find that the land-scapes for the average networks have very short peaks inthe beginning of the filtration. There are more persistentfeatures (e.g., larger peaks) on day 1 and day 3 than onday 2, and we even find (as in the average landscapes)that the larger peaks appear earlier (at about filtrationstep 400) in the filtration on day 3 than on day 1 (wherethey appear at about step 900). Additionally, on day2, we observe many short peaks, especially in the laterstages of the filtration. This is not the case for day 1 andday 3, so the day-2 landscape is strikingly different vi-sually from the other two landscapes. When calculatingL2 distances, we again find that the landscape distancebetween days 1 and 2 and that between days 1 and 3are larger than the landscape distance between days 2and 3. From visual inspection, we see that this arisesfrom the fact that the day-1 landscape appears to have aclearer separation of short and high peaks than the land-scapes for the later days. Taken together, the results forthe landscapes of the average networks mirror our prior

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FIG. 11. Visualization of persistence landscapes based onaverage functional networks on days 1, 2, and 3 of the motor-learning task. The distance between the landscape for day 1and the other two landscapes is larger than that between thelandscapes for days 2 and 3. (The L2 distances between themare 18285 between the first and second days, 16513 betweenthe first and third days, and 19321 between the second andthird days.) We find short peaks at the beginning of the fil-tration for all three landscapes, and larger peaks begin earlierin the filtration on day 3 than on day 1.

results for the average landscapes.

V. CONCLUSION AND DISCUSSION

We have illustrated applications of persistent homol-ogy to functional networks constructed from time-seriesoutput of the Kuramoto model, null models constructedfrom the Kuramoto time series, and task-based fMRIdata from human subjects. In all cases, we observedthat non-persistent 1-loops occur at the beginning ofthe filtrations. Although such non-persistent featuresare commonly construed as noise in topological dataanalysis52,53, we observed that these features appear tobe consistent with prior segregations of the studied net-works into communities of densely-connected nodes. Inone case (the Fourier null model), we even found thatparticularly persistent features appear to be linked to anetwork with a weak intra-community synchronization.These very persistent features in the null model, thusmay represent noise. In other studies of PH using (differ-ent) null models31,51,57, it was also observed that the nullmodels often exhibit a richer topological structure thanthe empirical data. One could thus perhaps interpret thepersistent features in the Fourier null model as featuresof the null model rather than as noise. Our results onthe importance of non-persistent features match previ-ous observations for synthetic examples with barcodes

that consist of short intervals (which are commonly beconstrued as noise), but the differences between the cor-responding persistence landscapes for the various spacesare nevertheless statistically significant90. Our resultsare also consistent with the findings of a study on pro-tein structure using PH for which bars of any length inthe barcodes were equally important91. For weighted net-works, we suggest that when using a filtration based onedge weights, one needs to consider the actual birth anddeath times of filtration features (such as 1-loops) in addi-tion to their persistence to be able to determine whetherthey should be construed as part of noise or part of asignal. In particular, in the present paper, we observedthat the early appearance of 1-loops in a filtration areimportant distinguishing features of these data. Theymay also yield important insights on the geometry90 ofdata92.

We also found — both by calculating average per-sistence landscapes and studying landscapes of averagenetworks — that persistence landscapes for dimension 1of the weight rank clique filtration (WRCF) are able tocapture changes in the studied functional brain networksduring the process of learning a simple motor task. Be-cause we did not consider infinitely-persisting featuresand only included filtration steps 1–2600 when creatingthe landscapes, our result also suggests that the medium-lived (when compared to the the full filtration length)persistent 1-loops are able to capture changes in the net-work, so it is not always necessary to consider a fullWRCF to study the dynamics of a system. This obser-vation is similar to a finding in Bendich et al.33, who ob-served in their study that medium-scale barcode featureswere able to distinguish human brain artery networksfrom different age groups. This again suggests that per-sistence length should not be the only measure of signalversus noise when applying PH. We also found that thepersistent features that dominate the middle part of thefiltrations appear in earlier filtration steps on days 2 and3 of the experiment than they do on day 1, which sug-gests that interesting dynamics in synchronization pat-terns are captured by medium-lived bars in the middleof a barcode.

As in other biological contexts, where PH has been ap-plied successfully and has lead to new insights26,28–31,33,we find that PH can lead to fascinating insights aboutthe dynamics of a system. We were able not only todetect symptoms of previously observed community seg-regation, but we also found notable differences betweena setup with strong community structure (in the coupledKuramoto oscillators) and weakly synchronized commu-nities (in the associated null models). For the task-basedfMRI data, we found that we can detect symptoms ofcommunity structure over the three days (in the shortpeaks at the beginning of the landscapes) of the data aswell as changes in the 1-dimensional loops that appear onaverage in the functional networks. On average, most ofthese changes appear to take place on the second day ofthe learning task. In particular, brain regions that yield

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1-loops in the functional networks on days 2 and 3 seemto exhibit stronger synchronization on average than thosethat yield 1-loops on day 1. We obtained this observationboth by calculating average persistent landscapes of theWRCF performed on individual functional networks andby calculating persistent landscapes based on the WRCFperformed on average networks for each day. Althoughthe landscape distances between the average landscapesare not statistically significant, our similar observationsin both of our approaches suggest that our observationsindeed reflect the average dynamics of the system. Ourfindings on 1-dimensional loops thereby provide novel in-sights that complement previous studies of synchroniza-tion in functional brain networks. It would be desirableto repeat our study using larger data sets.

There is a known relation between homology and graphLaplacians93, and an interesting possible direction for fu-ture research would be to study possible connections be-tween graph Laplacians (and, more generally, spectralgraph theory) and our results on barcodes and persis-tence landscapes.

Using methods from topological data analysis forstudying networks has the important benefit of beingboth mathematically principled and generalizable. How-ever, for biological interpretation, it is necessary to in-clude information on the specific nodes that are part ofthe topological features such as loops. Moreover, theinterpretation of the results and importance of persis-tence versus position of a topological feature in the bar-code can differ depending on which type of filtration isemployed. Different topological features can also havedifferent levels of relevance for different dynamical sys-tems. For example, the occurrence of many medium-sized persistent features in the persistence landscape forthe Fourier null model is a symptom of the weak syn-chronization in the communities, whereas the medium-sized persistent bars capture increasing synchronizationin 1-loops for the task-based fMRI data. It would be in-teresting to apply WRCF (and other types of filtrations)to different synthetic networks with underlying commu-nities (e.g., using stochastic block models) to investigatesuch ideas further. Importantly, one should include boththe persistence and the position of topological featuresin analysis of PH. It would also be beneficial to com-bine topological tools with additional methods, such aspersistence images94, to determine the exact topologicalfeatures that are responsible for the detected differencesbetween the persistence landscapes of the different net-works.

In conclusion, we have shown that persistent homologyand persistence landscapes can be applied successfully tofunctional networks (from either experimental data ortime-series output of models), and that they can lead tofascinating insights, such as segregation of a network intocommunities and changes of network structure over time.

VI. ACKNOWLEDGEMENTS

The experimental data was collected originally byNicholas F. Wymbs and Scott T. Grafton through fund-ing from Public Health Service Grant NS44393, andwe thank Nicholas and Scott for access to the data.We thank Danielle S. Bassett for help in providing thedata, use of her Matlab code when we were debug-ging our code, and helpful discussions. We also thankPawel D lotko for useful discussions, his help with thePersistence Landscapes toolbox, and providing uswith new versions of his code during our work. Wealso thank Alex Arenas for helpful comments. BJSthanks the Berrow foundation for funding during herMSc degree, and BJS also gratefully acknowledges theEPSRC, MRC (grant number EP/G037280/1), and F.Hoffmann–La Roche AG for funding her doctoral stud-ies. HAH acknowledges funding from EPSRC FellowshipEP/K041096/1.

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Appendix A: Table with often-occurring brain regions in1-dimensional loops

In Table II, we indicate the brain regions that oftenoccur in 1-dimensional loops.

17

SUPPLEMENTAL INFORMATION

Appendix B: Topological background and definitions

We give a brief introduction to the mathematical con-cepts behind persistent homology (PH). For our presen-tation, we adapt and summarize the discussion from B.Stolz’s masters thesis83.

1. Simplicial complexes

One can represent the underlying structures of a topo-logical space by partitioning the space into smaller andtopologically simpler pieces, which carry the same aggre-gate topological information as the original space whenthey are assembled back together. One can choose eithereither a small number of complicated pieces or a largenumber of simple pieces. From a computational point ofview, the latter is preferable3.

A simple example for such a construction is the tetra-hedron in Euclidian space. The tetrahedron consists offour triangular faces that are each bounded by threeedges (which each connect two points). One can viewthe tetrahedron as a simplified version of a 2-sphere, asit carries the same topological properties (e.g., connect-edness and the enclosure of a hole) as the sphere. Simi-larly, one can imagine using triangles as building blocksto build more complicated constructions (e.g., ones thatresemble a torus or some other manifold).

To mathematically grasp these concepts, we need a fewdefinitions. For concreteness, we frame our discussionusing the space Rd with dimension d ∈ N.

Definition B.1 (affine combination and affine hull).Let U = {u0, u1, . . . , uk} be points in Rd. A pointx ∈ Rd is an affine combination of the points ui ∈ U ,with i ∈ {0, . . . , k}, if there exist λi ∈ R such that

i. x =∑ki=0 λiui ;

ii.∑ki=0 λi = 1 .

The set of all affine combinations of U is called the affinehull of U .

To ensure uniqueness of the affine combination, we in-troduce the following definition.

Definition B.2 (affinely independent). Let U ={u0, u1, . . . , uk} be points in Rd. The k + 1 pointsin U are said to be affinely independent if the vectors{ui − u0 : i ∈ {0, . . . , k}} are linearly independent.

For example, any two distinct points in R2 are affinely in-dependent. Similarly, any three points in R2 are affinelyindependent as long as they do not lie on the samestraight line.

Convex combinations and hulls are a special case ofaffine combinations.

Definition B.3 (convex combination and convex hull).

An affine combination x =∑ki=0 λiui is a convex com-

bination if λi ≥ 0 for all i ∈ {0, . . . , k}. The set of allconvex combinations of the points in U is called the con-vex hull of U .

Example B.1. A triangle spanned by three pointsu0, u1, u2 ∈ R2 is the convex hull of these points.

We can now define a k-simplex.

Definition B.4 (k-simplex ). A k-simplex σ =[u0, u1, . . . , uk] is the convex hull of the k + 1 affinelyindependent points u0, u1, . . . , uk ∈ Rd. One calls k thedimension of the simplex.

Example B.2. In Fig. 12, we show examples of sim-plices for the first few dimensions: a point is a 0-simplex,an edge is a 1-simplex, a triangle is a 2-simplex, and atetrahedron is a 3-simplex.

FIG. 12. From left to right, we show examples of a 0-simplex,a 1-simplex, a 2-simplex, and a 3-simplex. [We adapt theseexamples and the figure from [3].]

The lower-dimensional simplices from example B.2 arecontained in the higher-dimensional simplices, becausesubsets of affinely independent points are also affinelyindependent. The lower-dimensional simplices form so-called faces of the higher-dimensional objects.

Definition B.5 ((proper) faces and cofaces). A face τof a k-simplex σ is the convex hull of a subset V ⊆ U .Additionally, the face is proper if the subset relationshipis a proper one. If τ is a (proper) face, then σ is called a(proper) coface of τ .

Remark 1. We use the notation τ ≤ σ to denote a faceof σ, and we use τ < σ to denote a proper face of σ.

Recalling the building blocks that we described at thebeginning of this Supplementary Information, we canask whether it is only possible to build shapes us-ing 2-simplices (i.e., triangles) or whether one one canalso combine these simplices with higher-dimensional orlower-dimensional simplices. A (permissible) shape builtfrom a combination of simplices is called a simplicial com-plex. To construct a simplicial complex, one needs tofollow a set of minimal rules:

Definition B.6 (simplicial complex ). A simplicial com-plex is a finite collection of simplices Σ such that

18

TABLE II. Loops that consist of edges that occur in loops of functional networks at least 50 times over all subjects. We listthe loops that we find in the left column. (We start with one of the nodes, which we choose arbitrarily, and end with the nodethat is adjacent to the starting node in the loop.) We denote an occurrence of a loop on a specific day with the symbol x in thetable and present variations of the loop that we interpret as representing the same loop. We use the following abbreviationsfor the brain regions:l: left; r: right; ant: anterior; post: posterior; AnGy: Angular gyrus; CinGy: Cingulate gyrus; COC: Central opercular cortex;FOC: Frontal operculum cortex; FMedC: Frontal medial cortex; FP: Frontal pole; HG: Heschl’s gyrus; IC: Insular cortex;InfFGyPT: Inferior frontal gyrus pars triangularis; IntCalC: Intracalcrine cortex; LinGy: Lingual gyrus; OFG Occipial fusiformgyrus; OFC: Orbital frontal cortex; OP: Occipial pole; PaCinGy: Paracingulate gyrus; ParOpC: Parietal operculum cortex;PHGy: Parahippocampal gyrus; PostGy: Postcentral gyrus; PP: Planum polare; PreGy: Precentral gyrus; PT: Planum tempo-rale; Put: Putamen; SupCalC: Supercalcrine Cortex; SuppMA: Supplemental motor area; SupMargGy: Supramarginal gyrus;SupPL: Superior parietal lobule; SupTempGy: Superior temporal gyrus; InfFGyPO: Inferior frontal gyrus pars opercularis;MTGy: Middle temporal gyrus.

Loop Day 1 Day 2 Day 3

–lSuppMA–rSuppMA–rPreGy–lPreGy– x x x–lOFG–lOP–rOP–rOFG– x x x–lSupTempGy ant–lPP–lHG–lPT–lSupTemGy post– x x x–lIC–rIC–rPP–lPP– x variant: –rIC–rPP–lPP–

lHG–lCOC–lIC–variant: –rIC–rPP–rHG–lPP–lIC–

–rIC–lIC–lPut–rPut– x x x–lIntCalC–lLinGy–lOFG–rOFG–rLinGy–rIntCalC–rSupCalC–lSupCalC–

x variant: –lIntCalC–lLinGy–rLinGy–rIntCalC–

–lFP–lPaCinGy–rPaCinGy–rFP– x x–rPP–lPP–lHG–lCOC–lIC–lFOC–lInfFGyPO–lInfFGyPT–lFP–LSuppMA–lPreGy–RPreGy–rPostGy–rSupMargGyAnt–rParOpC–rPT–rSupTempGy post–rSupTempGy ant–

x variant: –rPP–rHG–rPT–rSupTempGy post–rSupTempGy ant–

–rOFG–lOFG–lLinGy–rLinGy– x–lPaCinGy–rPaCinGy–rCinGy ant–lCinGy ant– x–lFP–lFMedC–rFMedC–rFP– x–lIC–lCOC–lHG–lPP– x–lPHGy ant–lPHGy–rPHGy–rPHGy ant– x–lInfFGyPT–lInfFGyPO–lFOC–lIC–lPP–lSupTempGyant–lSupTemGy post–lMTGy post–lMTGy ant–lFP–lOFC–

x

–rSupPL–rSupMargGy post–rSupMargGy ant–rPostGy–RPreGy–

x

–rPostGy–rSupPL–lSupPL–lSupMargGy ant–rSupMargGyAnt–

x

–lIntCalC–lLinGy–rLinGy–rIntCalC– x–lSupMargGy post–lAnGy–rAnGy–rSupMargGy post–rSupMargGy ant–lSupMargGy ant–

x

–lPT–lHG–lPP–lSupTempGy ant–lSupTemGy post– x

Total number of loops 7 12 13

i. if σ ∈ Σ and τ ≤ σ, then τ ∈ Σ ;ii. if σ, σ ∈ Σ, then the intersection of both simplices is

either the empty set or a face of both.

In Fig. 13, we show several examples of simplicial com-plexes and one example that is not a simplicial complex.Example (a) illustrates that simplicial complexes are notnecessarily the same as simplices. The three edges donot form a 2-simplex, but they do form a simplicial com-plex that consists of 1-simplices. In examples (b) and(c), all 1-simplices and 2-simplices are connected by 0-simplices. Example (d) is a collection of simplices thatviolates the definition of a simplicial complex, becausethe intersection between the two triangles does not con-sist of a complete edge. Note that any combination of

the three simplicial complexes (a), (b), and (c) is also asimplicial complex.

We take the dimension of Σ to be the dimension ofits highest-dimensional simplex. One can use simplicialcomplexes to represent topological spaces if there exists ahomeomorphism between the simplicial complex and thetopological space. Only then can one be sure that topo-logical properties such as connectedness are preserved.

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(a) (b) (c) (d)

FIG. 13. Panels (a), (b), and (c) give examples of simplicial complexes. The collection of simplices in panel (d) is not asimplicial complex. We use colors to indicate 2-simplices.

2. Homology and Betti numbers

Homology is a formal way of quantitatively detectingholes in topological spaces. These holes are quantifiedby classifying the space that surrounds them. For ex-ample, one measures 1-dimensional holes in a torus byconsidering loops on its surface. One then classifies theminto different types according to whether they can be de-formed into each other by bending and stretching or not.In this way, one can distinguish a 2-sphere from a torusby capturing the fact it that is possible to contract any 1-dimensional loop on the sphere to a point, whereas thereare two distinct loops on the torus surface that cannot bedeformed continuously into each other. These loops alsocannot be contracted to a point, because they surrounddifferent holes.

Although homology is not the only formalism that canbe used for distinguishing two shapes, it currently has thefastest algorithms for computing it3. Homology groups,which are topological invariants of a space, and Bettinumbers (which are derived from them) play a key rolein computing homology. Homology groups detect holesin a topological space, and Betti numbers give a way tocount the number of holes or distinct loops in that space.

We start constructing homology groups by looking atformal sums of simplices.

Definition B.7 (p-chain). Let Σ be a simplicial com-plex, let p be a given dimension, and let G be an Abeliangroup. A p-chain

c =∑i∈I

aiσi (B1)

is a so-called “formal sum”? of p-simplices in Σ, whereai ∈ G are coefficients, σi are p-simplices, and I is anindex set.

In computational topology, the employed commutativegroup G is usually Z/2Z, which has the advantage thatone can regard p-chains as subsets of the set of all p-simplices in Σ by assigning the coefficient 1 to simplicesthat form part of the subset and the coefficient 0 to thosethat are not in the subset. Moreover, because Z/2Z isalso a field, one can also think of p-chains as elements of

a vector space. We use Cp = Cp(Σ) to denote the set ofall p-chains of a simplicial complex Σ.

One defines the summation of two p-chains, c =∑i∈I aiσi and c′ =

∑i∈I biσi, on Σ in a componentwise

manner:

c+ c′ =∑i∈I

(ai + bi)σi . (B2)

It then follows that p-chains form an Abelian group.When working with coefficients from Z/2Z, the sum oftwo p-chains results in summing all p-simplices in whichthe two original p-chains differ. The p-simplices that thetwo p-chains have in common are present in the sumtwice, and these contributions vanish by the propertiesof addition on Z/2Z.

The following definition will help relate the differentp-chain groups of a simplicial complex.

Definition B.8 (boundary of a p-simplex). The bound-ary ∂pσ of a p-simplex σ = [u0, u1, . . . , up] is the formalsum of its (p− 1)-dimensional faces:

∂pσ =

p∑j=0

[u0, . . . , uj , . . . , up] , (B3)

where uj denotes the point that is not included whenspanning the simplex.

We can extend this definition to p-chains in a naturalway by defining the boundary of a p-chain c =

∑i∈I aiσi

as ∂c =∑i∈I ai∂σi.

We can now construct a family of boundary homo-morphisms ∂p between the different groups of p-chainsof a simplicial complex by mapping p-simplices to theirboundaries:

. . .∂p+2−→ Cp+1

∂p+1−→ Cp∂p−→ Cp−1

∂p−1−→ . . .∂1−→ C0 ,

c 7−→ ∂c .

By construction, taking the boundary of a p-chain satis-fies the property ∂p(c+ c′) = ∂pc+ ∂pc

′. Therefore, ∂p isa homomorphism. Such a sequence of chains and homo-morphisms is called a chain complex. One can show3?

that the following theorem holds for boundary homomor-phisms in a chain complex:

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Theorem B.1. Let d ∈ Cp+1. It follows that

∂p∂p+1d = 0 . (B4)

For simplicity, we often denote the boundary homo-morphism by ∂. In other words, we omit the specificationof p. Two subgroups of (Cp,+), together with boundaryhomomorphisms and their property from Theorem B.1,form the main ingredients in constructing the homologygroup of a simplicial complex.

Definition B.9 (p-cycle). A p-cycle is an element ofZp = ker ∂p, where ker ∂p denotes the kernel of ∂p.

We denote the set of p-cycles as Zp, and we observe that(Zp,+) is a subgroup of (Cp,+).

Definition B.10 (p-boundary). A p-boundary is an ele-ment of Bp = Im ∂p+1, where Im ∂p+1 denotes the imageof ∂p+1.

We denote the set of p-boundaries as Bp, and we observethat (Bp,+) is a subgroup of (Cp,+).

Using Theorem B.1, one can now relate the cycle andboundary subgroups to each other. From Theorem B.1,it follows that ∂p(Im ∂p+1) = 0, so Bp ⊆ Zp. One canthen show that Bp is indeed a subgroup of Zp.

Note that 1-dimensional loops behave differently fromother edges. Edges are mapped to their end nodes by ∂1,but every node in a 1-loop occurs as the boundary of twoedges and thus sums to 0 over Z/2Z.

We now have come very close to our goal of being ableto count holes of a topological space via loops. Thusfar, we have identified that the boundary subgroup Bpincludes loops, but Bp may also contain the boundariesof higher-dimensional chains. To isolate the loops fromthe boundaries, we define the pth homology group of asimplex.

Definition B.11 (pth homology group). The pth homol-ogy group Hp of a simplicial complex Σ is the quotientgroup of the group of p-cycles Zp modulo the group ofboundaries Bp. That is,

Hp = Zp/Bp .

Two p-cycles in the pth homology group are construedas different if they differ by more than just a boundary.Otherwise, the quotient group treats them as belongingto the same homology class. Every hole of dimensionp in a simplicial complex is surrounded by at least onep-cycle in the homology group. Counting the numberof classes in Hp thus gives an estimate of the numberof p-dimensional loops of a simplicial complex. However,loops that surround the same hole are counted separately.A solution is to count the minimal number of elementsthat are needed to generate the group. This motivatesthe definition of pth Betti number.

Definition B.12 (pth Betti number). The pth Bettinumber βp of a simplicial complex is

βp = rank Hp .Recall that we are working with coefficients from Z/2Z.

This turns the set of p-cycles into a vector space, so wecan think of the homology group Hp as a quotient vectorspace. The pth Betti number is then given by the di-mension of this vector space. One can interpret the firstthree Betti numbers (β0, β1, and β2) to represent, respec-tively, the number of connected components, the numberof 1-dimensional loops, and the number of 2-dimensionalholes in a simplicial complex.

3. Filtrations

We first define what we mean by a “subcomplex” of asimplicial complex Σ.

Definition B.13 (subcomplex of a simplicial complex).A subcomplex of a simplicial complex is a subset of sim-plices that satisfy the properties of a simplicial complex.

We can now build sequences of simplicial complexes thatform subcomplexes of each other.

Definition B.14 (filtration). A filtration of a simplicialcomplex Σ is a nested sequence of subcomplexes startingwith the empty complex ∅ and ending with the entiresimplicial complex:

∅ = Σ0 ⊆ Σ1 ⊆ Σ2 ⊆ · · · ⊆ Σk = Σ . (B5)

Observe that one can define natural inclusion maps ij :Σj ↪−→ Σj+1 along the filtration.

In a filtration, one is interested in determining (1) whenprominent features (e.g., a homology class) first appearand (2) if and when those features disappear.

Definition B.15 (birth and death of a homology class,persistence). A homology class h ∈ Hp(Σ) is born at Σmif h is an element of Hp(Σm) but is not in the image ofthe inclusion map im−1 : Σm−1 ↪−→ Σm.

A homology class g ∈ Hp(Σ) dies entering Σn if g isan element of Hp(Σn−1) but is not in the image of theinclusion map in−1 : Σn−1 ↪−→ Σn.

Let mh denote the filtration step at which h is born, andlet nh denote the filtration step at which h dies. One thendefines the persistence of a homology class h ∈ Hp(Σ) as

ph = nh −mh .