Permutations as Angular Data: Efficient Inference in Factorial Spaces

Abstract

Distributions over permutations arise in applications ranging from multi-object tracking to ranking of instances. The difficulty of dealing with these distributions is caused by the size of their domain, which is factorial in the number of considered entities ($n!$). It makes the direct definition of a multinomial distribution over permutation space impractical for all but a very small $n$. In this work we propose an embedding of all $n!$ permutations for a given $n$ in a surface of a hyper sphere defined in $\mathbbm{R}^{(n-1)}$. As a result of the embedding, we acquire ability to define continuous distributions over a hyper sphere with all the benefits of directional statistics. We provide polynomial time projections between the continuous hyper sphere representation and the $n!$-element permutation space. The framework provides a way to use continuous directional probability densities and the methods developed thereof for establishing densities over permutations. As a demonstration of the benefits of the framework we derive an inference procedure for a state-space model over permutations. We demonstrate the approach with simulations on a large number of objects hardly manageable by the state of the art inference methods, and an application to a real flight traffic control dataset.