Related papers: The deepest point for distributions in infinite di…
Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…
The concept of data depth leads to a center-outward ordering of multivariate data, and it has been effectively used for developing various data analytic tools. While different notions of depth were originally developed for finite…
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…
Centrality descriptors are widely used to rank nodes according to specific concept(s) of importance. Despite the large number of centrality measures available nowadays, it is still poorly understood how to identify the node which can be…
In 1975 John Tukey proposed a multivariate median which is the 'deepest' point in a given data cloud in R^d. Later, in measuring the depth of an arbitrary point z with respect to the data, David Donoho and Miriam Gasko considered…
Data depths are score functions that quantify in an unsupervised fashion how central is a point inside a distribution, with numerous applications such as anomaly detection, multivariate or functional data analysis, arising across various…
Data depth is a concept in multivariate statistics that measures the centrality of a point in a given data cloud in $\IR^d$. If the depth of a point can be represented as the minimum of the depths with respect to all one-dimensional…
Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
The spatial distribution has been widely used to develop various nonparametric procedures for finite dimensional multivariate data. In this paper, we investigate the concept of spatial distribution for data in infinite dimensional Banach…
The concept of median/consensus has been widely investigated in order to provide a statistical summary of ranking data, i.e. realizations of a random permutation $\Sigma$ of a finite set, $\{1,\; \ldots,\; n\}$ with $n\geq 1$ say. As it…
For computing the exact value of the halfspace depth of a point w.r.t. a data cloud of $n$ points in arbitrary dimension, a theoretical framework is suggested. Based on this framework a whole class of algorithms can be derived. In all of…
For multivariate data, Tukey's half-space depth is one of the most popular depth functions available in the literature. It is conceptually simple and satisfies several desirable properties of depth functions. The Tukey median, the…
Statistical depth is the act of gauging how representative a point is compared to a reference probability measure. The depth allows introducing rankings and orderings to data living in multivariate, or function spaces. Though widely applied…
For any given partial order in a $d$-dimensional euclidean space, under mild regularity assumptions, we show that the intersection of closed (generalized) intervals containing more than 1/2 of the probability mass, is a non-empty compact…
The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…
The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…
The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…
The halfspace depth is a well studied tool of nonparametric statistics in multivariate spaces, naturally inducing a multivariate generalisation of quantiles. The halfspace depth of a point with respect to a measure is defined as the infimum…
We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution,…