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Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Alessandro Rinaldo , Larry Wasserman

We develop a novel exploratory tool for non-Euclidean object data based on data depth, extending the celebrated Tukey's depth for Euclidean data. The proposed metric halfspace depth, applicable to data objects in a general metric space,…

Methodology · Statistics 2021-09-02 Xiongtao Dai , Sara Lopez-Pintado

We propose a new notion called `extremal depth' (ED) for functional data, discuss its properties, and compare its performance with existing concepts. The proposed notion is based on a measure of extreme `outlyingness'. ED has several…

Methodology · Statistics 2015-11-03 Naveen N. Narisetty , Vijayan N. Nair

Existing uncertainty modeling approaches try to detect an out-of-distribution point from the in-distribution dataset. We extend this argument to detect finer-grained uncertainty that distinguishes between (a). certain points, (b). uncertain…

Machine Learning · Computer Science 2020-02-12 Rahul Soni , Naresh Shah , Jimmy D. Moore

We initiate the rigorous study of classification in semimetric spaces, which are point sets with a distance function that is non-negative and symmetric, but need not satisfy the triangle inequality. For metric spaces, the doubling dimension…

Machine Learning · Computer Science 2015-02-24 Lee-Ad Gottlieb , Aryeh Kontorovich

Critical points mark locations in the domain where the level-set topology of a scalar function undergoes fundamental changes and thus indicate potentially interesting features in the data. Established methods exist to locate and relate such…

Human-Computer Interaction · Computer Science 2023-08-11 Dominik Vietinghoff , Michael Böttinger , Gerik Scheuermann , Christian Heine

We introduce diffusion means as location statistics on manifold data spaces. A diffusion mean is defined as the starting point of an isotropic diffusion with a given diffusivity. They can therefore be defined on all spaces on which a…

Methodology · Statistics 2021-03-02 Pernille Hansen , Benjamin Eltzner , Stefan Sommer

In this work, we propose a novel framework for estimating the dimension of the data manifold using a trained diffusion model. A diffusion model approximates the score function i.e. the gradient of the log density of a noise-corrupted…

Machine Learning · Computer Science 2023-05-26 Jan Stanczuk , Georgios Batzolis , Teo Deveney , Carola-Bibiane Schönlieb

A method for extracting multiscale geometric features from a data cloud is proposed and analyzed. The basic idea is to map each pair of data points into a real-valued feature function defined on $[0,1]$. The construction of these feature…

Statistics Theory · Mathematics 2019-12-16 Gabriel Chandler , Wolfgang Polonik

Functional depth is used for ranking functional observations from most outlying to most typical. The ranks produced by functional depth have been proposed as the basis for functional classifiers, rank tests, and data visualization…

Methodology · Statistics 2016-11-02 James P. Long , Jianhua Z. Huang

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…

Functional Analysis · Mathematics 2024-05-08 E. D. Kosov , V. N. Temlyakov

The angular halfspace depth (ahD) is a natural modification of the celebrated halfspace (or Tukey) depth to the setup of directional data. It allows us to define elements of nonparametric inference, such as the median, the inter-quantile…

Statistics Theory · Mathematics 2024-02-14 Stanislav Nagy , Petra Laketa

We study the statistical complexity of estimating partition functions given sample access to a proposal distribution and an unnormalized density ratio for a target distribution. While partition function estimation is a classical problem,…

Machine Learning · Statistics 2026-03-02 Adam Block , Abhishek Shetty

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

When building a geometric scene understanding system for autonomous vehicles, it is crucial to know when the system might fail. Most contemporary approaches cast the problem as depth regression, whose output is a depth value for each pixel.…

Computer Vision and Pattern Recognition · Computer Science 2019-12-16 Gengshan Yang , Peiyun Hu , Deva Ramanan

We introduce the concept of maximum probability domains (MPDs), developed in the context of the analysis of electronic densities, in the study of the microscopic spatial structures of liquids. The idea of locating a particle in a three…

Chemical Physics · Physics 2015-06-22 Federica Agostini , Giovanni Ciccotti , Andreas Savin , Rodolphe Vuilleumier

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…

Applications · Statistics 2018-11-06 Xudong Zhang

Tukey depth, aka halfspace depth, has attracted much interest in data analysis, because it is a natural way of measuring the notion of depth relative to a cloud of points or, more generally, to a probability measure. Given an i.i.d. sample,…

Statistics Theory · Mathematics 2017-02-10 Victor-Emmanuel Brunel