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A data depth measures the centrality of a point with respect to an empirical distribution. Postulates are formulated, which a depth for functional data should satisfy, and a general approach is proposed to construct multivariate data depths…

Methodology · Statistics 2018-01-31 Karl Mosler , Yulia Polyakova

The ongoing exponential rise in recording capacity calls for new approaches for analysing and interpreting neural data. Effective dimensionality has emerged as an important property of neural activity across populations of neurons, yet…

Neurons and Cognition · Quantitative Biology 2021-08-30 Mehrdad Jazayeri , Srdjan Ostojic

As a measure for the centrality of a point in a set of multivariate data, statistical depth functions play important roles in multivariate analysis, because one may conveniently construct descriptive as well as inferential procedures…

Methodology · Statistics 2017-10-12 Xiaohui Liu , Yuanyuan Li

We investigate compressibility of the dimension of positive semidefinite matrices while approximately preserving their pairwise inner products. This can either be regarded as compression of positive semidefinite factorizations of…

Quantum Physics · Physics 2016-05-06 Cyril J. Stark , Aram W. Harrow

Learning faithful graph representations as sets of vertex embeddings has become a fundamental intermediary step in a wide range of machine learning applications. The quality of the embeddings is usually determined by how well the geometry…

Machine Learning · Computer Science 2021-05-13 Federico López , Beatrice Pozzetti , Steve Trettel , Anna Wienhard

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension…

Numerical Analysis · Mathematics 2024-12-20 Ilse C. F. Ipsen , Arvind K. Saibaba

In this paper the geometric mean of partial positive definite matrices with missing entries is considered. The weighted geometric mean of two sets of positive matrices is defined, and we show whether such a geometric mean holds certain…

Functional Analysis · Mathematics 2018-11-05 Hayoung Choi , Sejong Kim , Yuanming Shi

Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the statistical inference of precision matrices for…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Yumou Qiu , Qiwei Yao , Tao Zou

Functional depth is the functional data analysis technique that orders a functional data set. Unlike the case of data on the real line, defining this order is non-trivial, and particularly, with functional data, there are a number of…

Methodology · Statistics 2022-06-29 Alicia Nieto-Reyes , John A. D. Aston

Deep matrix factorizations (deep MFs) are recent unsupervised data mining techniques inspired by constrained low-rank approximations. They aim to extract complex hierarchies of features within high-dimensional datasets. Most of the loss…

Machine Learning · Computer Science 2023-01-26 Pierre De Handschutter , Nicolas Gillis

Data depth proves successful in the analysis of multivariate data sets, in particular deriving an overall center and assigning ranks to the observed units. Two key features are: the directions of the ordering, from the center towards the…

Methodology · Statistics 2016-01-26 Claudio Agostinelli

Recovering a dense depth image from sparse LiDAR scans is a challenging task. Despite the popularity of color-guided methods for sparse-to-dense depth completion, they treated pixels equally during optimization, ignoring the uneven…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Yufan Zhu , Weisheng Dong , Leida Li , Jinjian Wu , Xin Li , Guangming Shi

We introduce an intrinsic estimator for the scalar curvature of a data set presented as a finite metric space. Our estimator depends only on the metric structure of the data and not on an embedding in $\mathbb{R}^n$. We show that the…

Machine Learning · Statistics 2023-08-14 Abigail Hickok , Andrew J. Blumberg

The Riemannian metric on the manifold of positive definite matrices is defined by a kernel function $\phi$ in the form $K_D^\phi(H,K)=\sum_{i,j}\phi(\lambda_i,\lambda_j)^{-1} Tr P_iHP_jK$ when $\sum_i\lambda_iP_i$ is the spectral…

Mathematical Physics · Physics 2008-11-08 F. Hiai , D. Petz

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…

Machine Learning · Computer Science 2022-01-21 Morgane Goibert , Stéphan Clémençon , Ekhine Irurozki , Pavlo Mozharovskyi

To gain insight into the mechanisms behind machine learning methods, it is crucial to establish connections among the features describing data points. However, these correlations often exhibit a high-dimensional and strongly nonlinear…

Machine Learning · Computer Science 2025-03-04 Lorenzo Basile , Santiago Acevedo , Luca Bortolussi , Fabio Anselmi , Alex Rodriguez

Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth…

Methodology · Statistics 2024-05-27 Hyemin Yeon , Xiongtao Dai , Sara Lopez-Pintado

This survey contains a selection of topics unified by the concept of positive semi-definiteness (of matrices or kernels), reflecting natural constraints imposed on discrete data (graphs or networks) or continuous objects (probability or…

Classical Analysis and ODEs · Mathematics 2019-11-13 Alexander Belton , Dominique Guillot , Apoorva Khare , Mihai Putinar

Traditional methods employed in matrix volatility forecasting often overlook the inherent Riemannian manifold structure of symmetric positive definite matrices, treating them as elements of Euclidean space, which can lead to suboptimal…

Computational Finance · Quantitative Finance 2024-12-13 Andrea Bucci , Michele Palma , Chao Zhang

Many measurements in computer vision and machine learning manifest as non-Euclidean data samples. Several researchers recently extended a number of deep neural network architectures for manifold valued data samples. Researchers have…

Machine Learning · Statistics 2020-04-07 Rudrasis Chakraborty