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Given measurements of a linear time-invariant system, the McMillan degree is the dimension of the smallest such system that reproduces these observed dynamics. Using impulse response measurements where the system has been started in some…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
With the ubiquity of sensors in the IoT era, statistical observations are becoming increasingly available in the form of massive (multivariate) time-series. Formulated as unsupervised anomaly detection tasks, an abundance of applications…
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…
We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we are interested in the probabilities of observing specific…
The intuition that a long history is required for the emergence of complexity in natural systems is formalized using the notion of depth. The depth of a system is defined in terms of the number of parallel computational steps needed to…
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…
Bayesian networks are one of the most widely used classes of probabilistic models for risk management and decision support because of their interpretability and flexibility in including heterogeneous pieces of information. In any applied…
We present a new fast approximate algorithm for Tukey (halfspace) depth level sets and its implementation-ABCDepth. Given a $d$-dimensional data set for any $d\geq 1$, the algorithm is based on a representation of level sets as…
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…
The utilization of statistical methods an their applications within the new field of study known as Topological Data Analysis has has tremendous potential for broadening our exploration and understanding of complex, high-dimensional data…
We present canonical quantiles and depths for directional data following a distribution which is elliptically symmetric about a direction $\mu$ on the sphere $\mathcal{S}^{d-1}$. Our approach extends the concept of Ley et al. [1], which…
Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…
Classical multivariate statistics measures the outlyingness of a point by its Mahalanobis distance from the mean, which is based on the mean and the covariance matrix of the data. A multivariate depth function is a function which, given a…
Data depth is a statistical function that generalizes order and quantiles to the multivariate setting and beyond, with applications spanning over descriptive and visual statistics, anomaly detection, testing, etc. The celebrated halfspace…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
Data depth is a well-known and useful nonparametric tool for analyzing functional data. It provides a novel way of ranking a sample of curves from the center outwards and defining robust statistics, such as the median or trimmed means. It…
Starting with Tukey's pioneering work in the 1970's, the notion of depth in statistics has been widely extended especially in the last decade. These extensions include high dimensional data, functional data, and manifold-valued data. In…
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 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…