Related papers: Statistical Depth for Big Functional Data with App…
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…
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…
Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…
Statistical analysis of functional data is challenging due to their complex patterns, for which functional depth provides an effective means of reflecting their ordering structure. In this work, we investigate practical aspects of the…
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…
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…
The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which is absent in more than one dimension. Motivated by the rapid…
The main focus of this work is on providing a formal definition of statistical depth for functional data on the basis of six properties, recognising topological features such as continuity, smoothness and contiguity. Amongst our depth…
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…
A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional framework. A functional data depth can be global or local.…
Laboratory scientists are well equipped with statistical tools for univariate data, yet many phenomena of scientific interest are time-variant or otherwise multidimensional. Functional data analysis is one way of approaching such data: by…
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…
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…
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…
In this article we introduce a notion of depth functions for data types that are not given in standard statistical data formats. We focus on data that cannot be represented by one specific data structure, such as normed vector spaces. This…
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…
The statistical rank tests play important roles in univariate non-parametric data analysis. If one attempts to generalize the rank tests to a multivariate case, the problem of defining a multivariate order will occur. It is not clear how to…
John W. Tukey (1975) defined statistical data depth as a function that determines centrality of an arbitrary point with respect to a data cloud or to a probability measure. During the last decades, this seminal idea of data depth evolved…
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…
Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…