Related papers: Regularized Halfspace Depth for Functional Data
We introduce a novel projection depth for data lying in a general Hilbert space, called the regularized projection depth, with a focus on functional data. By regularizing projection directions, the proposed depth does not suffer from the…
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…
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,…
There has been extensive work on data depth-based methods for robust multivariate data analysis. Recent developments have moved to infinite-dimensional objects such as functional data. In this work, we propose a new notion of depth, the…
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 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…
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…
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…
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 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…
Data depth is an efficient tool for robustly summarizing the distribution of functional data and detecting potential magnitude and shape outliers. Commonly used functional data depth notions, such as the modified band depth and extremal…
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 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…
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…
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…
Determining the representativeness of a point within a data cloud has recently become a desirable task in multivariate analysis. The concept of statistical depth function, which reflects centrality of an arbitrary point, appears to be…
This paper studies how to generalize Tukey's depth to problems defined in a restricted space that may be curved or have boundaries, and to problems with a nondifferentiable objective. First, using a manifold approach, we propose a broad…
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…
Tukey's depth offers a powerful tool for nonparametric inference and estimation, but also encounters serious computational and methodological difficulties in modern statistical data analysis. This paper studies how to generalize and compute…
Tukey's depth (or halfspace depth) is a widely used measure of centrality for multivariate data. However, exact computation of Tukey's depth is known to be a hard problem in high dimensions. As a remedy, randomized approximations of Tukey's…