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We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution,…

Statistics Theory · Mathematics 2023-06-19 Joni Virta

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…

Methodology · Statistics 2021-07-30 Gery Geenens , Alicia Nieto-Reyes , Giacomo Francisci

Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…

Statistics Theory · Mathematics 2026-03-11 Giacomo Francisci , Claudio Agostinelli

Data depth is a concept in multivariate statistics that measures the centrality of a point in a given data cloud in $\IR^d$. If the depth of a point can be represented as the minimum of the depths with respect to all one-dimensional…

Computation · Statistics 2020-07-17 Rainer Dyckerhoff , Pavlo Mozharovskyi , Stanislav Nagy

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…

Statistics Theory · Mathematics 2016-05-17 Michael Burr , Robert Fabrizio

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…

Computational Geometry · Computer Science 2019-05-28 Rasoul Shahsavarifar

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…

Machine Learning · Statistics 2025-07-14 Arturo Castellanos , Pavlo Mozharovskyi

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…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

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

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…

Methodology · Statistics 2020-02-24 Pierre Lafaye de Micheaux , Pavlo Mozharovskyi , Myriam Vimond

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…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

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…

Statistics Theory · Mathematics 2021-05-28 George Wynne , Stanislav Nagy

During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…

Methodology · Statistics 2015-08-18 Peter J. Rousseeuw , Mia Hubert

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…

Methodology · Statistics 2021-05-06 Karl Mosler , Pavlo Mozharovskyi

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.…

Methodology · Statistics 2018-07-06 Carlo Sguera , Rosa E. Lillo

In 1975 John Tukey proposed a multivariate median which is the 'deepest' point in a given data cloud in R^d. Later, in measuring the depth of an arbitrary point z with respect to the data, David Donoho and Miriam Gasko considered…

Statistics Theory · Mathematics 2017-12-18 Karl Mosler

Object data analysis is concerned with statistical methodology for datasets whose elements reside in an arbitrary, unspecified metric space. In this work we propose the object shape, a novel measure of shape/symmetry for object data. The…

Statistics Theory · Mathematics 2023-12-19 Joni Virta

While monocular depth estimation (MDE) is an important problem in computer vision, it is difficult due to the ambiguity that results from the compression of a 3D scene into only 2 dimensions. It is common practice in the field to treat it…

Computer Vision and Pattern Recognition · Computer Science 2022-12-01 Dylan Auty , Krystian Mikolajczyk

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla

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…

Machine Learning · Statistics 2020-02-14 Guillaume Staerman , Pavlo Mozharovskyi , Stephan Clémençon
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