Choosing among notions of multivariate depth statistics

K Mosler, P Mozharovskyi - Statistical Science, 2022 - projecteuclid.org
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 …

Statistical depth in abstract metric spaces

G Geenens, A Nieto-Reyes, G Francisci - Statistics and Computing, 2023 - Springer
The concept of depth has proved very important for multivariate and functional data analysis,
as it essentially acts as a surrogate for the notion of ranking of observations which is absent …

Spatial depth for data in metric spaces

J Virta - arXiv preprint arXiv:2306.09740, 2023 - arxiv.org
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 …

Robust embedding and outlier detection of metric space data

L Heinonen, H Nyberg, J Virta - Available at SSRN 4843119, 2024 - papers.ssrn.com
A new method for embedding metric space or kernel data, called robust kernel point
projection (RKPP), is presented. It is based on a robust generalization of multidimensional …

Level sets of depth measures in abstract spaces

A Cholaquidis, R Fraiman, L Moreno - Test, 2023 - Springer
The lens depth of a point has been recently extended to general metric spaces, which is not
the case for most depths. It is defined as the probability of being included in the intersection …

Statistical inference on unknown manifolds

C Berenfeld - 2022 - theses.hal.science
In high-dimensional statistics, the manifold hypothesis presumes that the data lie near low-
dimensional structures, called manifolds. This assumption helps explain why machine …

Metric statistics: Exploration and inference for random objects with distance profiles

P Dubey, Y Chen, HG Müller - The Annals of Statistics, 2024 - projecteuclid.org
The Supplement contains proofs and auxiliary results, additional simulations for the two-
sample test, additional simulations for distance profiles and transport ranks for multimodal …

Metric Oja Depth, New Statistical Tool for Estimating the Most Central Objects

V Zamanifarizhandi, J Virta - arXiv preprint arXiv:2411.11580, 2024 - arxiv.org
The Oja depth (simplicial volume depth) is one of the classical statistical techniques for
measuring the central tendency of data in multivariate space. Despite the widespread …

Measure of shape for object data

J Virta - arXiv preprint arXiv:2312.11378, 2023 - arxiv.org
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 …

Combining Statistical Depth and Fermat Distance for Uncertainty Quantification

HV Nguyen, F Gamboa, R Chhaibi, S Zhang… - arXiv preprint arXiv …, 2024 - arxiv.org
We measure the Out-of-domain uncertainty in the prediction of Neural Networks using a
statistical notion called``Lens Depth''(LD) combined with Fermat Distance, which is able to …