A fully data-driven method for estimating the shape of a point cloud
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Abstract: Given a random sample of points from some unknown distribution, we propose a new data-driven method for estimating its probability support . Under the mild assumption that is -convex, the smallest -convex set which contains the sample points is the natural estimator. The main problem for using this estimator in practice is that is an unknown geometric characteristic of the set . A stochastic algorithm is proposed for selecting it from the data under the hypothesis that the sample is uniformly generated. The new data-driven reconstruction of is able to achieve the same convergence rates as the convex hull for estimating convex sets, but under a much more flexible smoothness shape condition. The practical performance of the estimator is illustrated through a real data example and a simulation study.
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Cited in
(19)- Methods for estimation of convex sets
- Rolling-ball method for estimating the boundary of the support of a point-process intensity. (Méthode de roulement pour l'estimation de la frontière du support de l'intensité d'un processus ponctuel)
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