Distance-based depths for directional data

DOI10.1002/CJS.11479MaRDI QIDQ4960935zbMATH OpenOpenAlexWikidataFDO

Authors Giuseppe Pandolfo, Davy Paindaveine, Giovanni C. Porzio

Publication date 24 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.00080

zbMATH Keywords

arc distance depthchord distance depthcosine distance depthhyperspheresspherical locationstatistical depthsupervised classification

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11)

Abstract: Directional data are constrained to lie on the unit sphere of~$mathbb{R}^q$ for some~$qgeq2$. To address the lack of a natural ordering for such data, depth functions have been defined on spheres. However, the depths available either lack flexibility or are so computationally expensive that they can only be used for very small dimensions~$q$. In this work, we improve on this by introducing a class of distance-based depths for directional data. Irrespective of the distance adopted, these depths can easily be computed in high dimensions too. We derive the main structural properties of the proposed depths and study how they depend on the distance used. We discuss the asymptotic and robustness properties of the corresponding deepest points. We show the practical relevance of the proposed depths in two applications, related to (i) spherical location estimation and (ii) supervised classification. For both problems, we show through simulation studies that distance-based depths have strong advantages over their competitors.

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(24)

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• Distance-based directional depth classifiers: a robustness study
• Spatial quantiles on the hypersphere
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• Theory of angular depth for classification of directional data
• Multiplex Depth for Network-Valued Data and Applications
• Integrated depth for trajectories of airborne microorganisms to antarctica
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• Classification rules for axial data: parametric and nonparametric approaches
• Spatial depth for data in metric spaces
• An innovative approach to co-clustering of directional data: a methodological framework with an application on interregional mobility in the Italian national health care system
• On the optimality of the max-depth and max-rank classifiers for spherical data.
• Robust mean-variance portfolio through the weighted L^p depth function

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