${\hat{I}}^2$-integrated local depth and corresponding partitioned local depth representation

Abstract

A novel local depth definition, ${\hat{I}}^2$-integrated local depth (${\hat{I}}^2$-ILD), is proposed as a generalization of the local depth introduced by Paindaveine and Van Bever \cite{paindaveine2013depth}, designed to quantify the local centrality of data points. ${\hat{I}}^2$-ILD inherits desirable properties from global data depth and remains robust across varying locality levels. A partitioning approach for ${\hat{I}}^2$-ILD is introduced, leading to the construction of a matrix that quantifies the contribution of one point to another's local depth, providing a new interpretable measure of local centrality. These concepts are applied to classification and outlier detection tasks, demonstrating significant improvements in the performance of depth-based algorithms.