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Weighted lens depth: Some applications to supervised classification
Alejandro Cholaquidis, Ricardo Fraiman, Fabrice Gamboa +1
Starting with Tukey's pioneering work in the 1970's, the notion of depth in statistics has been widely extended especially in the last decade. These extensions include high dimensi…
Level sets of depth measures in abstract spaces
Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno
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 inte…
Level set and density estimation on manifolds
Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno
We tackle the problem of the estimation of the level sets L_f(λ) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do t…
Sensitivity analysis in general metric spaces
Fabrice Gamboa, Thierry Klein, Agnès Lagnoux +1
In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called S…