3 papers
math.ST2026
Spatial depth characterizes probability measures
Alberto González-Sanz, Dimitri Konen
We solve two open problems about spatial (or geometric) quantiles and depth. First we show that in infinite dimension, the spatial distribution function and the associated spatial…
math.ST2025
Nonparametric Vector Quantile Autoregression
Alberto González-Sanz, Marc Hallin, Yisha Yao
Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L point-predictions, provide rather poor…
math.ST2024
Wasserstein Spatial Depth
François Bachoc, Alberto González-Sanz, Jean-Michel Loubes +1
Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geome…