24 citations · 157 across the 42 of their papers we have counts for
3 papers · 1 filter
Affine-Invariant Integrated Rank-Weighted Depth: Definition, Properties and Finite Sample Analysis
Guillaume Staerman, Pavlo Mozharovskyi, Stéphan Clémençon
Because it determines a center-outward ordering of observations in with , the concept of statistical depth permits to define quantiles and ranks for multiva…
A Pseudo-Metric between Probability Distributions based on Depth-Trimmed Regions
Guillaume Staerman, Pavlo Mozharovskyi, Pierre Colombo +2
The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distri…
Distributionally robust halfspace depth
Jevgenijs Ivanovs, Pavlo Mozharovskyi
Tukey's halfspace depth can be seen as a stochastic program and as such it is not guarded against optimizer's curse, so that a limited training sample may easily result in a poor o…