arXiv subjects

Sara Lopez-Pintado

Publications and source records attributed to Sara Lopez-Pintado.

3 recordsLinked to original sources

arXiv2026

Conditional regularized halfspace depth for sparse functional data and its applications

Many functional datasets are observed sparsely and irregularly. Ordering such data is challenging because only limited information is available from each observation, while the underlying trajectories remain infinite-dimensional. This paper develops a novel depth notion for sparse functional data, called the conditional regularized halfspace depth (CRHD). CRHD is defined as the infimum of conditional halfspace probabilities of the underlying trajectory given the observed sparse measurements, thereby enabling depth evaluation directly at sparse observations without requiring trajectory reconstruction. We study several basic theoretical properties of CRHD that clarify its behavior as a depth measure. The proposed depth is applicable even to extremely sparsely observed functional data, overcoming key limitations of existing sparse functional depths that often rely on reconstructed curves. In addition, CRHD induces meaningful rankings for complex functional data. Its numerical performance is demonstrated through rank-based tests, and its practical utility is illustrated using an infant growth dataset.

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arXiv2024

Regularized Halfspace Depth for Functional Data

Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth have also been proposed for functional data. However, Tukey's depth cannot be extended to handle functional data because of its degeneracy. Here, we propose a new halfspace depth for functional data which avoids degeneracy by regularization. The halfspace projection directions are constrained to have a small reproducing kernel Hilbert space norm. Desirable theoretical properties of the proposed depth, such as isometry invariance, maximality at center, monotonicity relative to a deepest point, upper semi-continuity, and consistency are established. Moreover, the regularized halfspace depth can rank functional data with varying emphasis in shape or magnitude, depending on the regularization. A new outlier detection approach is also proposed, which is capable of detecting both shape and magnitude outliers. It is applicable to trajectories in $L^2$, a very general space of functions that include non-smooth trajectories. Based on extensive numerical studies, our methods are shown to perform well in terms of detecting outliers of different types. Three real data examples showcase the proposed depth notion.

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arXiv2021

Tukey's Depth for Object Data

We develop a novel exploratory tool for non-Euclidean object data based on data depth, extending the celebrated Tukey's depth for Euclidean data. The proposed metric halfspace depth, applicable to data objects in a general metric space, assigns to data points depth values that characterize the centrality of these points with respect to the distribution and provides an interpretable center-outward ranking. Desirable theoretical properties that generalize standard depth properties postulated for Euclidean data are established for the metric halfspace depth. The depth median, defined as the deepest point, is shown to have high robustness as a location descriptor both in theory and in simulation. We propose an efficient algorithm to approximate the metric halfspace depth and illustrate its ability to adapt to the intrinsic data geometry. The metric halfspace depth was applied to an Alzheimer's disease study, revealing group differences in the brain connectivity, modeled as covariance matrices, for subjects in different stages of dementia. Based on phylogenetic trees of 7 pathogenic parasites, our proposed metric halfspace depth was also used to construct a meaningful consensus estimate of the evolutionary history and to identify potential outlier trees.

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