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Rates of convergence for robust geometric inference
- Source :
- Electronic Journal of Statistics, Electronic Journal of Statistics, 2016, 10 (2), pp.44, [Research Report] INRIA. 2015, Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.44, Electron. J. Statist. 10, no. 2 (2016), 2243-2286
- Publication Year :
- 2015
- Publisher :
- HAL CCSD, 2015.
-
Abstract
- International audience; Distances to compact sets are widely used in the field of Topological Data Analysis for inferring geometric and topological features from point clouds. In this context, the distance to a probability measure (DTM) has been introduced by Chazal et al. (2011b) as a robust alternative to the distance a compact set. In practice, the DTM can be estimated by its empirical counterpart, that is the distance to the empirical measure (DTEM). In this paper we give a tight control of the deviation of the DTEM. Our analysis relies on a local analysis of empirical processes. In particular, we show that the rate of convergence of the DTEM directly depends on the regularity at zero of a particular quantile function which contains some local information about the geometry of the support. This quantile function is the relevant quantity to describe precisely how difficult is a geometric inference problem. Several numerical experiments illustrate the convergence of the DTEM and also confirm that our bounds are tight.
- Subjects :
- Statistics and Probability
Computational Geometry (cs.CG)
FOS: Computer and information sciences
62G30
Mathematical optimization
Geometric inference
rates of convergence
Context (language use)
Mathematics - Statistics Theory
02 engineering and technology
Statistics Theory (math.ST)
[INFO.INFO-CG]Computer Science [cs]/Computational Geometry [cs.CG]
01 natural sciences
010104 statistics & probability
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
Convergence (routing)
0202 electrical engineering, electronic engineering, information engineering
FOS: Mathematics
Applied mathematics
62G05
0101 mathematics
[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]
Mathematics
Probability measure
distance to measure
[STAT.TH] Statistics [stat]/Statistics Theory [stat.TH]
[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]
Quantile function
Empirical measure
68U05
62-07
Compact space
Rate of convergence
[INFO.INFO-CG] Computer Science [cs]/Computational Geometry [cs.CG]
Computer Science - Computational Geometry
020201 artificial intelligence & image processing
Topological data analysis
28A33
Statistics, Probability and Uncertainty
62G05, 62G30, 62-07
Subjects
Details
- Language :
- English
- ISSN :
- 19357524
- Database :
- OpenAIRE
- Journal :
- Electronic Journal of Statistics, Electronic Journal of Statistics, 2016, 10 (2), pp.44, [Research Report] INRIA. 2015, Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.44, Electron. J. Statist. 10, no. 2 (2016), 2243-2286
- Accession number :
- edsair.doi.dedup.....4dc47929234b4a9e1aeba216fe18af47