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Rates of convergence for robust geometric inference

Authors :
Bertrand Michel
Frédéric Chazal
Pascal Massart
Geometric computing (GEOMETRICA)
Inria Sophia Antipolis - Méditerranée (CRISAM)
Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France
Institut National de Recherche en Informatique et en Automatique (Inria)
Model selection in statistical learning (SELECT)
Laboratoire de Mathématiques d'Orsay (LMO)
Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)-Inria Saclay - Ile de France
Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
Laboratoire de Mathématiques d'Orsay (LM-Orsay)
Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)
Laboratoire de Statistique Théorique et Appliquée (LSTA)
Université Pierre et Marie Curie - Paris 6 (UPMC)
Understanding the Shape of Data (DATASHAPE)
Inria Saclay - Ile de France
Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire de Mathématiques d'Orsay (LMO)
Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)
Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS)
ANR-13-BS01-0008,TopData,Analyse Topologique des Données : Méthodes Statistiques et Estimation(2013)
European Project: 339025,EC:FP7:ERC,ERC-2013-ADG,GUDHI(2014)
INRIA
Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)
Michel, Bertrand
Chazal, Frédéric
Analyse Topologique des Données : Méthodes Statistiques et Estimation - - TopData2013 - ANR-13-BS01-0008 - Blanc 2013 - VALID
Algorithmic Foundations of Geometry Understanding in Higher Dimensions - GUDHI - - EC:FP7:ERC2014-02-01 - 2019-01-31 - 339025 - VALID
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.

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