Back to Search Start Over

Rates of convergence for robust geometric inference

Authors :
Chazal, Frédéric
Massart, Pascal
Michel, Bertrand
Publication Year :
2015

Abstract

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. (2011) 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 rates of convergence of the DTEM directly depends on the regularity at zero of a particular quantile fonction 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

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1505.07602
Document Type :
Working Paper