Open Access
2016 Rates of convergence for robust geometric inference
Frédéric Chazal, Pascal Massart, Bertrand Michel
Electron. J. Statist. 10(2): 2243-2286 (2016). DOI: 10.1214/16-EJS1161

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., 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.

Citation

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Frédéric Chazal. Pascal Massart. Bertrand Michel. "Rates of convergence for robust geometric inference." Electron. J. Statist. 10 (2) 2243 - 2286, 2016. https://doi.org/10.1214/16-EJS1161

Information

Received: 1 March 2016; Published: 2016
First available in Project Euclid: 25 August 2016

zbMATH: 1347.62055
MathSciNet: MR3541971
Digital Object Identifier: 10.1214/16-EJS1161

Subjects:
Primary: 62G05
Secondary: 28A33 , 62-07 , 62G30 , 68U05

Keywords: distance to measure , Geometric inference , rates of convergence

Rights: Copyright © 2016 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.10 • No. 2 • 2016
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