Transform impossible high-dimensional comparisons into intuitive 2D visualizations.
Making sense of multivariate chaos through elegant half-space depth plots.
This paper introduces a novel way to compare multivariate distributions using half-space depth information, making complex distribution comparisons visually interpretable through 2D plots.
https://arxiv.org/abs/2501.06078
🎯 Original Problem:
→ Comparing multivariate distributions is challenging, especially in high dimensions
→ Existing methods lack visual interpretability and often work only for specific distributions like normal distributions
-----
🔍 Solution in this Paper:
→ Introduces data-depth discrepancy (DDD) measure using half-space depth information criteria
→ Creates a 2D visualization tool that works regardless of data dimensionality
→ Proposes two test statistics: Kolmogorov-Smirnov and Cramér-von Mises based on DDD
→ Implements bootstrap procedures for computing empirical p-values efficiently
-----
💡 Key Insights:
→ Half-space depth uniquely characterizes distributions under minimal assumptions
→ The proposed 2D visualization remains effective even for high-dimensional data
→ Test statistics are computationally feasible and robust against heavy-tailed distributions
-----
📊 Results:
→ Successfully tested on dimensions up to d=60 with sample sizes smaller than dimension
→ Outperforms existing tests for heavy-tailed distributions
→ Validated on real benchmark datasets showing practical applicability
------
Are you into AI and LLMs❓ Join my daily AI newsletter. I will send you 7 emails a week analyzing the highest signal AI developments. ↓↓
🎉 https://rohanpaul.substack.com/
Share this post