Rates of convergence for robust geometric inference
- Others:
- Understanding the Shape of Data (DATASHAPE) ; 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) ; 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)
- Laboratoire de Mathématiques d'Orsay (LM-Orsay) ; Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)
- 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)
- INRIA
- 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)
Description
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 rates 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.
Additional details
- URL
- https://hal.inria.fr/hal-01232197
- URN
- urn:oai:HAL:hal-01232197v1
- Origin repository
- UNICA