The deepest point for distributions in infinite dimensional spaces

Abstract

Identification of the center of a data cloud is one of the basic problems in statistics. One popular choice for such a center is the median, and several versions of median in finite dimensional spaces have been studied in the literature. In particular, medians based on different notions of data depth have been extensively studied by many researchers, who defined median as the point, where the depth function attains its maximum value. In other words, the median is the deepest point in the sample space according to that definition. In this paper, we investigate the deepest point for probability distributions in infinite dimensional spaces. We show that for some well-known depth functions like the band depth and the half-region depth in function spaces, there may not be any meaningful deepest point for many well-known and commonly used probability models. On the other hand, certain modified versions of those depth functions as well as the spatial depth function, which can be defined in any Hilbert space, lead to some useful notions of the deepest point with nice geometric and statistical properties. The empirical versions of those deepest points can be conveniently computed for functional data, and we demonstrate this using some simulated and real datasets.