Spatial depth for data in metric spaces
: Virta, Joni
Publisher: Wiley
: 2026
Scandinavian Journal of Statistics
: 0303-6898
: 1467-9469
DOI: https://doi.org/10.1111/sjos.70054
: https://doi.org/10.1111/sjos.70054
: https://research.utu.fi/converis/portal/detail/Publication/509033538
We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness. This depth measure is shown to have highly interpretable properties, making it appealing in object data analysis where standard descriptive statistics are difficult to compute. The proposed measure reduces to the classical spatial depth in a Euclidean space. In addition to studying its theoretical properties, to provide intuition on the concept, we explicitly compute metric spatial depths in several different metric spaces. Finally, we showcase the practical usefulness of the metric spatial depth in outlier detection, non-convex depth region estimation and classification.
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This work was supported by the Research Council of Finland (grants 347501 and 353769). Open access publishing facilitated by Turun yliopisto, as part of the Wiley - FinELib agreement.