The Dirichlet process is perhaps the most popular prior used in the nonparametric Bayesian inference. This prior which is placed on the space of probability distributions has conjugacy property and asymptotic consistency. In this thesis, our concentration is on applying this nonparametric Bayesian inference on the Tukey depth and Tukey median. Due to the complexity of the distribution of Tukey median, we use this nonparametric Bayesian inference, namely the Lo’s bootstrap, to approximate the distribution of the Tukey median. We also compare our results with the Efron’s bootstrap and Rubin’s bootstrap. Furthermore, the existing asymptotic theory for the Tukey median is reviewed. Based on these existing results, we conjecture that the bootstrap sample Tukey median converges to the same asymp- totic distribution and our simulation supports the conjecture that the asymptotic consistency holds.

The depth function (functional) is a modern nonparametric statistical analysis tool for (finite-dimensional) data with lots of practical applications. In the present work we focus on the possibilities of the extension of the depth concept onto a functional data case. In the case of finite-dimensional functional data the isomorphism between the functional space and the finite-dimensional Euclidean space will be utilized in order to introduce the induced functional data depths. A theorem about induced depths' properties will be proven and on several examples the possibilities and restraints of it's practical applications will be shown. Moreover, we describe and demonstrate the advantages and disadvantages of the established depth functionals used in the literature (Fraiman-Muniz depths and band depths). In order to facilitate the outcoming drawbacks of known depths, we propose new, K-band depth based on the inference extension from continuous to smooth functions. Several important properties of the K-band depth will be derived. On a final supervised classification simulation study the reasonability of practical use of the new approach will be shown. As a conclusion, the computational complexity of all presented depth functionals will be compared.

The concept of data depth provides a powerful nonparametric tool for multivariate data analysis. We propose a generalization of the well-known halfspace depth called weighted data depth. The weighted data depth is not affine invariant in general, but it has some useful properties as possible nonconvex central areas. We further discuss application of data depth methodology to solve discrimination problem. Several classifiers based on data depth are reviewed and one new classifier is proposed. The new classifier is a modification of k-nearest- neighbour classifier. Classifiers are compared in a short simulation study. Advantage gained from use of the weighted data depth for discrimination purposes is shown.

Statistical depth functions became well known nonparametric tool of multivariate data analyses. The most known depth functions include the halfspace depth. Although the halfspace depth has many desirable properties, some of its properties may lead to biased and misleading results especially when data are not elliptically symmetric. The thesis introduces 2 new classes of the depth functions. Both classes generalize the halfspace depth. They keep some of its properties and since they more respect the geometric structure of data they usually lead to better results when we deal with non-elliptically symmetric, multimodal or mixed distributions. The idea presented in the thesis is based on replacing the indicator of a halfspace by more general weight function. This provides us with a continuum, especially if conic-section weight functions are used, between a local view of data (e.g. kernel density estimate) and a global view of data as is e.g. provided by the halfspace depth. The rate of localization is determined by the choice of the weight functions and theirs parameters. Properties including the uniform strong consistency of the proposed depth functions are proved in the thesis. Limit distribution is also discussed together with some other data depth related topics (regression depth, functional data depth)...

The scatter halfspace depth is a quite recently established concept which extends the idea of the location halfspace depth for positive definite matrices. It provides an interest- ing insight into the problem of suitability quantification of a matrix for the description of the covariance structure of the multivariate distribution. The thesis focuses on the investigation of theoretical properties of the depth for both general and more specific probability distributions which can be used for data analysis. It turns out that the es- timators of scatter parameters based on the empirical scatter depth are quite effective even under relatively weak assumptions. These estimators are useful especially for dealing with a sample containing outliers or contaminating observations. 1

Statistical data depth is a nonparametric tool applicable to multivariate datasets in an attempt to generalize quantiles to complex data such as random vectors, random functions, or distributions on manifolds and graphs. The main idea is, for a general multivariate space M, to assign to a point x ∈ M and a probability distribution P on M a number D(x; P) ∈ [0, 1] characterizing how "centrally located" x is with respect to P. A point maximizing D(·; P) is then a generalization of the median to M-valued data, and the locus of points whose depth value is greater than a certain threshold constitutes the inner depth-quantile region corresponding to P. In this work, we focus on data depth designed for infinite-dimensional spaces M and functional data. Initially, a review of depth functionals available in the literature is given. The emphasis of the exposition is put on the unification of these diverse concepts from the theoretical point of view. It is shown that most of the established depths fall into the general framework of projection-driven functionals of either integrated, or infimal type. Based on the proposed methodology, characteristics and theoretical properties of all these depths can be evaluated simultaneously. The first part of the work is devoted to the investigation of these theoretical properties,...

Masters of Science / The multivariate two-sample tests provide a means to test the match between two multivariate distributions. Although many tests exist in the literature, relatively little is known about the relative power of these procedures. The studies reported in the thesis contrasts the effectiveness, in terms of power, of seven such tests with a Monte Carlo study. The relative power of the tests was investigated against location, scale, and correlation alternatives. Samples were drawn from bivariate exponential, normal and uniform populations. Results from the power studies show that there is no single test which is the most powerful in all situations. The use of particular test statistics is recommended for specific alternatives. A possible supplementary non-parametric graphical procedure, such as the Depth-Depth plot, can be recommended for diagnosing possible differences between the multivariate samples, if the null hypothesis is rejected. As an example of the utility of the procedures for real data, the multivariate two-sample tests were applied to photometric data of twenty galactic globular clusters. The results from the analyses support the recommendations associated with specific test statistics.

A análise de dados multidimensionais tem sido por muitos anos tópico de contínua investigação e uma das razões se deve ao fato desse tipo de dados ser encontrado em diversas áreas da ciência. Uma tarefa comum ao se analisar esse tipo de dados é a investigação de padrões pela interação em projeções multidimensionais dos dados para o espaço visual. O entendimento da relação entre as características do conjunto de dados (dataset) e a técnica utilizada para se obter uma representação visual desse dataset é de fundamental importância uma vez que esse entendimento pode fornecer uma melhor intuição a respeito do que se esperar da projeção. Por isso motivado, no presente trabalho investiga-se alguns aspectos de centralidade dos dados em dois cenários distintos: coleções de documentos com grafos de coautoria; dados multidimensionais mais gerais. No primeiro cenário, o dado multidimensional que representa os documentos possui informações mais específicas, o que possibilita a combinação de diferentes aspectos para analisá-los de forma sumarizada, bem como a noção de centralidade e relevância dentro da coleção. Isso é levado em consideração para propor uma metáfora visual combinada que possibilite a exploração de toda a coleção, bem como de documentos individuais. No segundo cenário, de dados multidimensionais gerais, assume-se que tais informações não estão disponíveis. Ainda assim, utilizando um conceito de estatística não-paramétrica, deno- minado funções de profundidade de dados (data-depth functions), é feita a avaliação da ação de técnicas de projeção multidimensionais sobre os dados, possibilitando entender como suas medidas de profundidade (centralidade) foram alteradas ao longo do processo, definindo uma também medida de qualidade para projeções. / Analysis of multidimensional data has been for many years a topic of continuous research and one of the reasons is such kind of data can be found on several different areas of science. A common task analyzing such data is to investigate patterns by interacting with spatializations of the data onto the visual space. Understanding the relation between underlying dataset characteristics and the technique used to provide a visual representation of such dataset is of fundamental importance since it can provide a better intuition on what to expect from the spatialization. Motivated by this, in this work we investigate some aspects of centrality on the data in two different scenarios: document collection with co-authorship graphs; general multidimensional data. In the first scenario, the multidimensional data which encodes the documents is much more information specific, meaning it makes possible to combine different aspects such as a summarized analysis, as well as the centrality and relevance notions among the documents in the collection. In order to propose a combined visual metaphor, this is taken into account make possible the visual exploration of the whole document collection as well as individual document analysis. In the second case, of general multidimensional data, there is an assumption that such additional information is not available. Nevertheless, using the concept of data-depth functions from non-parametric statistics it is analyzed the action of multidimensional projection techniques on the data, during the projection process, in order to make possible to understand how depth measures computed in the data have been modified along the process, which also defines a quality measure for multidimensional projections.

A análise de dados multidimensionais tem sido por muitos anos tópico de contínua investigação e uma das razões se deve ao fato desse tipo de dados ser encontrado em diversas áreas da ciência. Uma tarefa comum ao se analisar esse tipo de dados é a investigação de padrões pela interação em projeções multidimensionais dos dados para o espaço visual. O entendimento da relação entre as características do conjunto de dados (dataset) e a técnica utilizada para se obter uma representação visual desse dataset é de fundamental importância uma vez que esse entendimento pode fornecer uma melhor intuição a respeito do que se esperar da projeção. Por isso motivado, no presente trabalho investiga-se alguns aspectos de centralidade dos dados em dois cenários distintos: coleções de documentos com grafos de coautoria; dados multidimensionais mais gerais. No primeiro cenário, o dado multidimensional que representa os documentos possui informações mais específicas, o que possibilita a combinação de diferentes aspectos para analisá-los de forma sumarizada, bem como a noção de centralidade e relevância dentro da coleção. Isso é levado em consideração para propor uma metáfora visual combinada que possibilite a exploração de toda a coleção, bem como de documentos individuais. No segundo cenário, de dados multidimensionais gerais, assume-se que tais informações não estão disponíveis. Ainda assim, utilizando um conceito de estatística não-paramétrica, deno- minado funções de profundidade de dados (data-depth functions), é feita a avaliação da ação de técnicas de projeção multidimensionais sobre os dados, possibilitando entender como suas medidas de profundidade (centralidade) foram alteradas ao longo do processo, definindo uma também medida de qualidade para projeções. / Analysis of multidimensional data has been for many years a topic of continuous research and one of the reasons is such kind of data can be found on several different areas of science. A common task analyzing such data is to investigate patterns by interacting with spatializations of the data onto the visual space. Understanding the relation between underlying dataset characteristics and the technique used to provide a visual representation of such dataset is of fundamental importance since it can provide a better intuition on what to expect from the spatialization. Motivated by this, in this work we investigate some aspects of centrality on the data in two different scenarios: document collection with co-authorship graphs; general multidimensional data. In the first scenario, the multidimensional data which encodes the documents is much more information specific, meaning it makes possible to combine different aspects such as a summarized analysis, as well as the centrality and relevance notions among the documents in the collection. In order to propose a combined visual metaphor, this is taken into account make possible the visual exploration of the whole document collection as well as individual document analysis. In the second case, of general multidimensional data, there is an assumption that such additional information is not available. Nevertheless, using the concept of data-depth functions from non-parametric statistics it is analyzed the action of multidimensional projection techniques on the data, during the projection process, in order to make possible to understand how depth measures computed in the data have been modified along the process, which also defines a quality measure for multidimensional projections.

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