From Graph Centrality to Data Depth
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Given a sample of points in a Euclidean space, we can define a notion of depth by forming a neighborhood graph and applying a notion of centrality. In the present paper, we focus on the degree, iterates of the H-index, and the coreness, which are all well-known measures of centrality. We study their behaviors when applied to a sample of points drawn i.i.d. from an underlying density and with a connectivity radius properly chosen. Equivalently, we study these notions of centrality in the context of random neighborhood graphs. We show that, in the large-sample limit and under some standard condition on the connectivity radius, the degree converges to the likelihood depth (unsurprisingly), while iterates of the H-index and the coreness converge to new notions of depth.
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