Projection depth for functional data: Practical issues, computation and applications

Statistical analysis of functional data is challenging due to their complex patterns, for which functional depth provides an effective means of reflecting their ordering structure.

In this work, we investigate practical aspects of the recently proposed regularized projection depth (RPD), which induces a meaningful ordering of functional data while appropriately accommodating their complex shape features.

Specifically, we examine the impact and choice of its tuning parameter, which regulates the degree of effective dimension reduction applied to the data, and propose a random projection-based approach for its efficient computation, supported by theoretical justification.

Through comprehensive numerical studies, we explore a wide range of statistical applications of the RPD and demonstrate its particular usefulness in uncovering shape features in functional data analysis.

This ability allows us to propose a novel RPD-based outlier detection method, and to demonstrate that the RPD outperforms competing depth-based approaches in tasks such as functional classification and two-sample hypothesis testing.