Dirichlet Depths for Point Process

TL;DR

This paper introduces Dirichlet depths, a novel model-based framework for assessing the centrality of point processes, addressing limitations of previous methods by incorporating the ordered nature of events.

Contribution

It develops a Dirichlet-distribution-based approach for point process depth, providing a systematic and mathematically grounded method that improves upon existing techniques.

Findings

The proposed Dirichlet depths offer a proper center-outward ranking.

The new methods outperform previous approaches in neural spike train data decoding.

Mathematical properties and asymptotic behavior of the depths are established.

Abstract

Statistical depths have been well studied for multivariate and functional data over the past few decades, but remain under-explored for point processes. A first attempt on the notion of point process depth was conducted recently where the depth was defined as a weighted product of two terms: (1) the probability of the number of events in each process and (2) the depth of the event times conditioned on the number of events by using a Mahalanobis depth. We point out that multivariate depths such as the Mahalanobis depth cannot be directly used because they often neglect the important ordered property in the point process events. To deal with this problem, we propose a model-based approach for point processes systematically. In particular, we develop a Dirichlet-distribution-based framework on the conditional depth term, where the new methods are referred to as Dirichlet depths. We examine the mathematical properties of the new depths and conduct the asymptotic analysis. In addition, we illustrate the new methods using various simulated and real experiment data. It is found that the proposed framework provides a proper center-outward rank and the new methods have superior decoding performance to previous methods in two neural spike train datasets.