Horospherical Depth and Busemann Median on Hadamard Manifolds

TL;DR

This paper introduces a new intrinsic statistical depth called horospherical depth on Hadamard manifolds, defining the Busemann median and establishing its properties, robustness, and consistency.

Contribution

It defines horospherical depth and Busemann median on Hadamard manifolds, proving their properties, robustness, and convergence, without relying on tangent space linearization.

Findings

Depth regions are nested and geodesically convex.

A centerpoint of depth at least 1/(d+1) exists.

Depth is stable under total-variation perturbations.

Abstract

\We introduce the horospherical depth, an intrinsic notion of statistical depth on Hadamard manifolds, and define the Busemann median as the set of its maximizers. The construction exploits the fact that the linear functionals appearing in Tukey's half-space depth are themselves limits of renormalized distance functions; on a Hadamard manifold the same limiting procedure produces Busemann functions, whose sublevel sets are horoballs, the intrinsic replacements for halfspaces. The resulting depth is parametrized by the visual boundary, is isometry-equivariant, and requires neither tangent-space linearization nor a chosen base point. For arbitrary Hadamard manifolds, we prove that the depth regions are nested and geodesically convex, that a centerpoint of depth at least $1/(d+1)$ exists, and hence that the Busemann median exists for every Borel probability measure. Under strictly negative sectional curvature and mild regularity assumptions, the depth is strictly quasi-concave and the median is unique. We also establish robustness: the depth is stable under total-variation perturbations, and under contamination escaping to infinity the limiting median depends on the escape direction but not on how far the contaminating mass has moved along the geodesic ray, in contrast with the Fr\'echet mean. Finally, we establish uniform consistency of the sample depth and convergence of sample depth regions and sample Busemann medians; on symmetric spaces of noncompact type, the argument proceeds through a VC analysis of upper horospherical halfspaces, while on general Hadamard manifolds it follows from a compactness argument under a mild non-atomicity assumption.