Visualisation and outlier detection for probability density function ensembles

Abstract

Exploratory data analysis (EDA) for functional data—data objects where observations are entire functions—is a difficult problem that has seen significant attention in recent literature. This surge in interest is motivated by the ubiquitous nature of functional data, which are prevalent in applications across fields such as meteorology, biology, medicine and engineering. Empirical probability density functions (PDFs) can be viewed as constrained functional data objects that must integrate to one and be nonnegative. They show up in contexts such as yearly income distributions, zooplankton size structure in oceanography and in connectivity patterns in the brain, among others. While PDF data are certainly common in modern research, little attention has been given to EDA specifically for PDFs. In this paper, we extend several methods for EDA on functional data for PDFs and compare them on simulated data that exhibit different types of variation, designed to mimic that seen in real‐world applications. We then use our new methods to perform EDA on the breakthrough curves observed in gas transport simulations for underground fracture networks.