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We introduce the notion of Loewner (ellipsoid) function for a log concave function and show that it is an extension of the Loewner ellipsoid for convex bodies. We investigate its duality relation to the recently defined John (ellipsoid) function by A lonso-Gutierrez, Merino, Jimenez and Villa. For convex bodies, John and Loewner ellipsoids are dual to each other. Interestingly, this need not be the case for the John function and the Loewner function.
Little known relations of the renown concept of the halfspace depth for multivariate data with notions from convex and affine geometry are discussed. Halfspace depth may be regarded as a measure of symmetry for random vectors. As such, the depth stan ds as a generalization of a measure of symmetry for convex sets, well studied in geometry. Under a mild assumption, the upper level sets of the halfspace depth coincide with the convex floating bodies used in the definition of the affine surface area for convex bodies in Euclidean spaces. These connections enable us to partially resolve some persistent open problems regarding theoretical properties of the depth.
We introduce floating bodies for convex, not necessarily bounded subsets of $mathbb{R}^n$. This allows us to define floating functions for convex and log concave functions and log concave measures. We establish the asymptotic behavior of the integral difference of a log concave function and its floating function. This gives rise to a new affine invariant which bears striking similarities to the Euclidean affine surface area.
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