Here's a Java implementation of the same function:

```java
import java.awt.Color;
import java.util.Arrays;
import javax.swing.JFrame;
import org.math.plot.Plot2DPanel;

public class DepthMapVisualizer {
public static void visualizeDepthMap(double[][] depthMap) {
    // create plot panel
    Plot2DPanel plot = new Plot2DPanel();
    
    // set colormap
    Color[] colors = new Color[] { Color.BLUE, Color.GREEN, Color.YELLOW, Color.RED };
    double[] depths = new double[] { 0, 0.5, 1, 1.5 };
    plot.addLegend("DEPTH", Color.BLACK);
    plot.addLinePlot("", depths, colors);
    
    // add data to plot
    double[] x = new double[depthMap.length * depthMap[0].length];
    double[] y = new double[depthMap.length * depthMap[0].length];
    double[] z = new double[depthMap.length * depthMap[0].length];
    int k = 0;
    for (int i = 0; i < depthMap.length; i++) {
        for (int j = 0; j < depthMap[0].length; j++) {
            x[k] = i;
            y[k] = j;
            z[k] = depthMap[i][j];
            k++;
        }
    }
    plot.addScatterPlot("", x, y, z);
    
    // create frame and add plot
    JFrame frame = new JFrame("Depth Map");
    frame.setContentPane(plot);
    frame.pack();
    frame.setVisible(true);
}
}
```


The visualizeDepthMap() function takes in a 2D double array representing a depth map. It first sets up a Plot2DPanel object, which will be used to create the plot.
A color map is defined using an array of Color objects and an array of double values representing the depths corresponding to each color. The addLegend() method is used to add a legend for the color bar, and the addLinePlot() method is used to plot the color map.
The x, y, and z arrays are then initialized to store the data for the scatter plot. A nested loop is used to iterate over each element in the depth map and add the corresponding data to the arrays.

Finally, a JFrame is created to display the plot, and the plot is added to the content pane of the frame. The pack() method is called to resize the frame to fit the plot, and the frame is set to visible.
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