Employing the MCMC technique to compute the projection depth in high dimensions
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efficient simulated annealingMarkov chain Monte Carlomultiple try metropolisprojection depth computation
Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)
Recommendations
- Simulated annealing for higher dimensional projection depth
- Approximating the projection depth median of dimensions \(p \geq 3\)
- Computing projection depth and its associated estimators
- Approximate computation of projection depths
- Exact computation of bivariate projection depth and the Stahel-Donoho estimator
Cites work
- A hybrid algorithm for urban transit schedule optimization
- A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries.
- A Simplex Method for Function Minimization
- A trust region method based on interior point techniques for nonlinear programming.
- Accelerating Simulated Annealing for the Permanent and Combinatorial Counting Problems
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
- Approximating the projection depth median of dimensions \(p \geq 3\)
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- Computing projection depth and its associated estimators
- Depth-based runs tests for bivariate central symmetry
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Equation of state calculations by fast computing machines
- Exact computation of bivariate projection depth and the Stahel-Donoho estimator
- Exactly computing bivariate projection depth contours and median
- Fast nonparametric classification based on data depth
- Finite sample breakdown point of Tukey's halfspace median
- General notions of statistical depth function.
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 1086063 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Monte Carlo algorithms for computing \(\alpha \)-permanents
- Monte Carlo sampling methods using Markov chains and their applications
- Monte Carlo strategies in scientific computing
- Multidimensional medians and uniqueness
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- On a notion of data depth based on random simplices
- On the exact region determined by Kendall's and Spearman's
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- Optimization by simulated annealing
- Projection-based depth functions and associated medians
- Regression Depth
- Robust rank-based and nonparametric methods. Western Michigan University, Kalamazoo, MI, USA, April 9--10, 2015. Selected, revised, and extended contributions
- Simulated annealing for higher dimensional projection depth
- Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
- Solving the patient zero inverse problem by using generalized simulated annealing
- Some results on the computing of Tukey's halfspace median
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Structural properties and convergence results for contours of sample statistical depth functions.
- The limit of finite sample breakdown point of Tukey's halfspace median for general data
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- The quickhull algorithm for convex hulls
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