Exact computation of the halfspace depth
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Abstract: For computing the exact value of the halfspace depth of a point w.r.t. a data cloud of points in arbitrary dimension, a theoretical framework is suggested. Based on this framework a whole class of algorithms can be derived. In all of these algorithms the depth is calculated as the minimum over a finite number of depth values w.r.t. proper projections of the data cloud. Three variants of this class are studied in more detail. All of these algorithms are capable of dealing with data that are not in general position and even with data that contain ties. As is shown by simulations, all proposed algorithms prove to be very efficient.
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Cites work
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- Computing depth contours of bivariate point clouds
- Computing halfspace depth and regression depth
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Cited in
(47)- Computing depth contours of bivariate point clouds
- Depth for curve data and applications
- Concentration of the empirical level sets of Tukey's halfspace depth
- The limit of finite sample breakdown point of Tukey's halfspace median for general data
- A characterization of halfspace depth
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- Exact computation of angular halfspace depth
- On Exact Computation of Tukey Depth Central Regions
- Exact and approximate computation of the scatter halfspace depth
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- Exact computation of bivariate projection depth and the Stahel-Donoho estimator
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