Exact computation of the halfspace depth

DOI10.1016/j.csda.2015.12.011zbMath1468.62048arXiv1411.6927OpenAlexW2214148614MaRDI QIDQ1659242

Pavlo Mozharovskyi, Rainer Dyckerhoff

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.6927

zbMATH Keywords

projectionorthogonal complementexact algorithmcombinatorial algorithmTukey depth

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (30)

Finite sample breakdown point of Tukey's halfspace median ⋮ Approximate computation of projection depths ⋮ Tukey Depths and Hamilton--Jacobi Differential Equations ⋮ Choosing among notions of multivariate depth statistics ⋮ A new approach for the computation of halfspace depth in high dimensions ⋮ Some results on the computing of Tukey's halfspace median ⋮ Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm ⋮ Multivariate and functional classification using depth and distance ⋮ Simple halfspace depth ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ Another look at halfspace depth: flag halfspaces with applications ⋮ Tukey’s Depth for Object Data ⋮ Unnamed Item ⋮ Nonparametric Imputation by Data Depth ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ Uniform convergence rates for halfspace depth ⋮ Fusing data depth with complex networks: community detection with prior information ⋮ Centerpoints: A Link between Optimization and Convex Geometry ⋮ Reconstruction of atomic measures from their halfspace depth ⋮ Integrated rank-weighted depth ⋮ The limit of finite sample breakdown point of Tukey's halfspace median for general data ⋮ Depth-based classification for relational data with multiple attributes ⋮ Depth for curve data and applications ⋮ Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2 ⋮ Validity, consonant plausibility measures, and Conformal prediction ⋮ Approximate calculation of Tukey's depth and median with high-dimensional data ⋮ Robust multivariate estimation based on statistical depth filters ⋮ Computation of quantile sets for bivariate ordered data ⋮ Barycentric cuts through a convex body ⋮ Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types

Uses Software

• StochaTR
• AS 307

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast nonparametric classification based on data depth
• Computing multiple-output regression quantile regions
• Stochastic linear programming with a distortion risk constraint
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On a notion of data depth based on random simplices
• Computing zonoid trimmed regions of dimension \(d>2\)
• Multivariate risks and depth-trimmed regions
• The random Tukey depth
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• The densest hemisphere problem
• Computing depth contours of bivariate point clouds
• Zonoid trimming for multivariate distributions
• Projection-based depth functions and associated medians
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• General notions of statistical depth function.
• The Tukey depth characterizes the atomic measure
• Absolute approximation of Tukey depth: theory and experiments
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• Data depths satisfying the projection property
• Computing multiple-output regression quantile regions from projection quantiles
• On a notion of simplicial depth
• Algorithm AS 307: Bivariate Location Depth
• Regression Depth
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Computing Halfspace Depth and Regression Depth
• Robustness and Complex Data Structures
• A Bivariate Sign Test
• On approximate range counting and depth

This page was built for publication: Exact computation of the halfspace depth