Halfspace depth and floating body

DOI10.1214/19-SS123MaRDI QIDQ2002525zbMATH OpenWikidataFDO

Authors Stanislav Nagy, Elisabeth M. Werner, Carsten Schütt

Publication date 12 July 2019

Published in Statistics Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.10925, https://projecteuclid.org/euclid.ssu/1561169006

zbMATH Keywords

designfloating bodyhalfspace depthmeasures of symmetrystatistical depthTukey depth

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directional data; spatial statistics (62H11)

Abstract: 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 stands 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.

Review text

The halfspace depth is one of the most promising tools for the efficient classifiers design for multivariate and functional data. The main result of this paper is the link between nonparametric statistics and convex and affine geometry via connecting the concepts of the halfspace depth and the convex floating body. Starting with comprehensive historical review of the halfspace depth, authors deal with the convex bodies approximation by polytopes using the log-concave measures. It is shown that convex floating body corresponds to the upper level sets of the halfspace depth. Then conditions under which no two probability measures can have the same depth are formulated. One of the main results of this paper is the bound of the halfspace depth formulated in terms of the Mahalanobis depth. Finally, the distribution-by-depth characterization problem is attacked.

Recommendations

• General notions of statistical depth function.
• Depth-based classification for distributions with nonconvex support
• A characterization of halfspace depth
• Halfspace depth and regression depth characterize the empirical distribution
• Weighted halfspace depth

Cites work

• \(L_ p\) affine isoperimetric inequalities.
• A Bivariate Sign Test
• A characterization of halfspace depth
• A generalized Winternitz theorem
• A geometric property of the boundary of symmetric convex bodies and convexity of flotation surfaces
• A multivariate Gnedenko law of large numbers
• A new concept of quantiles for directional data and the angular Mahalanobis depth
• A Theorem on General Measure
• A topologically valid definition of depth for functional data
• Affine inequalities and radial mean bodies
• Affine invariant points
• Aggregation and Social Choice: A Mean Voter Theorem
• Applications of a Result on Spherical Integration to the Theory of Convex Sets
• Approximation of general smooth convex bodies
• Approximation of smooth convex bodies by random polytopes
• Approximation of the Euclidean ball by polytopes
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Asymptotics for multivariate trimming
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• Asymptotics for the Tukey median
• Blaschke-Santaló inequalities
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Bridging centrality and extremity: refining empirical data depth using extreme value statistics
• Centroid surfaces
• Characterizing angular symmetry and regression symmetry.
• Concentration of the empirical level sets of Tukey's halfspace depth
• Connecting pairwise geodesic spheres by depth: DCOPS
• Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
• Contraction of convex hypersurfaces by their affine normal
• Contributions to affine surface area
• Convergence of depth contours for multivariate datasets
• Convex bodies and norms associated to convex measures
• Convex bodies, economic cap coverings, random polytopes
• Convex measures on locally convex spaces
• Data depths satisfying the projection property
• DD-classifier: nonparametric classification procedure based on DD-plot
• Descriptive statistics for multivariate distributions
• Distance-based depths for directional data
• Estimation of extreme depth-based quantile regions
• Extended affine surface area
• f-Divergence for Convex Bodies
• Fast nonparametric classification based on data depth
• Flag numbers and floating bodies
• Functional affine-isoperimetry and an inverse logarithmic Sobolev inequality
• Functional equations connected with rotations and their geometric applications
• Functional versions of \(L_{p}\)-affine surface area and entropy inequalities
• General \(L_{p}\) affine isoperimetric inequalities
• General affine surface areas
• General notions of statistical depth function.
• Halfplane trimming for bivariate distributions
• Halfspace depth and regression depth characterize the empirical distribution
• Halfspace depth does not characterize probability distributions
• Homothetic floating bodies
• scientific article; zbMATH DE number 3830759 (Why is no real title available?)
• scientific article; zbMATH DE number 5149101 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 177379 (Why is no real title available?)
• scientific article; zbMATH DE number 177381 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 1302664 (Why is no real title available?)
• scientific article; zbMATH DE number 480230 (Why is no real title available?)
• scientific article; zbMATH DE number 480235 (Why is no real title available?)
• scientific article; zbMATH DE number 683826 (Why is no real title available?)
• scientific article; zbMATH DE number 1975233 (Why is no real title available?)
• scientific article; zbMATH DE number 1749054 (Why is no real title available?)
• scientific article; zbMATH DE number 2177236 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 4113273 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 5200031 (Why is no real title available?)
• scientific article; zbMATH DE number 3229353 (Why is no real title available?)
• scientific article; zbMATH DE number 3386718 (Why is no real title available?)
• scientific article; zbMATH DE number 3414995 (Why is no real title available?)
• scientific article; zbMATH DE number 967594 (Why is no real title available?)
• scientific article; zbMATH DE number 3023295 (Why is no real title available?)
• scientific article; zbMATH DE number 3058525 (Why is no real title available?)
• Influence function of halfspace depth
• Integrated depth for functional data: statistical properties and consistency
• Lift zonoids, random convex hulls and the variability of random vectors
• Limit theorems for the simplicial depth
• Logarithmically concave functions and sections of convex sets in $R^{n}$
• Measures of centrality for multivariate and directional distributions
• Measures of symmetry for convex sets and stability
• Moment-entropy inequalities.
• Multidimensional medians arising from geodesics on graphs
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Multivariate functional halfspace depth
• Multivariate trimmed means based on the Tukey depth
• New \(L_p\) affine isoperimetric inequalities
• New results on affine invariant points
• New volume ratio properties for convex symmetric bodies in \({\mathbb{R}}^ n\)
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• On 64%-Majority Rule
• On a general definition of depth for functional data
• On a notion of data depth based on random simplices
• On a notion of simplicial depth
• On alpha-symmetric multivariate distributions
• On An Invariant of Plane Regions and Mass Distributions
• On convex perturbations with a bounded isotropic constant
• On depth measures and dual statistics. A methodology for dealing with general data
• On Maximum Depth and Related Classifiers
• On smoothness of Tukey depth contours
• On some properties of convex sets
• On the \(p\)-affine surface area
• On the behavior of Tukey's depth and median under symmetric stable distributions.
• On the Concept of Depth for Functional Data
• On the Delone triangulation numbers
• On the homothety conjecture
• On the limiting distributions of multivariate depth-based rank sum statistics and related tests
• On the number of solutions to the discrete two-dimensional \(L_{0}\)-Minkowski problem.
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• On the regularity of solutions to a generalization of the Minkowski problem
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• On the Tukey depth of a continuous probability distribution
• On the Tukey depth of an atomic measure
• Ordering directional data: Concepts of data depth on circles and spheres
• Partitions of mass-distributions and of convex bodies by hyperplanes
• Polygonal approximation of plane convex bodies
• Quantile tomography: using quantiles with multivariate data
• Quelques applications des principes topologiques à la géométrie des corps convexes
• Random points on the boundary of smooth convex bodies
• Random Polytopes and Affine Surface Area
• Random polytopes in smooth convex bodies
• Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
• Regression Depth
• Relative entropy of cone measures and \(L_{p}\) centroid bodies
• Robust Statistics
• Robust statistics. Theory and methods (with R)
• Rényi divergence and \(L_p\)-affine surface area for convex bodies
• Smooth depth contours characterize the underlying distribution
• Some functional forms of Blaschke-Santaló inequality
• Some intriguing properties of Tukey's half-space depth
• Some Theorems on Distribution Functions
• Stability of the Blaschke-Santaló and the affine isoperimetric inequality
• Stability theorems for two measures of symmetry
• Structural properties and convergence results for contours of sample statistical depth functions.
• Surface bodies and \(p\)-affine surface area
• The affine curve-lengthening flow
• The affine Plateau problem
• The Brunn-Minkowski-Firey theory. II: Affine and geominimal surface areas
• The centro-affine Hadwiger theorem
• The combinatorial structure of random polytopes
• The convex floating body and polyhedral approximation
• The convex floating body of almost polygonal bodies
• The convex floating body.
• The depth function of a population distribution.
• The floating body and the hyperplane conjecture
• The floating body in real space forms
• THE FLOATING BODY PROBLEM
• The illumination bodies of a simplex
• The influence function and maximum bias of Tukey's median
• The isotropic position and the reverse Santaló inequality
• The mean width of random polytopes circumscribed around a convex body
• The Santaló point of a function, and a functional form of the Santaló inequality
• The spatial distribution in infinite dimensional spaces and related quantiles and depths
• The spherical convex floating body
• The surface area deviation of the Euclidean ball and a polytope
• The Tukey and the random Tukey depths characterize discrete distributions
• The Tukey depth characterizes the atomic measure
• Trimmed means for functional data
• Uniform convergence rates for halfspace depth
• Volume preserving centro-affine normal flows
• Zonoid trimming for multivariate distributions
• Zur Affinoberfläche konvexer Körper. (On affine surfaces of convex bodies)
• Über eine Integralgleichung in der Theorie der konvexen Körper
• �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten
• �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten. II

Cited in

(35)

• Reconstruction of atomic measures from their halfspace depth
• A note on volume thresholds for random polytopes
• Barycentric cuts through a convex body
• Affine invariant maps for log-concave functions
• Halfspace depth for general measures: the ray basis theorem and its consequences
• Choosing among notions of multivariate depth statistics
• Scatter halfspace depth for \(K\)-symmetric distributions
• Simple halfspace depth
• Estimating the probability that a given vector is in the convex hull of a random sample
• Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
• Illumination Depth
• Tukey depths and Hamilton-Jacobi differential equations
• Depth and outliers for samples of sets and random sets distributions
• Half-space depth of log-concave probability measures
• Threshold for the expected measure of the convex hull of random points with independent coordinates
• Another look at halfspace depth: flag halfspaces with applications
• On bodies floating in equilibrium in every orientation
• Threshold for the expected measure of random polytopes
• A counterexample to Ulam's problem 19 from the Scottish Book
• Eikonal depth: an optimal control approach to statistical depths
• Strong limit theorems for empirical halfspace depth trimmed regions
• Theory of angular depth for classification of directional data
• Moments of the Cramér transform of log-concave probability measures
• A generalization of Grünbaum's inequality in \(\mathrm{RCD}(0, N)\)-spaces
• Halfspace depth
• On the quality of randomized approximations of Tukey's depth
• Sharp estimates for the Cramér transform of log-concave measures and geometric applications
• PDE characterization of geometric distribution functions and quantiles
• Theoretical properties of angular halfspace depth
• On the deterministic interior body of random polytopes
• On the robustness of semi-discrete optimal transport
• Half-space mass: a maximally robust and efficient data depth method
• Scatter halfspace depth: geometric insights.
• Separation bodies: a conceptual dual to floating bodies
• Convex bodies generated by sublinear expectations of random vectors

Describes a project that uses

Uses Software

• robustbase
• RobStatTM

This page was built for publication: Halfspace depth and floating body

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2002525)