Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm

DOI10.1007/S00180-019-00906-XMaRDI QIDQ2184405zbMATH OpenOpenAlexFDO

Authors Wei Shao, Yijun Zuo

Publication date 28 May 2020

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-019-00906-x

zbMATH Keywords

simulated annealingMarkov chain Monte Carlo (MCMC)half-space depth computationmultiple try Metropolis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• A Simplex Method for Function Minimization
• A multi-point Metropolis scheme with generic weight functions
• Absolute approximation of Tukey depth: theory and experiments
• Computing halfspace depth and regression depth
• Equation of state calculations by fast computing machines
• Exact computation of the halfspace depth
• Fast implementation of the Tukey depth
• Fast nonparametric classification based on data depth
• Finite sample breakdown point of Tukey's halfspace median
• General notions of statistical depth function.
• Interacting multiple try algorithms with different proposal distributions
• Methods of conjugate gradients for solving linear systems
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing
• Multiple-try simulated annealing algorithm for global optimization
• Nonlinear optimization.
• On robust classification using projection depth
• Optimization by simulated annealing
• Regression Depth
• Simulated annealing for higher dimensional projection depth
• Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
• Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• The random Tukey depth

Cited in

(5)

• Robustness of the deepest projection regression functional
• Computing halfspace depth and regression depth
• Flexible integrated functional depths
• Uniform convergence rates for the approximated halfspace and projection depth
• Exact computation of the halfspace depth

Describes a project that uses

Uses Software

• R
• LBFGS-B

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