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

DOI10.1007/S00180-019-00906-XzbMATH Open1505.62372OpenAlexW2950141511MaRDI QIDQ2184405FDOQ2184405

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

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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)

Cites Work

• Fast nonparametric classification based on data depth
• Optimization by Simulated Annealing
• A Limited Memory Algorithm for Bound Constrained Optimization
• A Simplex Method for Function Minimization
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing
• The random Tukey depth
• General notions of statistical depth function.
• On robust classification using projection depth
• Regression Depth
• Equation of State Calculations by Fast Computing Machines
• Methods of conjugate gradients for solving linear systems
• Exact computation of the halfspace depth
• Title not available (Why is that?)
• A multi-point Metropolis scheme with generic weight functions
• Title not available (Why is that?)
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Interacting multiple try algorithms with different proposal distributions
• Computing Halfspace Depth and Regression Depth
• Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
• Simulated annealing for higher dimensional projection depth
• Absolute approximation of Tukey depth: theory and experiments
• Fast implementation of the Tukey depth
• Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule
• Multiple-try simulated annealing algorithm for global optimization
• Finite sample breakdown point of Tukey's halfspace median

Cited In (3)

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

Uses Software

• R
• LBFGS-B

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