Tensor-based projection depth

DOI10.3150/10-BEJ317MaRDI QIDQ654413zbMATHOpenAlexFDO

Authors Yong Wang, Yi Wu, Yong-Gang Hu

Publication date 28 December 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1146

zbMATH Keywords

data depthRayleigh projection depth

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Vector and tensor algebra, theory of invariants (15A72)

Abstract: The conventional definition of a depth function is vector-based. In this paper, a novel projection depth (PD) technique directly based on tensors, such as matrices, is instead proposed. Tensor projection depth (TPD) is still an ideal depth function and its computation can be achieved through the iteration of PD. Furthermore, we also discuss the cases for sparse samples and higher order tensors. Experimental results in data classification with the two projection depths show that TPD performs much better than PD for data with a natural tensor form, and even when the data have a natural vector form, TPD appears to perform no worse than PD.

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Cited in

(3)

• scientific article; zbMATH DE number 7800975 (Why is no real title available?)
• Intrinsic Data Depth for Hermitian Positive Definite Matrices
• Rayleigh projection depth

Describes a project that uses

Uses Software

• COIL-20

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