The random Tukey depth
From MaRDI portal
Abstract: The computation of the Tukey depth, also called halfspace depth, is very demanding, even in low dimensional spaces, because it requires the consideration of all possible one-dimensional projections. In this paper we propose a random depth which approximates the Tukey depth. It only takes into account a finite number of one-dimensional projections which are chosen at random. Thus, this random depth requires a very small computation time even in high dimensional spaces. Moreover, it is easily extended to cover the functional framework. We present some simulations indicating how many projections should be considered depending on the sample size and on the dimension of the sample space. We also compare this depth with some others proposed in the literature. It is noteworthy that the random depth, based on a very low number of projections, obtains results very similar to those obtained with other depths.
Recommendations
Cites work
- A sharp form of the Cramér-Wold theorem
- General notions of statistical depth function.
- scientific article; zbMATH DE number 5080761 (Why is no real title available?)
- scientific article; zbMATH DE number 3951797 (Why is no real title available?)
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 3023295 (Why is no real title available?)
- Multidimensional trimming based on projection depth
- Nonparametric functional data analysis. Theory and practice.
- On a notion of data depth based on random simplices
- On depth measures and dual statistics. A methodology for dealing with general data
- Projection-based depth functions and associated medians
- Robust estimation and classification for functional data via projection-based depth notions
- Robust Statistics
Cited in
(88)- Fast nonparametric classification based on data depth
- A random-projection based test of Gaussianity for stationary processes
- Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
- Exact computation of the halfspace depth
- Robust template estimation for functional data with phase variability using band depth
- Multivariate tests of uniformity
- Fast \(DD\)-classification of functional data
- Local half-region depth for functional data
- Fast implementation of the Tukey depth
- On a general definition of depth for functional data
- Concentration of the empirical level sets of Tukey's halfspace depth
- A topologically valid definition of depth for functional data
- Absolute approximation of Tukey depth: theory and experiments
- A new way for ranking functional data with applications in diagnostic test
- Fusing data depth with complex networks: community detection with prior information
- Detecting a structural change in functional time series using local Wilcoxon statistic
- Depth-based classification for relational data with multiple attributes
- A topologically valid construction of depth for functional data
- Validity, consonant plausibility measures, and Conformal prediction
- High-dimensional outlier detection using random projections
- Robust multivariate estimation based on statistical depth filters
- On projection methods for functional time series forecasting
- An integrated local depth measure
- Choosing among notions of multivariate depth statistics
- Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm
- Uniform convergence rates for the approximated halfspace and projection depth
- Rank tests for functional data based on the epigraph, the hypograph and associated graphical representations
- Local mutual information for dissimilarity-based image segmentation
- Spatial depth-based classification for functional data
- A multivariate control quantile test using data depth
- Interpretable dimension reduction for classifying functional data
- Depth distribution in high dimensions
- Classifying real-world data with the DD-procedure
- Classification rules based on distribution functions of functional depth
- Rayleigh projection depth
- A notion of depth for sparse functional data
- On a Diophantine equation with prime variables
- A unified framework on defining depth for point process using function smoothing
- Estimating the probability that a given vector is in the convex hull of a random sample
- Resampling-based classification using depth for functional curves
- Different perspectives on object oriented data analysis
- Integrated depth for functional data: statistical properties and consistency
- Helly’s theorem: New variations and applications
- A new method for ordering functional data and its application to diagnostic test
- A partial overview of the theory of statistics with functional data
- Approximating Tukey's Depth
- DD-classifier: nonparametric classification procedure based on DD-plot
- Multivariate functional halfspace depth
- M. Hubert, P. Rousseeuw and P. Segaert: ``Multivariate functional outlier detection
- Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
- \(\beta\)-skeleton depth functions and medians
- Sparse Functional Boxplots for Multivariate Curves
- Tukey depths and Hamilton-Jacobi differential equations
- A new approach for the computation of halfspace depth in high dimensions
- Functional boxplots based on epigraphs and hypographs
- scientific article; zbMATH DE number 6469174 (Why is no real title available?)
- Tukey’s Depth for Object Data
- Supervised classification of curves via a combined use of functional data analysis and tree-based methods
- Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution
- A fast epigraph and hypograph-based approach for clustering functional data
- A simple multiway ANOVA for functional data
- Model-based statistical depth with applications to functional data
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
- A Decomposition of Total Variation Depth for Understanding Functional Outliers
- Robust functional multivariate analysis of variance with environmental applications
- Depthgram: visualizing outliers in high-dimensional functional data with application to fMRI data exploration
- Pooling random forest and functional data analysis for biomedical signals supervised classification: theory and application to electrocardiogram data
- Regionalization of China's PM₂.5: a robust functional spatial clustering with angular depth
- On a Stahel-Donoho estimator with skewness-based random projection directions.
- Regularized halfspace depth for functional data
- Statistical depth and support medians for fuzzy data
- Halfspace depth
- On the quality of randomized approximations of Tukey's depth
- Integrated depth for trajectories of airborne microorganisms to antarctica
- Projection depth and L^r-type depths for fuzzy random variables
- On depth-based fuzzy trimmed means and a notion of depth specifically defined for fuzzy numbers
- Statistical depth for fuzzy sets
- A Spearman dependence matrix for multivariate functional data
- Area-based epigraph and hypograph indices for functional outlier detection
- On data depth in infinite dimensional spaces
- Comparing quantile residual life functions by confidence bands
- Computation of projection regression depth and its induced median
- Approximate computation of projection depths
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics
- Half-region depth for stochastic processes
- A half-region depth for functional data
- On the Tukey depth of a continuous probability distribution
- The Tukey and the random Tukey depths characterize discrete distributions
This page was built for publication: The random Tukey depth
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1023863)
