Related papers: Halfspace depths for scatter, concentration and sh…
In a landmark result, Chen et al. (2018) showed that multivariate medians induced by halfspace depth attain the minimax optimal convergence rate under Huber contamination and elliptical symmetry, for both location and scatter estimation. We…
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…
For computing the exact value of the halfspace depth of a point w.r.t. a data cloud of $n$ points in arbitrary dimension, a theoretical framework is suggested. Based on this framework a whole class of algorithms can be derived. In all of…
In many problems from multivariate analysis, the parameter of interest is a shape matrix, that is, a normalized version of the corresponding scatter or dispersion matrix. In this paper, we propose a depth concept for shape matrices that…
Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…
We give examples of different multivariate probability distributions whose halfspace depths coincide at all points of the sample space.
We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution,…
The scatter halfspace depth (sHD) is an extension of the location halfspace (also called Tukey) depth that is applicable in the nonparametric analysis of scatter. Using sHD, it is possible to define minimax optimal robust scatter estimators…
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…
The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…
In this paper, we investigate the similarity property of the sample projection depth contours. It turns out that some of these contours are of \emph{the same shape} with different sizes, following a similar fashion to the Mahalanobis depth…
The concept of data depth leads to a center-outward ordering of multivariate data, and it has been effectively used for developing various data analytic tools. While different notions of depth were originally developed for finite…
The halfspace depth is a prominent tool of nonparametric multivariate analysis. The upper level sets of the depth, termed the trimmed regions of a measure, serve as a natural generalization of the quantiles and inter-quantile regions to…
The halfspace depth is a well studied tool of nonparametric statistics in multivariate spaces, naturally inducing a multivariate generalisation of quantiles. The halfspace depth of a point with respect to a measure is defined as the infimum…
The category of metric spaces is a subcategory of quasi-metric spaces. In this paper the notion of entropy for the continuous maps of a quasi-metric space is extended via spanning and separated sets. Moreover, two metric spaces that are…
Halfspace depth and $\beta$-skeleton depth are two types of depth functions in nonparametric data analysis. The halfspace depth of a query point $q\in \mathbb{R}^d$ with respect to $S\subset\mathbb{R}^d$ is the minimum portion of the…
Data depth is a statistical function that generalizes order and quantiles to the multivariate setting and beyond, with applications spanning over descriptive and visual statistics, anomaly detection, testing, etc. The celebrated halfspace…
We introduce and explore a new concept of evasive subspace with respect to a collection of subspaces sharing a common dimension, most notably partial spreads. We show that this concept generalises known notions of subspace scatteredness and…
During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…
Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…