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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…

Statistics Theory · Mathematics 2016-05-17 Michael Burr , Robert Fabrizio

The concept of illumination bodies studied in convex geometry is used to amend the halfspace depth for multivariate data. The proposed notion of illumination enables finer resolution of the sample points, naturally breaks ties in the…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Jiří Dvořák

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…

Statistics Theory · Mathematics 2022-09-26 Petra Laketa , Stanislav Nagy

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…

Methodology · Statistics 2024-09-30 Dušan Pokorný , Petra Laketa , Stanislav Nagy

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which is absent in more than one dimension. Motivated by the rapid…

Methodology · Statistics 2021-07-30 Gery Geenens , Alicia Nieto-Reyes , Giacomo Francisci

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…

Machine Learning · Statistics 2023-12-22 Arturo Castellanos , Pavlo Mozharovskyi , Florence d'Alché-Buc , Hicham Janati

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…

Methodology · Statistics 2015-08-18 Peter J. Rousseeuw , Mia Hubert

We define floating bodies in the class of $n$-dimensional ball-convex bodies. A right derivative of volume of these floating bodies leads to a surface area measure for ball-convex bodies which we call relative affine surface area. We show…

Metric Geometry · Mathematics 2025-04-23 Carsten Schuett , Elisabeth M Werner , Diliya Yalikun

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…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Rainer Dyckerhoff , Pavlo Mozharovskyi

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…

Statistics Theory · Mathematics 2026-03-11 Giacomo Francisci , Claudio Agostinelli

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,…

Statistics Theory · Mathematics 2023-06-19 Joni Virta

We carry out a systematic investigation on floating bodies in real space forms. A new unifying approach not only allows us to treat the important classical case of Euclidean space as well as the recent extension to the Euclidean unit…

Differential Geometry · Mathematics 2016-06-27 Florian Besau , Elisabeth M. Werner

Halfspace (or Tukey) depth is a fundamental and robust measure of centrality of data points in multivariate datasets. Computing the depth of a point with respect to the uniform distribution on an open convex body in $\mathbb{R}^d$ is a…

Computational Geometry · Computer Science 2025-07-17 Purvi Gupta , Anant Narayanan

Tukey depth, aka halfspace depth, has attracted much interest in data analysis, because it is a natural way of measuring the notion of depth relative to a cloud of points or, more generally, to a probability measure. Given an i.i.d. sample,…

Statistics Theory · Mathematics 2017-02-10 Victor-Emmanuel Brunel

We introduce floating bodies for convex, not necessarily bounded subsets of $\mathbb{R}^n$. This allows us to define floating functions for convex and log concave functions and log concave measures. We establish the asymptotic behavior of…

Functional Analysis · Mathematics 2018-08-07 Ben Li , Carsten Schuett , Elisabeth M. Werner

Data depth is a concept in multivariate statistics that measures the centrality of a point in a given data cloud in $\IR^d$. If the depth of a point can be represented as the minimum of the depths with respect to all one-dimensional…

Computation · Statistics 2020-07-17 Rainer Dyckerhoff , Pavlo Mozharovskyi , Stanislav Nagy

For multivariate data, Tukey's half-space depth is one of the most popular depth functions available in the literature. It is conceptually simple and satisfies several desirable properties of depth functions. The Tukey median, the…

Statistics Theory · Mathematics 2012-01-06 Subhajit Dutta , Anil K. Ghosh , Probal Chaudhuri

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…

Computation · Statistics 2016-01-13 Rainer Dyckerhoff , Pavlo Mozharovskyi

A data depth measures the centrality of a point with respect to an empirical distribution. Postulates are formulated, which a depth for functional data should satisfy, and a general approach is proposed to construct multivariate data depths…

Methodology · Statistics 2018-01-31 Karl Mosler , Yulia Polyakova

For a convex body on the Euclidean unit sphere the spherical convex floating body is introduced. The asymptotic behavior of the volume difference of a spherical convex body and its spherical floating body is investigated. This gives rise to…

Differential Geometry · Mathematics 2014-12-01 Florian Besau , Elisabeth Werner
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