Related papers: Estimating Tukey Depth Using Incremental Quantile …
Tukey's depth offers a powerful tool for nonparametric inference and estimation, but also encounters serious computational and methodological difficulties in modern statistical data analysis. This paper studies how to generalize and compute…
We present a new fast approximate algorithm for Tukey (halfspace) depth level sets and its implementation-ABCDepth. Given a $d$-dimensional data set for any $d\geq 1$, the algorithm is based on a representation of level sets as…
Tukey's depth (or halfspace depth) is a widely used measure of centrality for multivariate data. However, exact computation of Tukey's depth is known to be a hard problem in high dimensions. As a remedy, randomized approximations of Tukey's…
Determining the representativeness of a point within a data cloud has recently become a desirable task in multivariate analysis. The concept of statistical depth function, which reflects centrality of an arbitrary point, appears to be…
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,…
Mean estimation is a fundamental task in statistics and a focus within differentially private statistical estimation. While univariate methods based on the Gaussian mechanism are widely used in practice, more advanced techniques such as the…
Tukey depth regions are important notions in nonparametric multivariate data analysis. A $\tau$-th Tukey depth region $\mathcal{D}_{\tau}$ is the set of all points that have at least depth $\tau$. While the Tukey depth regions are easily…
The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections. Directional quantile envelopes are…
John W. Tukey (1975) defined statistical data depth as a function that determines centrality of an arbitrary point with respect to a data cloud or to a probability measure. During the last decades, this seminal idea of data depth evolved…
Tukey depth function is one of the most famous multivariate tools serving robust purposes. It is also very well known for its computability problems in dimensions $p \ge 3$. In this paper, we address this computing issue by presenting two…
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…
We develop a novel exploratory tool for non-Euclidean object data based on data depth, extending the celebrated Tukey's depth for Euclidean data. The proposed metric halfspace depth, applicable to data objects in a general metric space,…
The Tukey (or halfspace) depth extends nonparametric methods toward multivariate data. The multivariate analogues of the quantiles are the central regions of the Tukey depth, defined as sets of points in the $d$-dimensional space whose…
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…
The Tukey depth of a flat with respect to a point set is a concept that appears in many areas of discrete and computational geometry. In particular, the study of centerpoints, center transversals, Ham Sandwich cuts, or $k$-edges can all be…
We present a new algorithm for Tukey (halfspace) depth level sets and its implementation. Given $d$-dimensional data set for any $d\geq 2$, the algorithm is based on representation of level sets as intersections of balls in $R^d$, and can…
Statistical depths provide a fundamental generalization of quantiles and medians to data in higher dimensions. This paper proposes a new type of globally defined statistical depth, based upon control theory and eikonal equations, which…
Half-space depth (also called Tukey depth or location depth) is one of the most commonly studied data depth measures because it possesses many desirable properties for data depth functions. The data depth contours bound regions of…
The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…
Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth…