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Depth of the Tukey median is investigated for empirical distributions. A sharper upper bound is provided for this value for data sets in general position. This bound is lower than the existing one in the literature, and more importantly…

Statistics Theory · Mathematics 2016-04-21 Xiaohui Liu , Shihua Luo , Yijun Zuo

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…

Methodology · Statistics 2020-02-24 Pierre Lafaye de Micheaux , Pavlo Mozharovskyi , Myriam Vimond

Statistical depth functions order the elements of a space with respect to their centrality in a probability distribution or dataset. Since many depth functions are maximized in the real line by the median, they provide a natural approach to…

Statistics Theory · Mathematics 2025-05-26 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

We introduce a novel longitudinal mixed model for analyzing complex multidimensional functional data, addressing challenges such as high-resolution, structural complexities, and computational demands. Our approach integrates dimension…

Methodology · Statistics 2026-02-16 Arkaprava Roy , Abhra Sarkar

Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…

Statistics Theory · Mathematics 2025-05-07 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Gonzalo Perera

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…

Computational Geometry · Computer Science 2011-09-08 Michael A. Burr , Eynat Rafalin , Diane L. Souvaine

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…

Computation · Statistics 2007-07-03 J. A. Cuesta-Albertos , A. Nieto-Reyes

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…

Machine Learning · Computer Science 2025-02-27 Gavin Brown , Lydia Zakynthinou

Data depths are score functions that quantify in an unsupervised fashion how central is a point inside a distribution, with numerous applications such as anomaly detection, multivariate or functional data analysis, arising across various…

Machine Learning · Statistics 2025-07-14 Arturo Castellanos , Pavlo Mozharovskyi

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

Under special conditions on data set and underlying distribution, the limit of finite sample breakdown point of Tukey's halfspace median ($\frac{1} {3}$) has been obtained in literature. In this paper, we establish the result under…

Statistics Theory · Mathematics 2016-04-26 Xiaohui Liu , Shihua Luo , Yijun Zuo

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…

Statistics Theory · Mathematics 2022-01-17 Martin Molina-Fructuoso , Ryan Murray

We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we are interested in the probabilities of observing specific…

Statistics Theory · Mathematics 2025-03-27 Annika Betken , Alexander Schnurr

Empirically, Deep Learning (DL) has demonstrated unprecedented success in practical applications. However, DL remains by and large a mysterious "black-box", spurring recent theoretical research to build its mathematical foundations. In this…

Machine Learning · Computer Science 2025-01-22 Jwo-Yuh Wu , Liang-Chi Huang , Wen-Hsuan Li , Chun-Hung Liu

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

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

Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…

Statistics Theory · Mathematics 2015-10-30 John H. J. Einmahl , Jun Li , Regina Y. Liu

The $DD\alpha$-classifier, a nonparametric fast and very robust procedure, is described and applied to fifty classification problems regarding a broad spectrum of real-world data. The procedure first transforms the data from their original…

Applications · Statistics 2022-11-10 Pavlo Mozharovskyi , Karl Mosler , Tatjana Lange

Statistical tools which satisfy rigorous privacy guarantees are necessary for modern data analysis. It is well-known that robustness against contamination is linked to differential privacy. Despite this fact, using multivariate medians for…

Statistics Theory · Mathematics 2025-09-19 Kelly Ramsay , Aukosh Jagannath , Shoja'eddin Chenouri

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…

Computational Geometry · Computer Science 2021-03-17 Daniel Bertschinger , Jonas Passweg , Patrick Schnider