Related papers: Improved performance guarantees for Tukey's median
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…
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…
We consider a common measurement paradigm, where an unknown subset of an affine space is measured by unknown continuous quasi-convex functions. Given the measurement data, can one determine the dimension of this space? In this paper, we…
We propose a notion of depth with respect to a finite family $\mathcal{F}$ of convex sets in $\mathbb{R}^d$ which we call $\text{dep}_\mathcal{F}$. We begin showing that $\text{dep}_\mathcal{F}$ satisfies some expected properties for a…
We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…
The last few years have seen a surge of work on high dimensional statistics under privacy constraints, mostly following two main lines of work: the ``worst case'' line, which does not make any distributional assumptions on the input data;…
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…
Analyses of array-valued datasets often involve reduced-rank array approximations, typically obtained via least-squares or truncations of array decompositions. However, least-squares approximations tend to be noisy in high-dimensional…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
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…
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…
A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for multivariate location and multiple-output regression problems. In their empirical version,…
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…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
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…
Lower bounds for the average probability of error of estimating a hidden variable X given an observation of a correlated random variable Y, and Fano's inequality in particular, play a central role in information theory. In this paper, we…
Among their competitors, projection depth and its induced estimators are very favorable because they can enjoy very high breakdown point robustness without having to pay the price of low efficiency, meanwhile providing a promising…
In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
Identification of the center of a data cloud is one of the basic problems in statistics. One popular choice for such a center is the median, and several versions of median in finite dimensional spaces have been studied in the literature. In…