Approximate computation of projection depths

نویسندگان

چکیده

Data depth is a concept in multivariate statistics that measures the centrality of point given data cloud Rd. If can be represented as minimum depths with respect to all one-dimensional projections data, then satisfies so-called projection property. Such form an important class includes many have been proposed literature. For satisfy property approximate algorithm easily constructed since taking only finite number yields upper bound for data. particularly useful if no exact exists or has high computational complexity, case halfspace depth. To compute these dimensions, use better complexity surely preferable. Instead focusing on single method we provide comprehensive and fair comparison several methods, both already described literature original.

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ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2021

ISSN: ['0167-9473', '1872-7352']

DOI: https://doi.org/10.1016/j.csda.2020.107166