An Optimal Algorithm for Computing the Spherical Depth of Points in the Plane

For a distribution function F on R and a point q ∈ R, the spherical depth SphD(q;F ) is defined to be the probability that a point q is contained inside a random closed hyper-ball obtained from a pair of points from F . The spherical depth SphD(q;S) is also defined for an arbitrary data set S ⊆ R and q ∈ R. This definition is based on counting all of the closed hyper-balls, obtained from pairs of points in S, that contain q. The significant advantage of using the spherical depth in multivariate data analysis is related to its complexity of computation. Unlike most other data depths, the time complexity of the spherical depth grows linearly rather than exponentially in the dimension d. The straightforward algorithm for computing the spherical depth in dimension d takes O(dn). The main result of this paper is an optimal algorithm that we present for computing the bivariate spherical depth. The algorithm takes O(n log n) time. By reducing the problem of Element Uniqueness, we prove that computing the spherical depth requires Ω(n log n) time. Some geometric properties of spherical depth are also investigated in this paper. These properties indicate that simplicial depth (SD) (Liu, 1990) is linearly bounded by spherical depth (in particular, SphD ≥ 2 3SD). To illustrate this relationship between the spherical depth and the simplicial depth, some experimental results are provided. The obtained experimental bound (SphD ≥ 2 SD) indicates that, perhaps, a stronger theoretical bound can be achieved.