Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-019-00906-x
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Faming Liang & Yichen Cheng & Guang Lin, 2014. "Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 847-863, June.
- Tatjana Lange & Karl Mosler & Pavlo Mozharovskyi, 2014.
"Fast nonparametric classification based on data depth,"
Statistical Papers, Springer, vol. 55(1), pages 49-69, February.
- Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo, 2012. "Fast nonparametric classification based on data depth," Discussion Papers in Econometrics and Statistics 1/12, University of Cologne, Institute of Econometrics and Statistics.
- Xiaohui Liu, 2017. "Fast implementation of the Tukey depth," Computational Statistics, Springer, vol. 32(4), pages 1395-1410, December.
- Dyckerhoff, Rainer & Mozharovskyi, Pavlo, 2016. "Exact computation of the halfspace depth," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 19-30.
- Shao, Wei & Zuo, Yijun, 2012. "Simulated annealing for higher dimensional projection depth," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4026-4036.
- Subhajit Dutta & Anil Ghosh, 2012. "On robust classification using projection depth," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 657-676, June.
- Cuesta-Albertos, J.A. & Nieto-Reyes, A., 2008. "The random Tukey depth," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4979-4988, July.
- Martino, Luca & Del Olmo, Victor Pascual & Read, Jesse, 2012. "A multi-point Metropolis scheme with generic weight functions," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1445-1453.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dyckerhoff, Rainer & Mozharovskyi, Pavlo & Nagy, Stanislav, 2021. "Approximate computation of projection depths," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
- Giovanni Saraceno & Claudio Agostinelli, 2021. "Robust multivariate estimation based on statistical depth filters," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 935-959, December.
- Xiaohui Liu & Shihua Luo & Yijun Zuo, 2020. "Some results on the computing of Tukey’s halfspace median," Statistical Papers, Springer, vol. 61(1), pages 303-316, February.
- Vencalek, Ondrej & Pokotylo, Oleksii, 2018. "Depth-weighted Bayes classification," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 1-12.
- Dyckerhoff, Rainer & Mozharovskyi, Pavlo, 2016. "Exact computation of the halfspace depth," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 19-30.
- Xiaohui Liu & Karl Mosler & Pavlo Mozharovskyi, 2017. "Fast computation of Tukey trimmed regions and median in dimension p > 2," Working Papers 2017-71, Center for Research in Economics and Statistics.
- Hamel, Andreas H. & Kostner, Daniel, 2022. "Computation of quantile sets for bivariate ordered data," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
- Mia Hubert & Peter Rousseeuw & Pieter Segaert, 2017. "Multivariate and functional classification using depth and distance," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 11(3), pages 445-466, September.
- Tatjana Lange & Karl Mosler & Pavlo Mozharovskyi, 2014.
"Fast nonparametric classification based on data depth,"
Statistical Papers, Springer, vol. 55(1), pages 49-69, February.
- Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo, 2012. "Fast nonparametric classification based on data depth," Discussion Papers in Econometrics and Statistics 1/12, University of Cologne, Institute of Econometrics and Statistics.
- Zhang, Xu & Tian, Yahui & Guan, Guoyu & Gel, Yulia R., 2021. "Depth-based classification for relational data with multiple attributes," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
- Wang, Jin, 2019. "Asymptotics of generalized depth-based spread processes and applications," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 363-380.
- Olusola Samuel Makinde, 2019. "Classification rules based on distribution functions of functional depth," Statistical Papers, Springer, vol. 60(3), pages 629-640, June.
- Tian, Yahui & Gel, Yulia R., 2019. "Fusing data depth with complex networks: Community detection with prior information," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 99-116.
- Ramsay, Kelly & Durocher, Stéphane & Leblanc, Alexandre, 2019. "Integrated rank-weighted depth," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 51-69.
- Anirvan Chakraborty & Probal Chaudhuri, 2014. "On data depth in infinite dimensional spaces," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 303-324, April.
- Alicia Nieto-Reyes & Rafael Duque & Giacomo Francisci, 2021. "A Method to Automate the Prediction of Student Academic Performance from Early Stages of the Course," Mathematics, MDPI, vol. 9(21), pages 1-14, October.
- Stanislav Nagy, 2021. "Halfspace depth does not characterize probability distributions," Statistical Papers, Springer, vol. 62(3), pages 1135-1139, June.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014.
"Monge-Kantorovich Depth, Quantiles, Ranks, and Signs,"
Papers
1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 04/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," SciencePo Working papers Main hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers 57/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Working Papers hal-03460056, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
- repec:cte:wsrepe:24606 is not listed on IDEAS
- Carlo Sguera & Pedro Galeano & Rosa Lillo, 2014. "Spatial depth-based classification for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 725-750, December.
- Nieto-Reyes, Alicia & Battey, Heather, 2021. "A topologically valid construction of depth for functional data," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
More about this item
Keywords
Half-space depth computation; Multiple try Metropolis; Simulated annealing; Markov Chain Monte Carlo (MCMC);All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00906-x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.