Choosing among notions of multivariate depth statistics

K Mosler, P Mozharovskyi - Statistical Science, 2022 - projecteuclid.org
Classical multivariate statistics measures the outlyingness of a point by its Mahalanobis
distance from the mean, which is based on the mean and the covariance matrix of the data …

Depth and depth-based classification with R-package ddalpha

O Pokotylo, P Mozharovskyi, R Dyckerhoff - arXiv preprint arXiv …, 2016 - arxiv.org
Following the seminal idea of Tukey, data depth is a function that measures how close an
arbitrary point of the space is located to an implicitly defined center of a data cloud. Having …

[图书][B] Robust multivariate analysis

DJ Olive, DJ Olive, Chernyk - 2017 - Springer
Statistics is the science of extracting useful information from data, and a statistical model is
used to provide a useful approximation to some of the important characteristics of the …

A pseudo-metric between probability distributions based on depth-trimmed regions

G Staerman, P Mozharovskyi, P Colombo… - arXiv preprint arXiv …, 2021 - arxiv.org
The design of a metric between probability distributions is a longstanding problem motivated
by numerous applications in Machine Learning. Focusing on continuous probability …

From depth to local depth: a focus on centrality

D Paindaveine, G Van Bever - Journal of the American Statistical …, 2013 - Taylor & Francis
Aiming at analyzing multimodal or nonconvexly supported distributions through data depth,
we introduce a local extension of depth. Our construction is obtained by conditioning the …

Approximate computation of projection depths

R Dyckerhoff, P Mozharovskyi, S Nagy - Computational Statistics & Data …, 2021 - Elsevier
Data depth is a concept in multivariate statistics that measures the centrality of a point in a
given data cloud in R d. If the depth of a point can be represented as the minimum of the …

Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2

X Liu, K Mosler, P Mozharovskyi - Journal of Computational and …, 2019 - Taylor & Francis
Given data in R p, a Tukey κ-trimmed region is the set of all points that have at least Tukey
depth κ wrt the data. As they are visual, affine equivariant and robust, Tukey regions are …

Fast DD-classification of functional data

K Mosler, P Mozharovskyi - Statistical Papers, 2017 - Springer
A fast nonparametric procedure for classifying functional data is introduced. It consists of a
two-step transformation of the original data plus a classifier operating on a low-dimensional …

Uniform convergence rates for the approximated halfspace and projection depth

S Nagy, R Dyckerhoff, P Mozharovskyi - 2020 - projecteuclid.org
The computational complexity of some depths that satisfy the projection property, such as
the halfspace depth or the projection depth, is known to be high, especially for data of higher …

[HTML][HTML] Integrated rank-weighted depth

K Ramsay, S Durocher, A Leblanc - Journal of Multivariate Analysis, 2019 - Elsevier
We study depth measures for multivariate data defined by integrating univariate depth
measures, specifically, integrated dual (ID) depth introduced by Cuevas and Fraiman (2009) …