Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm

DOI10.1007/s00180-019-00906-xzbMath1505.62372OpenAlexW2950141511MaRDI QIDQ2184405

Wei Shao, YiJun Zuo

Publication date: 28 May 2020

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-019-00906-x

zbMATH Keywords

simulated annealingMarkov chain Monte Carlo (MCMC)half-space depth computationmultiple try Metropolis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Related Items (3)

Uniform convergence rates for the approximated halfspace and projection depth ⋮ Flexible integrated functional depths ⋮ Robustness of the deepest projection regression functional

Uses Software

• R
• LBFGS-B

Cites Work

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