Approximate computation of projection depths

DOI10.1016/j.csda.2020.107166OpenAlexW3120689222MaRDI QIDQ830503

Rainer Dyckerhoff, Stanislav Nagy, Pavlo Mozharovskyi

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.08016

zbMATH Keywords

simulated annealingprojection propertynon-convex optimizationunit sphererandom searchNelder-Meaddata depthapproximate computationcoordinate descentgrid searchgreat circles

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Tukey Depths and Hamilton--Jacobi Differential Equations ⋮ Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis

Uses Software

• sn
• ddalpha
• MaxSkew

Cites Work

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• How to conjugate C\(^1\)-close group actions
• Riemannian $L^{p}$ center of mass: Existence, uniqueness, and convexity
• Robustness and Complex Data Structures
• A Simplex Method for Function Minimization

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