Absolute approximation of Tukey depth: Theory and experiments

  • Authors:
  • Dan Chen;Pat Morin;Uli Wagner

  • Affiliations:
  • School of Computer Science, Carleton University, Ottawa, ON, K1S 5B6, Canada;School of Computer Science, Carleton University, Ottawa, ON, K1S 5B6, Canada;Institut für Theoretische Informatik, ETH Zürich, CH-8092 Zürich, Switzerland

  • Venue:
  • Computational Geometry: Theory and Applications
  • Year:
  • 2013

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Abstract

A Monte Carlo approximation algorithm for the Tukey depth problem in high dimensions is introduced. The algorithm is a generalization of an algorithm presented by Rousseeuw and Struyf (1998) [20]. The performance of this algorithm is studied both analytically and experimentally.