Efficient computation of location depth contours by methods of computational geometry

  • Authors:
  • Kim Miller;Suneeta Ramaswami;Peter Rousseeuw;J. Antoni Sellarès;Diane Souvaine;Ileana Streinu;Anja Struyf

  • Affiliations:
  • Department of Electrical Engineering and Computer Science, Tufts University, Medford, MA 02155. kmillr@eecs.tufts.edu;Department of Computer Science, Rutgers University, Camden, NJ 08102. rsuneeta@crab.rutgers.edu;Department of Mathematics and Computer Science, University of Antwerp, Middelheimlaan 1, B-2020 Antwerp, Belgium. Peter.Rousseeuw@ua.ac.be;Institut d'Informàtica i Aplicacions, Universitat de Girona, Spain.sellares@ima.udg.es;Department of Computer Science, Smith College, Northampton, MA 01063;Department of Computer Science, Smith College, Northampton, MA 01063. streinu@cs.smith.edu;Department of Mathematics and Computer Science, University of Antwerp, Middelheimlaan 1, B-2020 Antwerp, Belgium. Anja.Struyf@ua.ac.be

  • Venue:
  • Statistics and Computing
  • Year:
  • 2003

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Abstract

The concept of location depth was introduced as a way to extend the univariate notion of ranking to a bivariate configuration of data points. It has been used successfully for robust estimation, hypothesis testing, and graphical display. The depth contours form a collection of nested polygons, and the center of the deepest contour is called the Tukey median. The only available implemented algorithms for the depth contours and the Tukey median are slow, which limits their usefulness. In this paper we describe an optimal algorithm which computes all bivariate depth contours in O(n2) time and space, using topological sweep of the dual arrangement of lines. Once these contours are known, the location depth of any point can be computed in O(log2 n) time with no additional preprocessing or in O(log n) time after O(n2) preprocessing. We provide fast implementations of these algorithms to allow their use in everyday statistical practice.