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Hyperplane Distance Depth

Amirhossein Mashghdoust, Stephane Durocher

TL;DR

Various properties of hyperplane distance depth are studied and it is shown that it is convex, symmetric, and vanishing at infinity.

Abstract

Depth measures quantify central tendency in the analysis of statistical and geometric data. Selecting a depth measure that is simple and efficiently computable is often important, e.g., when calculating depth for multiple query points or when applied to large sets of data. In this work, we introduce \emph{Hyperplane Distance Depth (HDD)}, which measures the centrality of a query point $q$ relative to a given set $P$ of $n$ points in $\mathbb{R}^d$, defined as the sum of the distances from $q$ to all $\binom{n}{d}$ hyperplanes determined by points in $P$. We present algorithms for calculating the HDD of an arbitrary query point $q$ relative to $P$ in $O(d \log n)$ time after preprocessing $P$, and for finding a median point of $P$ in $O(d n^{d^2} \log n)$ time. We study various properties of hyperplane distance depth and show that it is convex, symmetric, and vanishing at infinity.

Hyperplane Distance Depth

TL;DR

Various properties of hyperplane distance depth are studied and it is shown that it is convex, symmetric, and vanishing at infinity.

Abstract

Depth measures quantify central tendency in the analysis of statistical and geometric data. Selecting a depth measure that is simple and efficiently computable is often important, e.g., when calculating depth for multiple query points or when applied to large sets of data. In this work, we introduce \emph{Hyperplane Distance Depth (HDD)}, which measures the centrality of a query point relative to a given set of points in , defined as the sum of the distances from to all hyperplanes determined by points in . We present algorithms for calculating the HDD of an arbitrary query point relative to in time after preprocessing , and for finding a median point of in time. We study various properties of hyperplane distance depth and show that it is convex, symmetric, and vanishing at infinity.

Paper Structure

This paper contains 10 sections, 13 theorems, 3 equations, 1 figure.

Key Result

Theorem 1

In $\mathbb{R}$, the HDD median relative to the set ${P}$ coincides with the usual univariate definition of median.

Figures (1)

  • Figure 4: Illustration in support of Theorem \ref{['thm:medianApproximate2D']}

Theorems & Definitions (23)

  • Definition 1: Tukey Depth tukey1975
  • Definition 2: Mahalanobis Depth mahalanobis2018generalized
  • Definition 3: Convex Hull Peeling Depth barnett1976ordering
  • Definition 4: Oja Depth oja1983descriptive
  • Definition 5: Simplicial Depth liu1990notion
  • Definition 6: $L_1$ Depth vardi2000multivariate
  • Definition 7: $L_2$ Depth zuo2000general
  • Definition 8: Fermat-Weber Depth durier1985geometrical
  • Definition 9: Hyperplane distance depth
  • Theorem 1
  • ...and 13 more