Absolute approximation of Tukey depth: Theory and experiments |
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Authors: | Dan Chen Pat Morin Uli Wagner |
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Institution: | 1. School of Computer Science, Carleton University, Ottawa, ON, K1S 5B6, Canada;2. Institut für Theoretische Informatik, ETH Zürich, CH-8092 Zürich, Switzerland |
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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. |
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