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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Concentration of the empirical contours of Tukey’s halfspace depth
Concentration of the empirical contours of Tukey’s halfspace depthAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact INI IT. This talk has been canceled/deleted Tukey's halfspace depth has attracted much interest in data analysis, because it is a natural way of measuring the notion of depth relative to a cloud of points or, more generally, to a probability measure. Given an i.i.d. sample, we investigate the concentration of upper level sets of the Tukey depth relative to that sample around their population version. We show that under some mild assumptions on the underlying probability measure, concentration occurs at a parametric rate and we deduce moment inequalities at that same rate. In a computational prospective, we study the concentration of a discretized version of the empirical upper level sets This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:This talk is not included in any other list Note that ex-directory lists are not shown. |
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