Fast computation of Tukey trimmed regions and median in dimension p>2p>2

Given data in $\mathbb{R}^{p}$, a Tukey $\kappa$-trimmed region is the set of all points that have at least Tukey depth $\kappa$ w.r.t. the data. As they are visual, affine equivariant and robust, Tukey regions are useful tools in nonparametric multivariate analysis. While these regions are easily defined and interpreted, their practical use in applications has been impeded so far by the lack of efficient computational procedures in dimension $p > 2$. We construct two novel algorithms to compute a Tukey $\kappa$-trimmed region, a na\"{i}ve one and a more sophisticated one that is much faster than known algorithms. Further, a strict bound on the number of facets of a Tukey region is derived. In a large simulation study the novel fast algorithm is compared with the na\"{i}ve one, which is slower and by construction exact, yielding in every case the same correct results. Finally, the approach is extended to an algorithm that calculates the innermost Tukey region and its barycenter, the Tukey median

Local bilinear multiple-output quantile/depth regression

A new quantile regression concept, based on a directional version of Koenker and Bassett's traditional single-output one, has been introduced in [Ann. Statist. (2010) 38 635-669] for multiple-output location/linear regression problems. The polyhedral contours provided by the empirical counterpart of that concept, however, cannot adapt to unknown nonlinear and/or heteroskedastic dependencies. This paper therefore introduces local constant and local linear (actually, bilinear) versions of those contours, which both allow to asymptotically recover the conditional halfspace depth contours that completely characterize the response's conditional distributions. Bahadur representation and asymptotic normality results are established. Illustrations are provided both on simulated and real data.Comment: Published at http://dx.doi.org/10.3150/14-BEJ610 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Quasiconvex Programming

We define quasiconvex programming, a form of generalized linear programming in which one seeks the point minimizing the pointwise maximum of a collection of quasiconvex functions. We survey algorithms for solving quasiconvex programs either numerically or via generalizations of the dual simplex method from linear programming, and describe varied applications of this geometric optimization technique in meshing, scientific computation, information visualization, automated algorithm analysis, and robust statistics.Comment: 33 pages, 14 figure

Approximating Tverberg Points in Linear Time for Any Fixed Dimension

Let P be a d-dimensional n-point set. A Tverberg-partition of P is a partition of P into r sets P_1, ..., P_r such that the convex hulls conv(P_1), ..., conv(P_r) have non-empty intersection. A point in the intersection of the conv(P_i)'s is called a Tverberg point of depth r for P. A classic result by Tverberg implies that there always exists a Tverberg partition of size n/(d+1), but it is not known how to find such a partition in polynomial time. Therefore, approximate solutions are of interest. We describe a deterministic algorithm that finds a Tverberg partition of size n/4(d+1)^3 in time d^{O(log d)} n. This means that for every fixed dimension we can compute an approximate Tverberg point (and hence also an approximate centerpoint) in linear time. Our algorithm is obtained by combining a novel lifting approach with a recent result by Miller and Sheehy (2010).Comment: 14 pages, 2 figures. A preliminary version appeared in SoCG 2012. This version removes an incorrect example at the end of Section 3.