DDα-classification of asymmetric and fat-tailed data

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Abstract

The DDα-procedure is a fast nonparametric method for supervised classification of d-dimensional objects into q ≥ 2 classes. It is based on q-dimensional depth plots and the α-procedure, which is an efficient algorithm for discrimination in the depth space [0, 1]q. Specifically, we use two depth functions that are well computable in high dimensions, the zonoid depth and the random Tukey depth, and compare their performance for different simulated data sets, in particular asymmetric elliptically and t-distributed data.

Original languageEnglish
Title of host publicationData Analysis, Machine Learning and Knowledge Discovery
EditorsLars Schmidt-Thieme, Ruth Janning, Myra Spiliopoulou
PublisherKluwer Academic Publishers
Pages71-78
Number of pages8
ISBN (Print)9783319015941
DOIs
Publication statusPublished - 1 Jan 2014
Externally publishedYes
Event36th Annual Conference of the German Classification Society on Data Analysis, Machine Learning and Knowledge Discovery, GfKl 2012 - Hildesheim, Germany
Duration: 1 Aug 20123 Aug 2012

Publication series

NameStudies in Classification, Data Analysis, and Knowledge Organization
Volume47
ISSN (Print)1431-8814

Conference

Conference36th Annual Conference of the German Classification Society on Data Analysis, Machine Learning and Knowledge Discovery, GfKl 2012
Country/TerritoryGermany
CityHildesheim
Period1/08/123/08/12

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