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DTSTART:19700329T010000
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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Concentration of the empirical contours of Tukey&a
mp\;rsquo\;s halfspace depth - Victor Brunel (EN
SAE (École Nationale de la Statistique et de l'Adm
inistration))
DTSTART;TZID=Europe/London:20180622T100000
DTEND;TZID=Europe/London:20180622T110000
UID:TALK107329AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/107329
DESCRIPTION:Tukey'\;s halfspace depth has attracted much in
terest 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 probab
ility measure. Given an i.i.d. sample\, we investi
gate the concentration of upper level sets of the
Tukey depth relative to that sample around their p
opulation version. We show that under some mild as
sumptions on the underlying probability measure\,
concentration occurs at a parametric rate and we d
educe moment inequalities at that same rate. In a
computational prospective\, we study the concentra
tion of a discretized version of the empirical upp
er level sets
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:INI IT
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