Skip to main content
Log in

On robust classification using projection depth

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Abstract

This article uses projection depth (PD) for robust classification of multivariate data. Here we consider two types of classifiers, namely, the maximum depth classifier and the modified depth-based classifier. The latter involves kernel density estimation, where one needs to choose the associated scale of smoothing. We consider both the single scale and the multi-scale versions of kernel density estimation, and investigate the large sample properties of the resulting classifiers under appropriate regularity conditions. Some simulated and real data sets are analyzed to evaluate the finite sample performance of these classification tools.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Breiman L. (1996) Bagging predictors. Machine Learning 24: 123–140

    MathSciNet  MATH  Google Scholar 

  • Cator, E. A., Lopuhaä, H. P. (2011). Central limit theorem and influence function for the MCD estimators at general multivariate distributions. (to appear).

  • Chaudhuri P., Sengupta D. (1993) Sign tests in multidimension: Inference based on the geometry of the data cloud. Journal of the American Statistical Association 88: 1363–1370

    Article  MathSciNet  MATH  Google Scholar 

  • Chen Y., Dang X., Peng H., Bart H. L. Jr (2009) Outlier detection with the kernelized spatial depth function. IEEE Transactions on Pattern Analysis and Machine Intelligence, 31: 288–305

    Article  Google Scholar 

  • Cover T. M., Hart P. E. (1967) Nearest neighbor pattern classification. IEEE Transactions on Information Theory 13: 21–27

    Article  MATH  Google Scholar 

  • Croux C., Dehon C. (2001) Robust linear discriminant analysis using S-estimators. Canadian Journal of Statistics 29: 473–492

    Article  MathSciNet  MATH  Google Scholar 

  • Fang K.-T., Kotz S., Ng K.-W. (1989) Symmetric multivariate and related distributions. Chapman and Hall, London

    Google Scholar 

  • Friedman, J. (1994). Flexible metric nearest neighbor classification. Technical Report LCS 113, Department of Statistics, Stanford University, California, USA. http://statistics.stanford.edu/~ckirby/techreports/LCS/LCS%20113.pdf.

  • Ghosh A.K., Chaudhuri P. (2004) Optimal smoothing in kernel discriminant analysis. Statistica Sinica 14: 457–483

    MathSciNet  MATH  Google Scholar 

  • Ghosh A.K., Chaudhuri P. (2005) On data depth and distribution free discriminant analysis using separating surfaces.. Bernoulli 11: 1–27

    Article  MathSciNet  MATH  Google Scholar 

  • Ghosh A.K., Chaudhuri P. (2005) On maximum depth and related classifiers. Scandinavian Journal of Statistics 32: 328–350

    Article  MathSciNet  Google Scholar 

  • Ghosh A.K., Chaudhuri P., Murthy C.A. (2005) On visualization and aggregation of nearest neighbor classifiers. IEEE Transactions on Pattern Analysis and Machine Intelligence 27: 1592–1602

    Article  Google Scholar 

  • Ghosh A.K., Chaudhuri P., Sengupta D. (2006) Classification using kernel density estimates: multi-scale analysis and visualization. Technometrics 48: 120–132

    Article  MathSciNet  Google Scholar 

  • He X., Wang G. (1997) Convergence of depth contours for multivariate data sets. Annals of Statistics 25: 495–504

    Article  MathSciNet  MATH  Google Scholar 

  • Hoberg R. (2000) Cluster analysis based on data depth. In: Kiers H.A.L., Rasson J.P., Groenen P.J.F., Schader M. (eds) Data analysis, classification and related methods. Springer, Berlin, pp 17–22

    Chapter  Google Scholar 

  • Holmes C., Adams N. (2002) A probabilistic nearest-neighbor algorithm for statistical pattern recognition. Journal of the Royal Statistical Society Series B Methodological 64: 295–306

    Article  MathSciNet  MATH  Google Scholar 

  • Holmes C., Adams N. (2003) Likelihood inference in nearest-neighbor classification models. Biometrika 90: 99–112

    Article  MathSciNet  MATH  Google Scholar 

  • Hubert M., Van Driessen K. (2004) Fast and robust discriminant analysis. Computational Statistics and Data Analysis 45: 301–320

    Article  MathSciNet  MATH  Google Scholar 

  • Jornsten R. (2004) Clustering and classification based on the L1 data depth. Journal of Multivariate Analysis 90: 67–89

    Article  MathSciNet  Google Scholar 

  • Lagarias J.C., Reeds J.A., Wright M.H., Wright P.E. (1998) Convergence properties of the Nelder-Mead simplex method in low dimensions. SIAM Journal of Optimization 9: 112–147

    Article  MathSciNet  MATH  Google Scholar 

  • Li, J., Cuesta-Albertos, J. A., Liu, R. (2011). Nonparametric classification procedures based on DD-plot. Submitted. (http://personales.unican.es/cuestaj/publicaciones.html).

  • Liu R., Singh K. (1993) A quality index based on data depth and multivariate rank tests. Journal of the American Statistical Association 88: 252–260

    Article  MathSciNet  MATH  Google Scholar 

  • Liu R., Parelius J., Singh K. (1999) Multivariate analysis of the data-depth: descriptive statistics and inference. Annals of Statistics 27: 783–858

    MathSciNet  MATH  Google Scholar 

  • Maronna R.A., Yohai V.J. (1995) The behavior of the Stahel-Donoho robust multivariate estimator. Journal of the American Statistical Association 90: 330–341

    Article  MathSciNet  MATH  Google Scholar 

  • Peterson G.E., Barney H.L. (1952) Control methods used in a study of vowels. Journal of the Acoustical Society of America 24: 175–185

    Article  Google Scholar 

  • Rousseeuw P.J., Struyf A. (1998) Computing location depth and regression depth in high dimensions. Statistics and Computing 8: 193–203

    Article  Google Scholar 

  • Rousseeuw P.J., Van Driessen K. (1999) A fast algorithm for the minimum covariance determinant estimator. Technometrics 41: 212–223

    Article  Google Scholar 

  • Schapire R.E., Fruend Y., Bartlett P., Lee W. (1998) Boosting the margin: a new explanation for the effectiveness of voting method. Annals of Statistics 26: 1651–1686

    Article  MathSciNet  MATH  Google Scholar 

  • Silverman B.W. (1986) Density estimation for statistics and data analysis. Chapman and Hall, London

    MATH  Google Scholar 

  • Tukey, J. (1975). Mathematics and the picturing of data. In Proceedings of 1975 international congress of mathematicians, Vancouver (pp. 523–531).

  • Tyler D.E. (1987) A distribution free M-estimator of multivariate scatter. Annals of Statistics. 15: 234–251

    Article  MathSciNet  MATH  Google Scholar 

  • Vardi, Y., Zhang, C. H. (2000). The multivariate L 1-median and associated data depth. Proceedings of the Nationtal Academy of Sciences, USA, 97, 1423–1426.

  • Wilcox R.R. (2005) Introduction to robust estimation and hypothesis testing. Academic Press, London

    MATH  Google Scholar 

  • Xia C., Lin L., Yang G. (2008) An extended projection data depth and its applications to discrimination. Communications in Statistics: Theory and Methods 37: 2276–2290

    Article  MathSciNet  MATH  Google Scholar 

  • Zuo Y., Serfling R. (2000) General notions of statistical depth function. Annals of Statistics 28: 461–482

    Article  MathSciNet  MATH  Google Scholar 

  • Zuo Y., Serfling R. (2000) Structural properties and convergence results for contours of sample statistical depth functions. Annals of Statistics 28: 483–499

    Article  MathSciNet  MATH  Google Scholar 

  • Zuo Y. (2003) Projection based depth functions and associated medians. Annals of Statistics 31: 1460–1490

    Article  MathSciNet  MATH  Google Scholar 

  • Zuo Y. (2004) Robustness of weighted L p depth and L p median. Allgemeines Statistisches Archive 88: 1–20

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Subhajit Dutta.

About this article

Cite this article

Dutta, S., Ghosh, A.K. On robust classification using projection depth. Ann Inst Stat Math 64, 657–676 (2012). https://doi.org/10.1007/s10463-011-0324-y

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10463-011-0324-y

Keywords

Navigation