Abstract

The algorithm proved here solves the problem of orthogonal distance regression for the maximum norm with hyperplanes and hyperspheres. For each finite set of points in a Euclidean space of any dimension, the algorithm determines --- through finitely many arithmetic operations --- all the hyperplanes and hyperspheres that minimize the maximum Euclidean distance measured perpendicularly from the data. The algorithm finds all the slabs (bounded by parallel hyperplanes) and all the spherical shells (bounded by concentric hyperspheres) that contain all the data and are "rigidly supported" by the data (for which there does not exist any other pair of parallel hypersurfaces of the same type that intersect the data at the same points.) The computational complexity of the algorithm increases as the number of data points raised to the dimension of the ambient space. The solutions are then the midrange hyperplanes in the thinnest slabs, and the midrange hyperspheres in the thinnest shells. Their sensitivity to perturbations of the data is of the order of a power of the reciprocal of the smallest angle between two median hyperplanes separating two pairs of data points. The methods of proof consist in showing that if a pair of parallel hyperplanes or hyperspheres is not rigidly supported but encompasses all the data, then there exists a projective shift of their common projective center producing a thinner slab or shell that still contains all the data.

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