搜索结果: 1-15 共查到“理论统计学 density estimation”相关记录22条 . 查询时间(0.069 秒)
Efficient Density Estimation via Piecewise Polynomial Approximation
Efficient Density Estimation Piecewise Polynomial Approximation
2013/6/14
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary dis...
Probit transformation for kernel density estimation on the unit interval
transformation kernel density estimator boundary bias local likelihood density estimation local log-polynomial density estimation
2013/4/27
Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would ne...
We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density est...
Density Estimation and Classification via Bayesian Nonparametric Learning of Affine Subspaces
Dimension reduction Classi er Variable selection Nonparametric Bayes
2011/6/20
It is now practically the norm for data to be very high dimensional in areas such as genetics, machine
vision, image analysis and many others. When analyzing such data, parametric models are often to...
Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors
Adaptive nonparametric estimation Deconvolution Fluorescence lifetimes
2010/11/8
Motivated by fluorescence lifetime measurements this paper considers the problem of nonparametric density estimation in the pile-up model. Adaptive nonparametric estimators are proposed for the pile-u...
Confidence bands in density estimation
Adaptive estimation limit theorem density estimation extremes Gaussian processes wavelet estimators kernel estimators
2010/3/11
we construct adaptive confidence bands that are honest for all densities
in a “generic” subset of the union of t-H¨older balls, 0 < t r,
where r is a fixed but arbitrary integer. The exceptional (...
Tree Density Estimation
kernel density estimation tree structured Markov network high dimensional inference risk consistency structure selection consistency
2010/3/9
We study graph estimation and density estimation in high dimensions. To
avoid the curse of dimensionality, we consider a family of density estimators based on
tree structured undirected graphical mo...
A simple construction of polynomial estimators for
densities and distributions on the unit interval is presented. For-
Lipschitz densities the error for the mean square deviation is characterized.
...
Haar system and nonparametric density estimation in several variables
Haar system nonparametric density estimation several variables
2009/9/23
Partial sums of the Fourier-Haar expansion in several
variables are used to esstimate on cubes a probability density
satisfying some Lipschitz conditions.
Asymptotic nonparametric spline density estimation
Asymptotic nonparametric spline density estimation
2009/9/23
In [5] we have announced a h e a r spllne method for
nonparametric density and distribution estimation on the real line. In
this paper, asymptotic properties of a large family of such estimators
a...
Bayesian Dynamic Density Estimation
Dependent Dirichlet process Nonparametric Bayes Random probability measure Travel Costs Insurance Claim Distributions
2009/9/22
Empirical distributions in nance and economics might show heavy
tails, volatility clustering, varying mean returns and multimodality as part of their
features. However, most statistical models avail...
The use of variable kernel mass in density estimation
variable kernel mass density estimation
2009/9/21
The use of variable kernel mass in density estimation。
Approximation for general bootstrap of empirical processes with an application to kernel-type density estimation
General bootstrap Brownian bridge Best approximation kernel density estimator
2010/3/19
The purpose of this note is to provide an approximation for the generalized bootstrapped empirical process achieving the rate in Komlós et al. (1975). The proof is based onmuch the same arguments used...
On the usefulness of Meyer wavelets for deconvolution and density estimation
Density estimation Deconvolution Inverse problem Wavelet thresholding Random thresholds Oracle inequalities
2010/3/18
The aim of this paper is to show the usefulness of Meyer wavelets for the classical problem of
density estimation and for density deconvolution fromnoisy observations. By using suchwavelets, the comp...
Asymptotic equivalence of spectral density estimation and gaussian white noise
Stationary Gaussian process spectral density Sobolev classes Le Cam distance asymptotic equivalence
2010/3/18
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary
Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence,
in the sense of Le Cam...