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Dec, 2013
密度模式的非参数推断
Nonparametric Inference For Density Modes
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Christopher Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
TL;DR
本文提出了一种基于非参数置信区间、Hessian矩阵特征值以及密度估计的数据分割方法和基于元对称多项式转换的Bootstrap方法来研究密度的峰值。同时还推荐了一种新的带宽选择方法。
Abstract
We derive
nonparametric confidence intervals
for the eigenvalues of the Hessian at modes of a density estimate. This provides information about the strength and shape of modes and can also be used as a significance test. We use a
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