Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion

DOI10.1111/J.1467-9469.2009.00672.XzbMath1223.62035OpenAlexW1563761214MaRDI QIDQ3077799

Sylvain Sardy, Paul Tseng

Publication date: 22 February 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00672.x

zbMATH Keywords

maximum likelihood estimatorregularization parameter selectiondual block coordinate relaxation algorithm

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (8)

Penalized logspline density estimation using total variation penalty ⋮ On non-parametric density estimation on linear and non-linear manifolds using generalized Radon transforms ⋮ Penalized log-density estimation using Legendre polynomials ⋮ Non-local crime density estimation incorporating housing information ⋮ Copula density estimation by total variation penalized likelihood with linear equality constraints ⋮ Statistical density estimation using threshold dynamics for geometric motion ⋮ A review of uncertainty quantification for density estimation ⋮ Copula Density Estimation by Total Variation Penalized Likelihood

Uses Software

• ftnonpar
• ismev

Cites Work

• On the estimation of a probability density function by the maximum penalized likelihood method
• Exact mean integrated squared error
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Estimating the dimension of a model
• Locally adaptive regression splines
• Estimating the square root of a density via compactly supported wavelets
• Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
• Densities, spectral densities and modality.
• A study of logspline density estimation
• Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Confidence bands for a survival curve from censored data
• Ideal spatial adaptation by wavelet shrinkage
• Quantile smoothing splines
• On non-negative wavelet-based density estimators
• On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
• Nonparametric Roughness Penalties for Probability Densities
• Some Comments on C P
• An introduction to statistical modeling of extreme values
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion