A deconvolution path for mixtures
In this paper the authors propose a nonparametric method for deconvolution that is both statistically and computationally efficient. The method is motivated in terms of an underlying Bayesian model incorporating a prior into the model \[ y_i|\mu_i\sim\phi(y_i|\mu_i),\quad \mu_i\sim f_0,\;\;\mu_i\;\;\text{i.i.d.} \] Instead using a full Bayes analysis the authors use a two-step ``bin and smooth procedure, which in the ``bin step forms a histogram of the sample, yielding the number of observations \(x_j\) that fall into the \(j\)-th histogram bin. In the ``smooth step these counts are used to compute a maximum a posteriori (MAP) estimate of \(f_0\) under a prior that encourages smoothness. It is shown that the proposed nonparametric empirical-Bayes procedure yields excellent performance for deconvolution, at reduced computational cost compared to full nonparametric Bayesian methods. The main theorem establishes conditions under which the method yields a consistent estimate of the mixing distribution \(f_0\). Simulation evidence that the method offers practical improvements over existing state-of-the-art methods is also provided.
- Wavelet density estimators for the deconvolution of a component from a mixture
- Deconvolution estimation of mixture distributions with boundaries
- Data-driven deconvolution
- Bayesian Kantorovich deconvolution in finite mixture models
- Deconvolution methods for non-parametric inference in two-level mixed models
- A Bayesian analysis of some nonparametric problems
- A Bayesian Mixture Model for Differential Gene Expression
- A geometric approach to density estimation with additive noise
- A nonparametric empirical Bayes framework for large-scale multiple testing
- A ridge-parameter approach to deconvolution
- Adaptive piecewise polynomial estimation via trend filtering
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- Consistency of a recursive estimate of mixing distributions
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- Deconvolution estimation of mixture distributions with boundaries
- Deconvolution when classifying noisy data involving transformations
- Deconvolving kernel density estimators
- Degrees of freedom in lasso problems
- Density Estimation in the Presence of Heteroscedastic Measurement Error
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Empirical Bayes deconvolution estimates
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- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Exact and approximate sum representations for the Dirichlet process
- Fourier methods for estimating mixing densities and distributions
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- Nonlinear total variation based noise removal algorithms
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- Nonparametric maximum likelihood estimation by the method of sieves
- Nonparametric Roughness Penalties for Probability Densities
- Note on the Consistency of the Maximum Likelihood Estimate
- On a nonparametric recursive estimator of the mixing distribution
- On the estimation of a probability density function by the maximum penalized likelihood method
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
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- Semiparametric inference in mixture models with predictive recursion marginal likelihood
- Sparsity and Smoothness Via the Fused Lasso
- Tweedie’s Formula and Selection Bias
- Wavelet deconvolution
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Parametric deconvolution of positive spike trains.
- Deconvolution estimation of mixture distributions with boundaries
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm
- Bayesian Kantorovich deconvolution in finite mixture models
- Deconvolution methods for non-parametric inference in two-level mixed models
- A Bayesian framework for molecular strain identification from mixed diagnostic samples
- Cytometry inference through adaptive atomic deconvolution
- Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates
- Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations
- Two-sample test with \(g\)-modeling and its applications
- Deconvolution Density Estimation with Penalized MLE
- Supermix: sparse regularization for mixtures
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