Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation

DOI10.1016/J.CSDA.2014.02.002MaRDI QIDQ1623470zbMATH OpenOpenAlexFDO

Authors Nabil Zougab, Smail Adjabi, Célestin C. Kokonendji

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2014.02.002

zbMATH Keywords

bandwidth matrix selectionintegrated squared errorinverse Wishart distributionloss functionplug-insmoothed cross-validation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Density estimation (62G07) Estimation in multivariate analysis (62H12)

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Cites work

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• Bandwidth selection in marker dependent kernel hazard estimation
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• Plug-in bandwidth matrices for bivariate kernel density estimation
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Cited in

(35)

• Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
• On bandwidth selection using minimal spanning tree for kernel density estimation
• Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints
• Approximate inference of the bandwidth in multivariate kernel density estimation
• Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
• Asymptotic properties of Dirichlet kernel density estimators
• Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
• Bayesian inference of a parametric random spheroid from its orthogonal projections
• A Bayesian approach to bandwidth selection in univariate associate kernel estimation
• Comparison study to bandwidth selection in binomial kernel estimation using Bayesian approaches
• Effects of associated kernels in nonparametric multiple regressions
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
• A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
• Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
• Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
• Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications
• BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION
• Nonparametric density estimation based on beta prime kernel
• Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data
• Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
• Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
• Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )^d
• Probabilistic learning on manifolds (PLoM) with partition
• Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool
• A Bayesian approach for nonparametric regression in the presence of correlated errors
• Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function
• Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
• Optimizing sensor calibration in open environments: a Bayesian approach for non-specific multisensory systems
• On multivariate associated kernels to estimate general density functions
• Asymptotic properties of continuous associated-kernel density estimators
• Multivariate generalized linear models for Markov kernels with (un)known link and variance functions
• Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
• Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
• Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation

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Uses Software

• R
• pyuvdata

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