Multivariate density estimation by Bayesian sequential partitioning

DOI10.1080/01621459.2013.813389MaRDI QIDQ5406366zbMATH OpenOpenAlexFDO

Authors Luo Lu, Hui Jiang, Wing H. Wong

Publication date 1 April 2014

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2013.813389

zbMATH Keywords

binary partitionsclassificationKL divergencesequential importance sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Sequential statistical analysis (62L10)

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Cites work

• Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
• Consistency of data-driven histogram methods for density estimation and classification
• Distribution estimation consistent in total variation and in two types of information divergence
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• On optimal and data-based histograms
• Optional Pólya tree and Bayesian inference
• Remarks on Some Nonparametric Estimates of a Density Function
• Smoothing methods in statistics
• Smoothing of Multivariate Data

Cited in

(17)

• Tree based credible set estimation
• Posterior concentration for Bayesian regression trees and forests
• Minimum distance histograms with universal performance guarantees
• In-sample forecasting applied to reserving and mesothelioma mortality
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Multivariate histograms with data-dependent partitions
• Density estimation via the random forest method
• Adaptive Design and Analysis Via Partitioning Trees for Emulation of a Complex Computer Code
• Stochastic Geometry to Generalize the Mondrian Process
• Adaptive manifold density estimation
• A conditional density estimation partition model using logistic Gaussian processes
• Recursive partitioning and multi-scale modeling on conditional densities
• Stationary Density Estimation of Itô Diffusions Using Deep Learning
• Unsupervised discretization by two-dimensional MDL-based histogram
• Hidden Markov Pólya Trees for High-Dimensional Distributions
• Minimum profile Hellinger distance estimation of general covariate models
• A note on the e-a histogram

Describes a project that uses

Uses Software

• R
• UCI

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