Nonparametric modal regression
From MaRDI portal
Abstract: Modal regression estimates the local modes of the distribution of given , instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple nonparametric method for modal regression, based on a kernel density estimate (KDE) of the joint distribution of and . We derive asymptotic error bounds for this method, and propose techniques for constructing confidence sets and prediction sets. The latter is used to select the smoothing bandwidth of the underlying KDE. The idea behind modal regression is connected to many others, such as mixture regression and density ridge estimation, and we discuss these ties as well.
Recommendations
Cites work
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- A new regression model: modal linear regression
- A nonparametric statistical approach to clustering via mode identification
- A note on EM algorithm for mixture models
- Anti-concentration and honest, adaptive confidence bands
- Asymptotic theory for density ridges
- Bayesian mixture labeling by highest posterior density
- Bootstrap methods: another look at the jackknife
- Gaussian approximation of suprema of empirical processes
- Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation
- Local modal regression
- Maximum likelihood estimation of isotonic modal regression
- Mixture of regression models with varying mixing proportions: a semiparametric approach
- Mode regression
- Modelling Beyond Regression Functions: An Application of Multimodal Regression to Speed–Flow Data
- Nonparametric Mixture of Regression Models
- Nonparametric ridge estimation
- On the estimation of the gradient lines of a density and the consistency of the mean-shift algorithm
- On weak convergence and optimality of kernel density estimates of the mode
- Pattern recognition and machine learning.
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Ridges in image and data analysis
- Semiparametric mixtures of regressions
- Uniform in bandwidth consistency of kernel-type function estimators
- Variable Selection in Finite Mixture of Regression Models
Cited in
(54)- Parametric modal regression with autocorrelated error process
- Modal additive models with data-driven structure identification
- Stability for the training of deep neural networks and other classifiers
- Parametric mode regression for bounded responses
- Parametric modal regression with error in covariates
- Bayesian modal regression based on mixture distributions
- The Modal Age of Statistics
- Robust distributed modal regression for massive data
- Bandwidth selection for nonparametric modal regression
- Modal linear regression models with additive distortion measurement errors
- Non linear parametric mode regression
- On empirical estimation of mode based on weakly dependent samples
- Nonparametric statistical learning based on modal regression
- Cox regression analysis for distorted covariates with an unknown distortion function
- Analyzing animal escape data with circular nonparametric multimodal regression
- Robust nonparametric regression: a review
- Modal regression using kernel density estimation: a review
- A new look at the Birnbaum-Saunders regression model
- Statistical inference of mode regression with adaptive Lasso
- Importance sampling and its optimality for stochastic simulation models
- Regularized modal regression with data-dependent hypothesis spaces
- Nonparametric modal regression in the presence of measurement error
- Modal regression based on nonparametric quantile estimator
- Robust partially linear trend filtering for regression estimation and structure discovery
- Semiparametric partially linear varying coefficient modal regression
- Adaptive-modal Bayesian nonparametric regression
- Mode regression
- Univariate log-concave density estimation with symmetry or modal constraints
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Bootstrap Inference for Quantile-based Modal Regression
- Non-parametric regression and density estimation under control of modality
- Optimal subsampling for modal regression in massive data
- Case-cohort and inference for the proportional hazards model with covariate adjustment
- Robust estimation for nonrandomly distributed data
- A comprehensive approach to mode clustering
- Universal confidence sets for the mode of a regression function
- Information geometry of modal linear regression
- Dynamic Vector Mode Regression
- Bayesian mode regression using mixtures of triangular densities
- Modal linear regression using log-concave distributions
- Modal regression models based on B-splines
- A Statistical Learning Approach to Modal Regression
- Nonparametric Regression Based on Hierarchical Interaction Models
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
- A new regression model: modal linear regression
- Quantile regression approach to conditional mode estimation
- Normal-bundle bootstrap
- Mode-seeking clustering and density ridge estimation via direct estimation of density-derivative-ratios
- scientific article; zbMATH DE number 2188825 (Why is no real title available?)
- Asymptotic normality of the regression mode in the nonparametric random design model for censored data
- Uniform consistency in nonparametric mixture models
- Local modal regression
- Distributed penalized modal regression for massive data
- Modelling Beyond Regression Functions: An Application of Multimodal Regression to Speed–Flow Data
This page was built for publication: Nonparametric modal regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q282442)
