Asymptotic confidence regions for density ridges

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Publication:2040044



Abstract: We develop large sample theory including nonparametric confidence regions for r-dimensional ridges of probability density functions on mathbbRd, where 1leqr<d. We view ridges as the intersections of level sets of some special functions. The vertical variation of the plug-in kernel estimators for these functions constrained on the ridges is used as the measure of maximal deviation for ridge estimation. Our confidence regions for the ridges are determined by the asymptotic distribution of this maximal deviation, which is established by utilizing the extreme value distribution of nonstationary chi-fields indexed by manifolds.


Ridges of a given distribution on \(\mathbb{R}^d\) are a generalization of a mode: lower dimensional geometric features defined as maxima of the underlying density constrained to be within a given subspace. The present paper details the construction of data-driven asymptotic confidence regions for ridges, under mild assumptions (for example, to ensure differentiability and avoid degeneracy). Beginning with ridge estimates based on smoothed kernel density functions, the author uses Gaussian approximation for suprema of empirical processes and extreme value theory for suprema of \(\chi\)-fields indexed by manifolds to construct confidence regions. Bias correction methods are then used to extend these results to the ridge of primary interest.



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