Multivariate density estimation by Bayesian sequential partitioning

DOI10.1080/01621459.2013.813389zbMATH Open1283.62165OpenAlexW2058852146MaRDI QIDQ5406366FDOQ5406366

Wing H. Wong, Luo Lu, Hui Jiang

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

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zbMATH Keywords

classificationsequential importance samplingbinary partitionsKL divergence

Mathematics Subject Classification ID

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

Cites Work

• Smoothing methods in statistics
• Title not available (Why is that?)
• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• Optional Pólya tree and Bayesian inference
• On optimal and data-based histograms
• Consistency of data-driven histogram methods for density estimation and classification
• Smoothing of Multivariate Data
• Distribution estimation consistent in total variation and in two types of information divergence
• Averaged shifted histograms: Effective nonparametric density estimators in several dimensions

Cited In (15)

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

Uses Software

• R
• UCI-ml

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