Nonparametric Estimation of Repeated Densities with Heterogeneous Sample Sizes

DOI10.1080/01621459.2022.2104728arXiv2012.10009OpenAlexW3116220168MaRDI QIDQ6153983FDOQ6153983

Authors: Jiaming Qiu, Xiongtao Dai, Zhengyuan Zhu 

Publication date: 19 March 2024

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

Abstract: We consider the estimation of densities in multiple subpopulations, where the available sample size in each subpopulation greatly varies. This problem occurs in epidemiology, for example, where different diseases may share similar pathogenic mechanism but differ in their prevalence. Without specifying a parametric form, our proposed method pools information from the population and estimate the density in each subpopulation in a data-driven fashion. Drawing from functional data analysis, low-dimensional approximating density families in the form of exponential families are constructed from the principal modes of variation in the log-densities. Subpopulation densities are subsequently fitted in the approximating families based on likelihood principles and shrinkage. The approximating families increase in their flexibility as the number of components increases and can approximate arbitrary infinite-dimensional densities. We also derive convergence results of the density estimates with discrete observations. The proposed methods are shown to be interpretable and efficient in simulation as well as applications to electronic medical record and rainfall data.

Full work available at URL: https://arxiv.org/abs/2012.10009

zbMATH Keywords

dimension reductionfunctional principal component analysisshrinkage estimationobject data analysissparse functional data analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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