Two-dimensional density estimation using smooth invertible transformations

DOI10.1016/J.JSPI.2010.09.019zbMATH Open1206.62057arXiv0807.2275OpenAlexW1482854963MaRDI QIDQ619784FDOQ619784

Authors: Marc A. Coram, Ethan B. Anderes 

Publication date: 18 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: We investigate the problem of estimating a smooth invertible transformation f when observing independent samples X_1, ..., X_n ~ P circ f, where P is a known measure. We focus on the two dimensional case where P and f are defined on R^2. We present a flexible class of smooth invertible transformations in two dimensions with variational equations for optimizing over the classes, then study the problem of estimating the transformation f by penalized maximum likelihood estimation. We apply our methodology to the case when P circ f has a density with respect to Lebesgue measure on R^2 and demonstrate improvements over kernel density estimation on three examples.

Full work available at URL: https://arxiv.org/abs/0807.2275

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zbMATH Keywords

optimizationdeformationquasiconformal map

Mathematics Subject Classification ID

Density estimation (62G07)

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Cited In (3)

• A brief review of some application driven fast algorithms for elliptic partial differential equations
• Smearing Estimate: A Nonparametric Retransformation Method
• Estimation of a Convex Density Contour in Two Dimensions

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