Two-dimensional density estimation using smooth invertible transformations

DOI10.1016/J.JSPI.2010.09.019MaRDI QIDQ619784zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

optimizationdeformationquasiconformal map

Mathematics Subject Classification ID

Density estimation (62G07)

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.

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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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