Recent progress in log-concave density estimation
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Abstract: In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one or more bandwidths. The purpose of this article is to describe some of the properties of the class of log-concave densities on which make it so attractive from a statistical perspective, and to outline the latest methodological, theoretical and computational advances in the area.
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Cites work
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- The Existence of Probability Measures with Given Marginals
- The Grenander estimator: A nonasymptotic approach
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
Cited in
(38)- Local continuity of log-concave projection, with applications to estimation under model misspecification
- High-dimensional nonparametric density estimation via symmetry and shape constraints
- Exact solutions in log-concave maximum likelihood estimation
- Improved inference for vaccine-induced immune responses via shape-constrained methods
- Weighted rank estimation for nonparametric transformation models with nonignorable missing data
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- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Estimating a discrete log-concave distribution in higher dimensions
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Adaptation in multivariate log-concave density estimation
- Discrete minimax estimation with trees
- A Bayesian nonparametric approach to log-concave density estimation
- A new computational framework for log-concave density estimation
- Active set algorithms for estimating shape-constrained density ratios
- Bi-\( s^\ast \)-concave distributions
- Random concave functions
- The power series exponential power series distributions with applications to failure data sets
- The Modal Age of Statistics
- A computational approach to log-concave density estimation
- Fast multivariate log-concave density estimation
- Active-set algorithm-based statistical inference for shape-restricted generalized additive Cox regression models
- Minimax rates for conditional density estimation via empirical entropy
- Estimation in Cox proportional hazards model with heteroscedastic errors in covariates
- Testing the missing at random assumption in generalized linear models in the presence of instrumental variables
- Confidence Bands for a Log-Concave Density
- Testing convexity of the generalised hazard function
- Weighted rank estimation for nonparametric transformation models with doubly truncated data
- Variation diminishing linear time-invariant systems
- Assessing log-concavity of multivariate densities
- Bimonotone subdivisions of point configurations in the plane
- Inference and modeling with log-concave distributions
- Optimal rates for estimation of two-dimensional totally positive distributions
- Inference for Local Parameters in Convexity Constrained Models
- A new parametric method of estimating the joint probability density: revisited
- Tail bounds for empirically standardized sums
- Log-concavity of compound distributions with applications in operational and actuarial models
- Maximum likelihood estimation of log-concave densities on tree space
- A variational inequality model for the construction of signals from inconsistent nonlinear equations
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