LogConcDEAD
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Software:20094
swMATH8080CRANLogConcDEADMaRDI QIDQ20094FDOQ20094
Log-Concave Density Estimation in Arbitrary Dimensions
Richard Samworth, Yining Chen, Robert Gramacy, Madeleine Cule
Last update: 9 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.6-8, 1.0-1, 1.0-3, 1.0-5, 1.0-6, 1.0-8, 1.0-10, 1.0-11, 1.0, 1.1-1, 1.1-2, 1.2-0, 1.3-0, 1.3-1, 1.3-2, 1.3-3, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.5-0, 1.5-1, 1.5-2, 1.5-3, 1.5-4, 1.5-5, 1.5-6, 1.5-7, 1.5-8, 1.5-9, 1.6-1, 1.6-3, 1.6-4, 1.6-5, 1.6-6, 1.6-7, 1.6-9
Source code repository: https://github.com/cran/LogConcDEAD
Software for computing a log-concave (maximum likelihood) estimator for independent and identically distributed data in any number of dimensions. For a detailed description of the method see Cule, Samworth and Stewart (2010, Journal of Royal Statistical Society Series B, <doi:10.1111/j.1467-9868.2010.00753.x>).
Cited In (62)
- A Functional Data Analysis Approach to the Estimation of Densities over Complex Regions
- Active set algorithms for estimating shape-constrained density ratios
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- Smoothed log-concave maximum likelihood estimation with applications
- High-dimensional nonparametric density estimation via symmetry and shape constraints
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Exact solutions in log-concave maximum likelihood estimation
- Convergence of linear functionals of the Grenander estimator under misspecification
- Inference for the mode of a log-concave density
- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Some developments in the theory of shape constrained inference
- Adaptation in log-concave density estimation
- Parametric bootstrap under model mis-specification
- Independent component analysis via nonparametric maximum likelihood estimation
- Bracketing numbers of convex and \(m\)-monotone functions on polytopes
- Geometry of log-concave density estimation
- A Computational Framework for Multivariate Convex Regression and Its Variants
- The robust EM-type algorithms for log-concave mixtures of regression models
- Maximum likelihood estimation of the mixture of log-concave densities
- A simple approach to maximum intractable likelihood estimation
- A Bayesian nonparametric approach to log-concave density estimation
- Recent progress in log-concave density estimation
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
- Generalized bagging
- Univariate log-concave density estimation with symmetry or modal constraints
- On univariate function identification problems
- Multivariate log-concave distributions as a nearly parametric model
- Optimal rates of convergence for convex set estimation from support functions
- Random concave functions
- Quasi-concave density estimation
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Variational analysis of constrained M-estimators
- Global risk bounds and adaptation in univariate convex regression
- Fast multivariate log-concave density estimation
- Fusion of hard and soft information in nonparametric density estimation
- Nonparametric least squares estimation of a multivariate convex regression function
- Optimization of relative arbitrage
- A semiparametric mixture method for local false discovery rate estimation from multiple studies
- Approximation and estimation of \(s\)-concave densities via Rényi divergences
- Confidence Bands for a Log-Concave Density
- High Dimensional Change Point Estimation via Sparse Projection
- Completely monotone distributions: mixing, approximation and estimation of number of species
- Enforcing shape constraints on a probability density estimate using an additive adjustment curve
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Maximum likelihood estimation for totally positive log‐concave densities
- Log-concavity and strong log-concavity: a review
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency
- Approximation by log-concave distributions, with applications to regression
- On the log-concavity density function: a case of exponential power distribution and its application
- Obtaining minimax lower bounds: a review
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified
- Optimal rates for estimation of two-dimensional totally positive distributions
- Inference and modeling with log-concave distributions
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
- Tuning-Free Heterogeneity Pursuit in Massive Networks
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Least-squares estimation of a convex discrete distribution
- Least squares estimation of a \(k\)-monotone density function
- The generalized Pearson family of distributions and explicit representation of the associated density functions
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