The Essential Histogram

DOI10.48550/ARXIV.1612.07216MaRDI QIDQ145406zbMATH OpenOpenAlexFDO

Authors Housen Li, Axel Munk, Hannes Sieling, Guenther Walther, Housen Li, Axel Munk, Hannes Sieling, Guenther Walther

Publication date 21 December 2016

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.07216

zbMATH Keywords

histogrammode detectionmulti-scale testingoptimal estimationsignificant feature

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Foundations and philosophical topics in statistics (62A01) Graphical methods in statistics (62A09)

Abstract: The histogram is widely used as a simple, exploratory display of data, but it is usually not clear how to choose the number and size of bins. We construct a confidence set of distribution functions that optimally address the two main tasks of the histogram: estimating probabilities and detecting features such as increases and modes in the distribution. We define the essential histogram as the histogram in the confidence set with the fewest bins. Thus the essential histogram is the simplest visualization of the data that optimally achieves the main tasks of the histogram. The only assumption we make is that the data are independent and identically distributed. We provide a fast algorithm for the essential histogram, and illustrate our methodology with examples. An R-package is available on CRAN.

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Cited in

(12)

• A comparison of automatic histogram constructions
• Combining regular and irregular histograms by penalized likelihood
• Fountains and histograms
• Dynamic quantile function models
• essHist
• A note on the e-a histogram
• Two dimensional histogram analysis using the Helmholtz principle
• Confidence Bands for a Log-Concave Density
• The median of a set of histogram data
• Fast and fully-automated histograms for large-scale data sets
• Histogram Contextualization
• Equal-bin-width histogram versus equal-bin-count histogram

Describes a project that uses

Uses Software

• essHist

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