Theoretical analysis of nonparametric filament estimation

DOI10.1214/15-AOS1405MaRDI QIDQ292890zbMATHOpenAlexFDO

Authors Wanli Qiao, Wolfgang Polonik

Publication date 9 June 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.07105

zbMATH Keywords

kernel density estimationextreme value distributionnonparametric curve estimationintegral curves

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along the integral curve driven by the vector field of second eigenvectors of the Hessian of $f$. We `parametrize' points on the filaments by such integral curves, and thus both the estimation of integral curves and of filaments will be considered via a plug-in method using kernel density estimation. We establish rates of convergence and asymptotic distribution results for the estimation of both the integral curves and the filaments. The main theoretical result establishes the asymptotic distribution of the uniform deviation of the estimated filament from its theoretical counterpart. This result utilizes the extreme value behavior of non-stationary Gaussian processes indexed by manifolds $M_h,hin(0,1]$ as $ho0$.

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Cited in

(13)

• The geometry of nonparametric filament estimation
• Asymptotic theory for density ridges
• On nonparametric ridge estimation for multivariate long-memory processes
• Posterior contraction and credible sets for filaments of regression functions
• On the path density of a gradient field
• Toroidal PCA via density ridges
• Asymptotic confidence sets for the jump curve in bivariate regression problems
• Univariate log-concave density estimation with symmetry or modal constraints
• Limit laws on extremes of nonhomogeneous Gaussian random fields
• Asymptotic confidence regions for density ridges
• Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
• Posterior contraction rates of density derivative estimation
• Theoretical analysis of nonparametric filament estimation

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