<abstract xmlns="http://www.w3.org/1999/xhtml"><p> Non-parametric density estimation with shape restrictions has witnessed a great deal of attention recently. We consider the maximum-likelihood problem of estimating a log-concave density from a given finite set of empirical data and present a computational approach to the resulting optimization problem. Our approach targets the ability to trade-off computational costs against estimation accuracy in order to alleviate the curse of dimensionality of density estimation in higher dimensions.</p></abstract>

Non-parametric density estimation with shape restrictions has witnessed a great deal of attention recently. We consider the maximum-likelihood problem of estimating a log-concave density from a given finite set of empirical data and present a computational approach to the resulting optimization problem. Our approach targets the ability to trade-off computational costs against estimation accuracy in order to alleviate the curse of dimensionality of density estimation in higher dimensions.

A Computational Approach to Log-Concave Density Estimation

Image and Pattern Analysis Group, University of Heidelberg, Speyerer Str. 6, 69126 Heidelberg,

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"A Computational Approach to Log-Concave Density Estimation"}

Non-parametric density estimation with shape restrictions has witnessed a great deal of attention recently. We consider the maximum-likelihood problem of...

A Computational Approach to Log-Concave Density Estimation

Pubblicato online: 22 apr 2017

Pagine: 151 - 166

Ricevuto: 01 dic 2014

Accettato: 01 feb 2015

DOI: https://doi.org/10.1515/auom-2015-0053

Parole chiave
log-convave distributions, probability density estimation, mathematical programming, machine learning

© 2017

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

A Computational Approach to Log-Concave Density Estimation

Pubblicato online: 22 apr 2017

Pagine: 151 - 166

Ricevuto: 01 dic 2014

Accettato: 01 feb 2015

DOI: https://doi.org/10.1515/auom-2015-0053

Parole chiavelog-convave distributions, probability density estimation, mathematical programming, machine learning

© 2017

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Parole chiave
log-convave distributions, probability density estimation, mathematical programming, machine learning