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A greedy algorithm for unimodal kernel density estimation by data sharpening
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نویسنده
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wolters m.a.
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منبع
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journal of statistical software - 2012 - دوره : 47 - شماره : 0
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چکیده
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We consider the problem of nonparametric density estimation where estimates are constrained to be unimodal. though several methods have been proposed to achieve this end,each of them has its own drawbacks and none of them have readily-available computer codes. the approach of braun and hall (2001),where a kernel density estimator is modified by data sharpening,is one of the most promising options,but optimization difficulties make it hard to use in practice. this paper presents a new algorithm and matlab code for finding good unimodal density estimates under the braun and hall scheme. the algorithm uses a greedy,feasibility-preserving strategy to ensure that it always returns a unimodal solution. compared to the incumbent method of optimization,the greedy method is easier to use,runs faster,and produces solutions of comparable quality. it can also be extended to the bivariate case.
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کلیدواژه
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Constrained nonparametric estimation; MATLAB; Optimization heuristics; Shape constraints
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آدرس
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department of statistical and actuarial sciences,university of western ontario,london,on n6a 5b7, Canada
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Authors
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