Strongly consistent density estimation of the regression residual

2012 ◽  
Vol 82 (11) ◽  
pp. 1923-1929 ◽  
Author(s):  
László Györfi ◽  
Harro Walk
Keyword(s):  
Density Estimation ◽  
Regression Residual ◽  
Strongly Consistent

scholarly journals POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

2013 ◽  
Vol 30 (3) ◽  
pp. 606-646 ◽  
Author(s):  
Andriy Norets ◽  
Justinas Pelenis
Keyword(s):  
Large Class ◽  
Mixture Models ◽  
Density Estimation ◽  
Nonparametric Estimation ◽  
Simulation Study ◽  
Conditional Density ◽  
Small Samples ◽  
Posterior Consistency ◽  
Bayesian Nonparametric Estimation ◽  
Strongly Consistent

This paper considers Bayesian nonparametric estimation of conditional densities by countable mixtures of location-scale densities with covariate dependent mixing probabilities. The mixing probabilities are modeled in two ways. First, we consider finite covariate dependent mixture models, in which the mixing probabilities are proportional to a product of a constant and a kernel and a prior on the number of mixture components is specified. Second, we consider kernel stick-breaking processes for modeling the mixing probabilities. We show that the posterior in these two models is weakly and strongly consistent for a large class of data-generating processes. A simulation study conducted in the paper demonstrates that the models can perform well in small samples.

DECAF - Density Estimation for Cetaceans from passive Acoustic Fixed Sensors

2009 ◽  
Author(s):  
Len Thomas ◽  
Tiago Marques ◽  
David Borchers ◽  
Catriona Harris ◽  
David Moretti ◽  
...  
Keyword(s):  
Density Estimation ◽  
Passive Acoustic
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