Kernel Density Estimation by Stagewise Algorithm with a Simple Dictionary

• URL: http://arxiv.org/abs/2107.13430v1
• Date: Tue, 27 Jul 2021 17:05:06 GMT
• Title: Kernel Density Estimation by Stagewise Algorithm with a Simple Dictionary
• Authors: Kiheiji Nishida and Kanta Naito
• Abstract summary: This paper studies kernel density estimation by stagewise algorithm with a simple dictionary on U-divergence. We randomly split an i.i.d. sample into two disjoint sets, one for constructing the kernels in the dictionary and the other for evaluating the estimator.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: This paper studies kernel density estimation by stagewise minimization algorithm with a simple dictionary on U-divergence. We randomly split an i.i.d. sample into the two disjoint sets, one to be used for constructing the kernels in the dictionary and the other for evaluating the estimator, and implement the algorithm. The resulting estimator brings us data-adaptive weighting parameters and bandwidth matrices, and realizes a sparse representation of kernel density estimation. We present the non-asymptotic error bounds of our estimator and confirm its performance by simulations compared with the direct plug-in bandwidth matrices and the reduced set density estimator.

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