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Recent progress in log-concave density estimation

Methodology 2017-09-12 v1 Statistics Theory Other Statistics Statistics Theory

Abstract

In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one or more bandwidths. The purpose of this article is to describe some of the properties of the class of log-concave densities on Rd\mathbb{R}^d which make it so attractive from a statistical perspective, and to outline the latest methodological, theoretical and computational advances in the area.

Keywords

Cite

@article{arxiv.1709.03154,
  title  = {Recent progress in log-concave density estimation},
  author = {Richard J. Samworth},
  journal= {arXiv preprint arXiv:1709.03154},
  year   = {2017}
}

Comments

25 pages, 8 figures