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Related papers: Asymptotic theory for density ridges

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Filamentary structures, also called ridges, generalize the concept of modes of density functions and provide low-dimensional representations of point clouds. Using kernel type plug-in estimators, we give asymptotic confidence regions for…

Statistics Theory · Mathematics 2024-05-02 Wanli Qiao

We develop large sample theory including nonparametric confidence regions for $r$-dimensional ridges of probability density functions on $\mathbb{R}^d$, where $1\leq r<d$. We view ridges as the intersections of level sets of some special…

Statistics Theory · Mathematics 2020-04-24 Wanli Qiao

The set of local modes and density ridge lines are important summary characteristics of the data-generating distribution. In this work, we focus on estimating local modes and density ridges from point cloud data in a product space combining…

Machine Learning · Statistics 2025-05-13 Yikun Zhang , Yen-Chi Chen

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud…

Statistics Theory · Mathematics 2014-08-29 Christopher R. Genovese , Marco Perone-Pacifico , Isabella Verdinelli , Larry Wasserman

Modes and ridges of the probability density function behind observed data are useful geometric features. Mode-seeking clustering assigns cluster labels by associating data samples with the nearest modes, and estimation of density ridges…

Machine Learning · Statistics 2018-04-03 Hiroaki Sasaki , Takafumi Kanamori , Aapo Hyvärinen , Gang Niu , Masashi Sugiyama

We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used to perform tests…

Methodology · Statistics 2016-09-06 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

Objectives: We introduce a new method for reducing crime in hot spots and across cities through ridge estimation. In doing so, our goal is to explore the application of density ridges to hot spots and patrol optimization, and to contribute…

Applications · Statistics 2022-11-16 Ben Moews , Jaime R. Argueta , Antonia Gieschen

This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estimated in regions where the density is not observed.…

Statistics Theory · Mathematics 2015-03-18 Young K. Lee , Enno Mammen , Jens P. Nielsen , Byeong U. Park

We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimators, when fitted with…

Statistics Theory · Mathematics 2023-10-19 Pratik Patil , Jin-Hong Du

This paper is concerned with estimating the intersection point of two densities, given a sample of both of the densities. This problem arises in classification theory. The main results provide lower bounds for the probability of the…

Statistics Theory · Mathematics 2007-12-18 Franz Merkl , Leila Mohammadi

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

The generalized density is a product of a density function and a weight function. For example, the average local brightness of an astronomical image is the probability of finding a galaxy times the mean brightness of the galaxy. We propose…

Methodology · Statistics 2014-06-10 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

This paper develops a general asymptotic theory of series estimators for spatial data collected at irregularly spaced locations within a sampling region $R_n \subset \mathbb{R}^d$. We employ a stochastic sampling design that can flexibly…

Statistics Theory · Mathematics 2025-03-03 Daisuke Kurisu , Yasumasa Matsuda

This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along…

Statistics Theory · Mathematics 2015-10-27 Wanli Qiao , Wolfgang Polonik

Focusing on a high dimensional linear model $y = X\beta + \epsilon$ with dependent, non-stationary, and heteroskedastic errors, this paper applies the debiased and threshold ridge regression method that gives a consistent estimator for…

Statistics Theory · Mathematics 2021-10-27 Yunyi Zhang , Dimitris N. Politis

We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an…

Statistics Theory · Mathematics 2010-07-27 Matthieu Lerasle

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…

Machine Learning · Statistics 2026-05-19 Issa-Mbenard Dabo , Jérémie Bigot

We consider the problem of estimating curvature where the data can be viewed as a noisy sample from an underlying manifold. For manifolds of dimension greater than one there are multiple definitions of local curvature, each suggesting a…

Statistics Theory · Mathematics 2025-11-06 Jiayi Chen , Mohammad Javad Latifi Jebelli , Daniel N. Rockmore

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…

Statistics Theory · Mathematics 2015-11-05 Edgar Dobriban , Stefan Wager
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