Active Set Methods for Log-Concave Densities and Nonparametric Tail Inflation
Formal Metadata
| Title | Active Set Methods for Log-Concave Densities and Nonparametric Tail Inflation |
|
| Title of Series | |
| Number of Parts | 13 |
| Author | |
| Contributors | |
| License | You are free to use, copy, distribute and transmit the work or content in unchanged form for any legal and non-commercial purpose as long as the work is attributed to the author in the manner specified by the author or licensor. |
| Identifiers | |
| Publisher | |
| Release Date | |
| Language | |
Content Metadata
| Subject Area | |
| Genre | |
| Abstract | In this talk we discuss nonparametric estimation of a log-concave density and nonparametric estimation of a tail inflation function (McCullagh and Polson, 2012) in a common framework. A variation of the latter model assumes data coming from a density f0(x)exp(ρ(x)) with a given density f0 and ρ being an unknown convex function, a so-called tail inflation function. We discuss and illustrate a variation of the active set approach by Duembgen, Huesler and Rufibach (2007/2011) which works in both settings. |
|
