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Non-Parametric Inference for Density Modes

密度众数的非参数推断

Summary We derive non-parametric confidence intervals for the eigenvalues of the Hessian at modes of a density estimate. This provides information about the strength and shape of modes and can also be used as a significance test. We use a data-splitting approach in which potential modes are identified by using the first half of the data and inference is done with the second half of the data. To obtain valid confidence sets for the eigenvalues, we use a bootstrap based on an…

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Nonparametric ridge estimation

非参数密度脊估计

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 data. We show that, under mild regularity conditions, the ridges of the kernel density estimator consistently estimate the ridges of the true density. When the data are noisy measurements of a manifold, we show that the ridges are close and…

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The Geometry of Nonparametric Filament Estimation

非参数丝状结构估计的几何学

We consider the problem of estimating filamentary structure from d-dimensional point process data. We make some connections with computational geometry and develop nonparametric methods for estimating the filaments. We show that, under weak conditions, the filaments have a simple geometric representation as the medial axis of the data distribution’s support. Our methods convert an estimator of the support’s boundary into an estimator of the filaments. We also find the rates…

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Manifold estimation and singular deconvolution under Hausdorff loss

Hausdorff 损失下的流形估计与奇异反卷积

We find lower and upper bounds for the risk of estimating a manifold in Hausdorff distance under several models. We also show that there are close connections between manifold estimation and the problem of deconvolving a singular measure.

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On the path density of a gradient field

梯度场的路径密度

We consider the problem of reliably finding filaments in point clouds. Realistic data sets often have numerous filaments of various sizes and shapes. Statistical techniques exist for finding one (or a few) filaments but these methods do not handle noisy data sets with many filaments. Other methods can be found in the astronomy literature but they do not have rigorous statistical guarantees. We propose the following method. Starting at each data point we construct the…

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