Smoothing Spline Semiparametric Density Models

原文摘要

Jiahui Yua, Jian Shib, Anna Liuc & Yuedong Wangd*a Department of Mathematics and Statistics, Boston University, Boston, MAb PayPal, San Jose, CAc Department of Mathematics and Statistics, University of Massachusetts, Amherst, MAd Department Statistics and Applied Probability, University of California, Santa Barbara, CAColor versions of one or more of the figures in the article can be found online at www.tandfonline.com/r/JASA.Supplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA.CONTACT Yuedong Wang yuedong@pstat.ucsb.edu Department Statistics and Applied Probability, University of California, Santa Barbara, CA 93106.AbstractDensity estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric, and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are flexible in incorporating domain knowledge and uncertainty regarding the shape of the density function. Existing literature on semiparametric density models is scattered and lacks a systematic framework. In this article, we consider a unified framework based on reproducing kernel Hilbert space for modeling, estimation, computation, and theory. We propose general semiparametric density models for both a single sample and multiple samples which include many existing semiparametric density models as special cases. We develop penalized likelihood based estimation methods and computational methods under different situations. We establish joint consistency and derive convergence rates of the proposed estimators for both finite dimensional Euclidean parameters and an infinite-dimensional functional parameter. We validate our estimation methods empirically through simulations and an application. Supplementary materials for this article are available online.

摘要来源：OpenAlex