JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 218
Type: Invited
Date/Time: Monday, August 10, 2015 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract #314185 View Presentation
Title: Shape-Constrained Density Estimation: Past, Present, and Future
Author(s): Richard J. Samworth* and Arlene Kyoung Hee Kim
Companies: University of Cambridge and University of Cambridge
Keywords: Shape constraint ; Log-concavity ; Hellinger distance
Abstract:

Nonparametric shape constraints such as monotonicity and convexity make for very natural modelling assumptions in many commonly-encountered statistical problems. They have the potential to offer freedom from restrictive parametric assumptions, while still permitting fully automatic procedures, with no tuning parameters to choose. I will describe some of the key recent developments in the context of density estimation, presenting in particular new theoretical results on the global rate of convergence in the central problem of estimating a log-concave density.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home