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Activity Number: 28
Type: Contributed
Date/Time: Sunday, August 9, 2015 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract #316449
Title: Symmetric Log-Concave Density Estimation and Mixture Modeling
Author(s): Charles Doss* and Fadoua Balabdaoui
Companies: University of Minnesota and Ceremade, Universite Paris Dauphine
Keywords: log-concave ; symmetric ; shape constraints ; mixture ; mode
Abstract:

In shape-constrained estimation of a density function, the assumption of log-concavity is a popular and broadly applicable assumption. In some applications, one wants to impose symmetry on a density estimator. We are thus led to study the class of symmetric log-concave densities. We discuss the symmetric log-concave MLE, discuss some of its properties including its connection to the modally-constrained log-concave MLE, and discuss the use of the symmetric log-concave MLE in mixture modeling. This is joint work with Fadoua Balabdaoui.


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