arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.05814math.STstat.OTstat.TH
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流形上的水平集与密度估计

Level set and density estimation on manifolds

Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno

摘要:

研究了光滑流形M \subsetR^d上随机向量X的密度f的水平集L_f(λ)的估计问题.为此,我们引入了一个基于核的估计器f^n,h,这是[45]中提出的一个稍微修改的版本,并证明了它的a.s.一致收敛性。然后,我们提出了Lf(λ)的两个估计,第一个是一个插件:Lf ^n,h(λ),它被证明是a.s.如果Lf(λ)不满足M的边界,则Hausdorff距离和测度距离是一致的.第二种方法假设Lf(λ)是r-凸的,并利用Lf ^n,h(λ)的r-凸包进行估计。我们的建议的性能说明通过一些模拟的例子。在一个真实的数据示例中,我们分析了强风和中等风的强度和方向。

英文摘要:

We tackle the problem of the estimation of the level sets L_f(λ) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do that we introduce a kernel-based estimator f^n,h , which is a slightly modified version of the one proposed in [45], and proves its a.s. uniform convergence to f . Then, we propose two estimators of L f (λ), the first one is a plug-in: L f^n,h (λ), which is proven to be a.s. consistent in Hausdorff distance and distance in measure, if L f(λ) does not meet the boundary of M . While the second one assumes that L f(λ) is r-convex, and is estimated by means of the r-convex hull of L f^n,h(λ). The performance of our proposal is illustrated through some simulated examples. In a real data example we analyze the intensity and direction of strong and moderate winds.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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