density estimation

Nonparametric Estimation via Convex Programming

  • Anatoli Juditsky
  • Arkadi Nemirovski
    • Categories Convex Optimization, Statistics Tags , ,

    In the paper, we focus primarily on the problem of recovering a linear form g’*x of unknown “signal” x known to belong to a given convex compact set X in R^n from N independent realizations of a random variable taking values in a finite set, the distribution p of the variable being affinely parameterized by … Read more

    A New Computational Approach to Density Estimation with Semidefinite Programming

  • Tadayoshi Fushiki
  • Takashi Tsuchiya
  • Shingo Horiuchi
    • Categories Data-Mining, Semi-definite Programming, Statistics Tags , , , ,

    Density estimation is a classical and important problem in statistics. The aim of this paper is to develop a new computational approach to density estimation based on semidefinite programming (SDP), a new technology developed in optimization in the last decade. We express a density as the product of a nonnegative polynomial and a base density … Read more