Level set and density estimation on manifolds

Cholaquidis, Alejandro - Fraiman, Ricardo - Moreno, Leonardo

Resumen:

We tackle the problem of the estimation of the level sets Lf (λ) of the density f of a random vector X supported on a smooth manifold M ⊂ Rd, from an iid sample of X. To do that we introduce a kernel-based estimator ˆfn,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 Lf (λ), the first one is a plug-in: L ˆfn,h (λ), which is proven to be a.s. consistent in Hausdorff distance and distance in measure, if Lf (λ) does not meet the boundary of M . While the second one assumes that Lf (λ) is r-convex, and is estimated by means of the r-convex hull of L ˆfn,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.


Detalles Bibliográficos
2021
ANII: FCE_1_2019_1_156054
Mathematics - Statistics theory
Inglés
Universidad de la República
COLIBRI
https://hdl.handle.net/20.500.12008/37378
Acceso abierto
Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
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author Cholaquidis, Alejandro
author2 Fraiman, Ricardo
Moreno, Leonardo
author2_role author
author
author_facet Cholaquidis, Alejandro
Fraiman, Ricardo
Moreno, Leonardo
author_role author
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collection COLIBRI
dc.contributor.filiacion.none.fl_str_mv Cholaquidis Alejandro, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.
Fraiman Ricardo, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.
Moreno Leonardo, Universidad de la República (Uruguay). FCEA
dc.creator.none.fl_str_mv Cholaquidis, Alejandro
Fraiman, Ricardo
Moreno, Leonardo
dc.date.accessioned.none.fl_str_mv 2023-06-02T14:32:31Z
dc.date.available.none.fl_str_mv 2023-06-02T14:32:31Z
dc.date.issued.none.fl_str_mv 2021
dc.description.abstract.none.fl_txt_mv We tackle the problem of the estimation of the level sets Lf (λ) of the density f of a random vector X supported on a smooth manifold M ⊂ Rd, from an iid sample of X. To do that we introduce a kernel-based estimator ˆfn,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 Lf (λ), the first one is a plug-in: L ˆfn,h (λ), which is proven to be a.s. consistent in Hausdorff distance and distance in measure, if Lf (λ) does not meet the boundary of M . While the second one assumes that Lf (λ) is r-convex, and is estimated by means of the r-convex hull of L ˆfn,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.
dc.description.es.fl_txt_mv Publicado también en: Journal of Multivariate Analysis, 2022, 189: 104925. DOI: 10.1016/j.jmva.2021.104925
dc.description.sponsorship.none.fl_txt_mv ANII: FCE_1_2019_1_156054
dc.format.extent.es.fl_str_mv 26 h
dc.format.mimetype.es.fl_str_mv application/pdf
dc.identifier.citation.es.fl_str_mv Cholaquidis, A, Fraiman, R y Moreno, L. "Level set and density estimation on manifolds". [Preprint]. Publicado en: Mathematics (Statistics Theory). 2021, arXiv:2003.05814, Mar 2021. 26 h.
dc.identifier.doi.none.fl_str_mv 10.48550/arXiv.2003.05814
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12008/37378
dc.language.iso.none.fl_str_mv en
eng
dc.relation.ispartof.es.fl_str_mv Mathematics (Statistics Theory), arXiv:2003.05814, Mar 2021
dc.rights.license.none.fl_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.source.none.fl_str_mv reponame:COLIBRI
instname:Universidad de la República
instacron:Universidad de la República
dc.subject.es.fl_str_mv Mathematics - Statistics theory
dc.title.none.fl_str_mv Level set and density estimation on manifolds
dc.type.es.fl_str_mv Preprint
dc.type.none.fl_str_mv info:eu-repo/semantics/preprint
dc.type.version.none.fl_str_mv info:eu-repo/semantics/submittedVersion
description Publicado también en: Journal of Multivariate Analysis, 2022, 189: 104925. DOI: 10.1016/j.jmva.2021.104925
eu_rights_str_mv openAccess
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identifier_str_mv Cholaquidis, A, Fraiman, R y Moreno, L. "Level set and density estimation on manifolds". [Preprint]. Publicado en: Mathematics (Statistics Theory). 2021, arXiv:2003.05814, Mar 2021. 26 h.
10.48550/arXiv.2003.05814
instacron_str Universidad de la República
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publishDate 2021
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repository.mail.fl_str_mv mabel.seroubian@seciu.edu.uy
repository.name.fl_str_mv COLIBRI - Universidad de la República
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rights_invalid_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
spelling Cholaquidis Alejandro, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.Fraiman Ricardo, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.Moreno Leonardo, Universidad de la República (Uruguay). FCEA2023-06-02T14:32:31Z2023-06-02T14:32:31Z2021Cholaquidis, A, Fraiman, R y Moreno, L. "Level set and density estimation on manifolds". [Preprint]. Publicado en: Mathematics (Statistics Theory). 2021, arXiv:2003.05814, Mar 2021. 26 h.https://hdl.handle.net/20.500.12008/3737810.48550/arXiv.2003.05814Publicado también en: Journal of Multivariate Analysis, 2022, 189: 104925. DOI: 10.1016/j.jmva.2021.104925We tackle the problem of the estimation of the level sets Lf (λ) of the density f of a random vector X supported on a smooth manifold M ⊂ Rd, from an iid sample of X. To do that we introduce a kernel-based estimator ˆfn,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 Lf (λ), the first one is a plug-in: L ˆfn,h (λ), which is proven to be a.s. consistent in Hausdorff distance and distance in measure, if Lf (λ) does not meet the boundary of M . While the second one assumes that Lf (λ) is r-convex, and is estimated by means of the r-convex hull of L ˆfn,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.Submitted by Faget Cecilia (lfaget@fcien.edu.uy) on 2023-06-02T12:57:25Z No. of bitstreams: 2 license_rdf: 23149 bytes, checksum: 1996b8461bc290aef6a27d78c67b6b52 (MD5) 2003.05814.pdf: 2241220 bytes, checksum: db7c1f1a95904dafd6320ba90523e06e (MD5)Approved for entry into archive by Faget Cecilia (lfaget@fcien.edu.uy) on 2023-06-02T13:54:58Z (GMT) No. of bitstreams: 2 license_rdf: 23149 bytes, checksum: 1996b8461bc290aef6a27d78c67b6b52 (MD5) 2003.05814.pdf: 2241220 bytes, checksum: db7c1f1a95904dafd6320ba90523e06e (MD5)Made available in DSpace by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2023-06-02T14:32:31Z (GMT). No. of bitstreams: 2 license_rdf: 23149 bytes, checksum: 1996b8461bc290aef6a27d78c67b6b52 (MD5) 2003.05814.pdf: 2241220 bytes, checksum: db7c1f1a95904dafd6320ba90523e06e (MD5) Previous issue date: 2021ANII: FCE_1_2019_1_15605426 happlication/pdfenengMathematics (Statistics Theory), arXiv:2003.05814, Mar 2021Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. 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- Universidad de la Repúblicafalse
spellingShingle Level set and density estimation on manifolds
Cholaquidis, Alejandro
Mathematics - Statistics theory
status_str submittedVersion
title Level set and density estimation on manifolds
title_full Level set and density estimation on manifolds
title_fullStr Level set and density estimation on manifolds
title_full_unstemmed Level set and density estimation on manifolds
title_short Level set and density estimation on manifolds
title_sort Level set and density estimation on manifolds
topic Mathematics - Statistics theory
url https://hdl.handle.net/20.500.12008/37378