UM  > Faculty of Science and Technology
Residential Collegefalse
Status已發表Published
Sparse density estimation with measurement errors
Yang, Xiaowei1; Zhang, Huiming2,3; Wei, Haoyu4; Zhang, Shouzheng5
2022-01
Source PublicationEntropy
ISSN1099-4300
Volume24Issue:1
Abstract

This paper aims to estimate an unknown density of the data with measurement errors as a linear combination of functions from a dictionary. The main novelty is the proposal and investigation of the corrected sparse density estimator (CSDE). Inspired by the penalization approach, we propose the weighted Elastic-net penalized minimal ℓ-distance method for sparse coefficients estimation, where the adaptive weights come from sharp concentration inequalities. The first-order conditions holding a high probability obtain the optimal weighted tuning parameters. Under local coherence or minimal eigenvalue assumptions, non-asymptotic oracle inequalities are derived. These theoretical results are transposed to obtain the support recovery with a high probability. Some numerical experiments for discrete and continuous distributions confirm the significant improvement obtained by our procedure when compared with other conventional approaches. Finally, the application is performed in a meteorology dataset. It shows that our method has potency and superiority in detecting multi-mode density shapes compared with other conventional approaches.

KeywordDensity Estimation Elastic-net Measurement Errors Multi-mode Data Support Recovery
DOI10.3390/e24010030
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaPhysics
WOS SubjectPhysics, Multidisciplinary
WOS IDWOS:000747868800001
Scopus ID2-s2.0-85121632013
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorZhang, Huiming
Affiliation1.School of Mathematics and Statistics, Chaohu University, Hefei, 238000, China
2.Department of Mathematics, Faculty of Science and Technology, University of Macau, Macau, 999078, China
3.UMacau Zhuhai Research Institute, Zhuhai, 519031, China
4.Department of Statistics, North Carolina State University, Raleigh, 27695, United States
5.Graduate School of Arts and Science, Yale University, New Haven, 06510-8034, United States
Corresponding Author AffilicationFaculty of Science and Technology;  University of Macau
Recommended Citation
GB/T 7714
Yang, Xiaowei,Zhang, Huiming,Wei, Haoyu,et al. Sparse density estimation with measurement errors[J]. Entropy, 2022, 24(1).
APA Yang, Xiaowei., Zhang, Huiming., Wei, Haoyu., & Zhang, Shouzheng (2022). Sparse density estimation with measurement errors. Entropy, 24(1).
MLA Yang, Xiaowei,et al."Sparse density estimation with measurement errors".Entropy 24.1(2022).
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Yang, Xiaowei]'s Articles
[Zhang, Huiming]'s Articles
[Wei, Haoyu]'s Articles
Baidu academic
Similar articles in Baidu academic
[Yang, Xiaowei]'s Articles
[Zhang, Huiming]'s Articles
[Wei, Haoyu]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Yang, Xiaowei]'s Articles
[Zhang, Huiming]'s Articles
[Wei, Haoyu]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.