Residential College | false |
Status | 已發表Published |
Sparse density estimation with measurement errors | |
Yang, Xiaowei1; Zhang, Huiming2,3; Wei, Haoyu4; Zhang, Shouzheng5 | |
2022-01 | |
Source Publication | Entropy |
ISSN | 1099-4300 |
Volume | 24Issue: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. |
Keyword | Density Estimation Elastic-net Measurement Errors Multi-mode Data Support Recovery |
DOI | 10.3390/e24010030 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Physics |
WOS Subject | Physics, Multidisciplinary |
WOS ID | WOS:000747868800001 |
Scopus ID | 2-s2.0-85121632013 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Zhang, Huiming |
Affiliation | 1.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 Affilication | Faculty 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). |
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