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Recent Progress in Log-Concave Density Estimation

Accepted version
Peer-reviewed

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Authors

Samworth, Richard J 

Abstract

In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one or more bandwidths. The purpose of this article is to describe some of the properties of the class of log-concave densities on Rd which make it so attractive from a statistical perspective, and to outline the latest methodological, theoretical and computational advances in the area.

Description

Keywords

Log-concavity, maximum likelihood estimation

Journal Title

STATISTICAL SCIENCE

Conference Name

Journal ISSN

0883-4237
2168-8745

Volume Title

33

Publisher

Institute of Mathematical Statistics
Sponsorship
Engineering and Physical Sciences Research Council (EP/J017213/1)
Leverhulme Trust (PLP-2014-353)
Engineering and Physical Sciences Research Council (EP/N031938/1)
Engineering and Physical Sciences Research Council (EP/P031447/1)