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CRiSM Seminar - Heather Battey

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Location: A1.01

Heather Battey (University of Bristol)

Smooth projected density estimation

In this talk I will introduce a new class of estimators for multidimensional density estimation. The estimators are attractive in that they offer both flexibility and the possibility of incorporating structural constraints, whilst possessing a succinct representation that may be stored and evaluated easily. The latter property is of paramount importance when dealing with large datasets, which are now commonplace in many application areas. We show in a simulation study that the approach is universally unintimidated across a range of data generating mechanisms and often outperforms popular nonparametric estimators (including the kernel density estimator), even when structural constraints are not utilised. Moreover, its performance is shown to be somewhat robust to the choice of tuning parameters, which is an important practical advantage of our procedure.

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