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Fast multivariate log-concave density estimation

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth subgradient-based convex optimization for determining the maxi...

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Bibliographic Details
Main Authors: Rathke, Fabian (Author) , Schnörr, Christoph (Author)
Format: Article (Journal)
Language:English
Published: 30 May 2019
In: Computational statistics & data analysis
Year: 2019, Volume: 140, Pages: 41-58
DOI:10.1016/j.csda.2019.04.005
Online Access:Verlag, Volltext: https://doi.org/10.1016/j.csda.2019.04.005
Verlag, Volltext: http://www.sciencedirect.com/science/article/pii/S0167947319300891
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Author Notes:Fabian Rathke, Christoph Schnörr

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