Log-concave density estimation
Speaker:
Richard Samworth, University of Cambridge
Date and Time:
Thursday, April 25, 2019 - 9:00am to 10:00am
Location:
Fields Institute, Room 230
Abstract:
In recent years, density estimation via log-concave 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. I will outline some of the attractive properties of this technique, with a focus on new results on adaptivity properties and the estimation of high-dimensional log-concave densities.