Videos

Log-concave density estimation: high dimensions

Presenter
April 30, 2019
Abstract
Richard Samworth - University of Cambridge 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.
Supplementary Materials