• Corpus ID: 88514169

Nonparametric density estimation by histogram trend filtering

@article{Padilla2015NonparametricDE,
  title={Nonparametric density estimation by histogram trend filtering},
  author={Oscar Hernan Madrid Padilla and James G. Scott},
  journal={arXiv: Methodology},
  year={2015}
}
We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing consistency for a variational estimator for this density estimation problem. We then study a discrete estimator that can be efficiently found via convex optimization. We show that the estimator enjoys strong statistical guarantees, yet is much more practical and… 

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