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Nonparametric estimation of log-concave densities: some results for one dimension; progress and problems in R^d

Seminar | November 4 | 4-5 p.m. | 1011 Evans Hall

Speaker: Jon Wellner, Professor, Department of Statistics, University of Washington

Sponsor: Statistics, Department of

I will discuss nonparametric estimation of log-concave densities in
$R^1$ and $R^d$. In the case of $R^1$, I will present limit theory for
the estimators at fixed points at which the population density has a
non-zero second derivative and for the resulting natural mode estimator
under a corresponding hypothesis. In the case of $R^d$ with $d \ge 2$
will briefly discuss some recent progress and sketch a variety of open
problems.

Refreshments: Refreshments from about 3:45pm in 1011 Evans

Event Contact: 510-642-2781