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Topics in global convergence of density estimates

The problem of estimating a density f on R sup d from a sample Xz(1),...,X(n) of independent identically distributed random vectors is critically examined, and some recent results in the field are reviewed. The following statements are qualified: (1) For any sequence of density estimates f(n), any arbitrary slow rate of convergence to 0 is possible for E(integral/f(n)-fl); (2) In theoretical comparisons of density estimates, integral/f(n)-f/ should be used and not integral/f(n)-f/sup p, p 1; and (3) For most reasonable nonparametric density estimates, either there is convergence of integral/f(n)-f/ (and then the convergence is in the strongest possible sense for all f), or there is no convergence (even in the weakest possible sense for a single f). There is no intermediate situation.

Devroye, L.↗

Quantiles, parametric-select density estimation, and bi-information parameter estimators

A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.

Parzen, E.↗

Density Estimation with Mercer Kernels

We present a new method for density estimation based on Mercer kernels. The density estimate can be understood as the density induced on a data manifold by a mixture of Gaussians fit in a feature space. As is usual, the feature space and data manifold are defined with any suitable positive-definite kernel function. We modify the standard EM algorithm for mixtures of Gaussians to infer the parameters of the density. One benefit of the approach is it's conceptual simplicity, and uniform applicability over many different types of data. Preliminary results are presented for a number of simple problems.

Macready, William G.↗

Review of some results in bivariate density estimation

Results are reviewed for choosing smoothing parameters for some bivariate density estimators. Experience gained in comparing the effects of smoothing parameters on probability density estimators for univariate and bivariate data is summarized.

Scott, D. W.↗

Extracting galactic structure parameters from multivariated density estimation

Multivariate statistical analysis, including includes cluster analysis (unsupervised classification), discriminant analysis (supervised classification) and principle component analysis (dimensionlity reduction method), and nonparameter density estimation have been successfully used to search for meaningful associations in the 5-dimensional space of observables between observed points and the sets of simulated points generated from a synthetic approach of galaxy modelling. These methodologies can be applied as the new tools to obtain information about hidden structure otherwise unrecognizable, and place important constraints on the space distribution of various stellar populations in the Milky Way. In this paper, we concentrate on illustrating how to use nonparameter density estimation to substitute for the true densities in both of the simulating sample and real sample in the five-dimensional space. In order to fit model predicted densities to reality, we derive a set of equations which include n lines (where n is the total number of observed points) and m (where m: the numbers of predefined groups) unknown parameters. A least-square estimation will allow us to determine the density law of different groups and components in the Galaxy. The output from our software, which can be used in many research fields, will also give out the systematic error between the model and the observation by a Bayes rule.

Chen, B.↗

Investigation of the Specht density estimator

The feasibility of using the Specht density estimator function on the IBM 360/44 computer is investigated. Factors such as storage, speed, amount of calculations, size of the smoothing parameter and sample size have an effect on the results. The reliability of the Specht estimator for normal and uniform distributions and the effects of the smoothing parameter and sample size are investigated.

Speed, F. M.↗

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗

Nonparametric probability density estimation by optimization theoretic techniques

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Scott, D. W.↗

Feature selection for neural networks using Parzen density estimator

A feature selection method for neural networks is proposed using the Parzen density estimator. A new feature set is selected using the decision boundary feature selection algorithm. The selected feature set is then used to train a neural network. Using a reduced feature set, an attempt is made to reduce the training time of the neural network and obtain a simpler neural network, which further reduces the classification time for test data.

Lee, Chulhee↗

Multivariate Density Estimation and Remote Sensing

Current efforts to develop methods and computer algorithms to effectively represent multivariate data commonly encountered in remote sensing applications are described. While this may involve scatter diagrams, multivariate representations of nonparametric probability density estimates are emphasized. The density function provides a useful graphical tool for looking at data and a useful theoretical tool for classification. This approach is called a thunderstorm data analysis.

Scott, D. W.↗

Comparison of Mars Atmospheric Density Estimates from Models to Measurements from Mars Global Surveyor (MGS) Data

A recent study (Desai, 2008) has shown that the actual landing sites of Mars Pathfinder, the Mars Exploration Rovers (Spirit and Opportunity) and the Phoenix Mars Lander have been further downrange than predicted by models prior to landing Desai's reconstruction of their entries into the Martian atmosphere showed that the models consistently predicted higher densities than those found upon entry, descent and landing. Desai's results have raised a question as to whether there is a systemic problem within Mars atmospheric models. Proposal is to compare Mars atmospheric density estimates from Mars atmospheric models to measurements made by Mars Global Surveyor (MGS). Comparison study requires the completion of several tasks that would result in a greater understanding of reasons behind the discrepancy found during recent landings on Mars and possible solutions to this problem.

Justh, Hilary L.↗

Study of the Spacecraft Potential Under Active Control and Plasma Density Estimates During the MMS Commissioning Phase

Each spacecraft of the recently launched magnetospheric multiscale MMS mission is equipped with Active Spacecraft Potential Control (ASPOC) Instruments, which control the spacecraft potential in order to reduce spacecraft charging effects. ASPOC typically reduces the spacecraft potential to a few volts. On several occasions during the commissioning phase of the mission, the ASPOC instruments were operating only on one spacecraft at a time. Taking advantage of such intervals, we derive photoelectron curves and also perform reconstructions of the uncontrolled spacecraft potential for the spacecraft with active control and estimate the electron plasma density during those periods. We also establish the criteria under which our methods can be applied.

Andriopoulou, M.↗