Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density

DOI10.1111/j.1467-9868.2010.00753.xzbMath1411.62055arXiv0804.3989OpenAlexW2146433171MaRDI QIDQ4632644

Madeleine Cule, Michael Stewart, Richard J. Samworth

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.3989

zbMATH Keywords

maximum likelihood estimationcomputational geometrylog-concavitynonparametric density estimationShor's \(r\)-algorithmnon-differentiable convex optimization

Mathematics Subject Classification ID

Density estimation (62G07) Point estimation (62F10) Convex programming (90C25) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Uses Software

• R
• UCI-ml
• SolvOpt
• Qhull
• KernSmooth
• LogConcDEAD
• logcondens
• pyuvdata

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