Skip to main content
  • Book
  • © 2001

Combinatorial Methods in Density Estimation

Part of the book series: Springer Series in Statistics (SSS)

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 159.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

This is a preview of subscription content, log in via an institution to check for access.

Table of contents (17 chapters)

  1. Front Matter

    Pages i-xii
  2. Introduction

    • Luc Devroye, Gábor Lugosi
    Pages 1-3
  3. Concentration Inequalities

    • Luc Devroye, Gábor Lugosi
    Pages 4-16
  4. Uniform Deviation Inequalities

    • Luc Devroye, Gábor Lugosi
    Pages 17-26
  5. Combinatorial Tools

    • Luc Devroye, Gábor Lugosi
    Pages 27-37
  6. Total Variation

    • Luc Devroye, Gábor Lugosi
    Pages 38-46
  7. Choosing a Density Estimate

    • Luc Devroye, Gábor Lugosi
    Pages 47-57
  8. Skeleton Estimates

    • Luc Devroye, Gábor Lugosi
    Pages 58-69
  9. The Minimum Distance Estimate: Examples

    • Luc Devroye, Gábor Lugosi
    Pages 70-78
  10. The Kernel Density Estimate

    • Luc Devroye, Gábor Lugosi
    Pages 79-97
  11. Additive Estimates and Data Splitting

    • Luc Devroye, Gábor Lugosi
    Pages 98-107
  12. Bandwidth Selection for Kernel Estimates

    • Luc Devroye, Gábor Lugosi
    Pages 108-117
  13. Multiparameter Kernel Estimates

    • Luc Devroye, Gábor Lugosi
    Pages 118-133
  14. Wavelet Estimates

    • Luc Devroye, Gábor Lugosi
    Pages 134-141
  15. The Transformed Kernel Estimate

    • Luc Devroye, Gábor Lugosi
    Pages 142-149
  16. Minimax Theory

    • Luc Devroye, Gábor Lugosi
    Pages 150-176
  17. Choosing the Kernel Order

    • Luc Devroye, Gábor Lugosi
    Pages 177-189
  18. Bandwidth Choice with Superkernels

    • Luc Devroye, Gábor Lugosi
    Pages 190-197
  19. Back Matter

    Pages 199-209

About this book

Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the bin widths. This text explores a new paradigm for the data-based or automatic selection of the free parameters of density estimates in general so that the expected error is within a given constant multiple of the best possible error. The paradigm can be used in nearly all density estimates and for most model selection problems, both parametric and nonparametric. It is the first book on this topic. The text is intended for first-year graduate students in statistics and learning theory, and offers a host of opportunities for further research and thesis topics. Each chapter corresponds roughly to one lecture, and is supplemented with many classroom exercises. A one year course in probability theory at the level of Feller's Volume 1 should be more than adequate preparation. Gabor Lugosi is Professor at Universitat Pompeu Fabra in Barcelona, and Luc Debroye is Professor at McGill University in Montreal. In 1996, the authors, together with Lászlo Györfi, published the successful text, A Probabilistic Theory of Pattern Recognition with Springer-Verlag. Both authors have made many contributions in the area of nonparametric estimation.

Reviews

From the reviews of the first edition:

"This book is built around a new look on the important problem of bandwidth selection in density estimation. This new method has been launched in two recent papers of the two authors in the Annals of Statistics. It is based on ideas of minimum distance methods and convergence theory for empirical measures, uniformly over certain classes. The methods aim at finding estimators with universal properties that is valid for all (or nearly all) densities. The book is self-contained because a lot of fundamental inequalities and essential combinatorial techniques are collected in the first part of the book. There is a rich choice of exercises, some of which may be quite hard. This makes it interesting for classroom teaching. It is an attractive book that certainly provides inspiration for further research."
Short Book Reviews, Vol. 21, No. 2, August 2001

"The book deals with probability density estimation from an i.i.d. sample, but the approach is different from those used in other texts on this topic. … It is the aim of the book to study universal performance properties of these estimates. … it is well written following the same idea throughout and contains many exercises which complete the different topics. … I enjoyed reading this nicely written book which can certainly be recommended to all mathematically orientated statisticians interested in the subject." (Ulrich Stadtmüller, Mathematical Reviews, Issue 2002 h)

"This carefully written monograph focuses on nonparametric estimation of a density from i.i.d. data, with the goodness-of-fit being measured in terms of the L1-norm. … The book is recommended to those who want to get an overview of the state of the art of this approach." (W. Stute, Zentralblatt MATH, Vol. 964, 2001)

Authors and Affiliations

  • Computer Science Department, McGill University, Montreal, Canada

    Luc Devroye

  • Facultat de Ciencies Economiques, Universitat Pompeu Fabra, Barcelona, Spain

    Gábor Lugosi

Bibliographic Information

  • Book Title: Combinatorial Methods in Density Estimation

  • Authors: Luc Devroye, Gábor Lugosi

  • Series Title: Springer Series in Statistics

  • DOI: https://doi.org/10.1007/978-1-4613-0125-7

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 2001

  • Hardcover ISBN: 978-0-387-95117-1Published: 12 January 2001

  • Softcover ISBN: 978-1-4612-6527-6Published: 14 September 2012

  • eBook ISBN: 978-1-4613-0125-7Published: 06 December 2012

  • Series ISSN: 0172-7397

  • Series E-ISSN: 2197-568X

  • Edition Number: 1

  • Number of Pages: XII, 209

  • Topics: Statistical Theory and Methods

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 159.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access