Level set and density estimation on manifolds

2020/03/12 by Cholaquidis, Alejandro, Fraiman, Ricardo, Moreno, Leonardo · 1 citation
#62G07 #FOS: Computer and information sciences #FOS: Mathematics #Other Statistics (stat.OT) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2003.05814

Abstract

We tackle the problem of the estimation of the level sets L_f(λ) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do that we introduce a kernel-based estimator fⁿ,h , which is a slightly modified version of the one proposed in [45], and proves its a.s. uniform convergence to f . Then, we propose two estimators of L f (λ), the first one is a plug-in: L fⁿ,h (λ), which is proven to be a.s. consistent in Hausdorff distance and distance in measure, if L f(λ) does not meet the boundary of M . While the second one assumes that L f(λ) is r-convex, and is estimated by means of the r-convex hull of L fⁿ,h(λ). The performance of our proposal is illustrated through some simulated examples. In a real data example we analyze the intensity and direction of strong and moderate winds.

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