2018/03/15 by Grace Wahba, Wahba, Grace
Mathematics · #01A70 #62-02 #62-03 #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Other Statistics (stat.OT)
paper · pdf · doi:10.48550/arxiv.1803.05555
openalex publication_date 2018/03/15 · openalex created_date 2018/03/29 · openalex updated_date 2026/07/28
Manny Parzen passed away in February 2016, and this article is written partly as a memorial and appreciation. Manny made important contributions to several areas, but the two that influenced me most were his contributions to kernel density estimation and to Reproducing Kernel Hilbert Spaces, the two kernels of the title. Some fond memories of Manny as a PhD advisor begin this memorial, followed by a discussion of Manny's influence on density estimation and RKHS methods. A picture gallery of trips comes next, followed by the technical part of the article. Here our goal is to show how risk models can be built using RKHS penalized likelihood methods where subjects have personal (sample) densities which can be used as \it attributes in such models.