论文标题

密度估计值的平滑度覆盖卷积(SPED)

Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate

论文作者

Kent, David, Ruppert, David

论文摘要

本文解决了反卷积的问题,即从具有已知密度的添加剂测量误差污染的观测值中估算正方形的概率密度。估计器以对受污染的观测值的密度估计开始,并最大程度地减少了由综合平方$ m $ th导数惩罚的重建误差。反卷积的理论主要集中在基于内核或小波的技术上,但是在模拟研究中,发现包括基于样条的技术在内的其他方法以及这种平滑度含量估计量的方法都优于核心方法。本文通过建立平滑度含量方法的渐近保证来填补其中一些空白。一致性是在平均综合平方误差中建立的,并为高斯,库奇和拉普拉斯误差密度得出收敛速率,从而在文献中达到了一些下限。对于大多数结果而言,这些假设较弱;估计器可与更广泛的误差密度相比,将其用于更广泛的误差密度。我们的应用示例估计了在随机采样下某些细菌分离株的平均细胞毒性的密度。这种平均细胞毒性只能通过添加误差进行实验测量,从而导致反卷积问题。我们还描述了一种通过三次样条近似溶液的方法,该方法还原为二次程序。

This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the contaminated observations and minimizes a reconstruction error penalized by an integrated squared $m$-th derivative. Theory for deconvolution has mainly focused on kernel- or wavelet-based techniques, but other methods including spline-based techniques and this smoothness-penalized estimator have been found to outperform kernel methods in simulation studies. This paper fills in some of these gaps by establishing asymptotic guarantees for the smoothness-penalized approach. Consistency is established in mean integrated squared error, and rates of convergence are derived for Gaussian, Cauchy, and Laplace error densities, attaining some lower bounds already in the literature. The assumptions are weak for most results; the estimator can be used with a broader class of error densities than the deconvoluting kernel. Our application example estimates the density of the mean cytotoxicity of certain bacterial isolates under random sampling; this mean cytotoxicity can only be measured experimentally with additive error, leading to the deconvolution problem. We also describe a method for approximating the solution by a cubic spline, which reduces to a quadratic program.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源