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Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
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http://hdl.handle.net/10419/41047
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| Title: | | Constructing irregular histograms by penalized likelihood  |
| Authors: | | Rozenholc, Yves Mildenberger, Thoralf Gather, Ursula |
| Issue Date: | | 2009 |
| Series/Report no.: | | Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2009,04 |
| Abstract: | | We propose a fully automatic procedure for the construction of irregular histograms. For a given number of bins, the maximum likelihood histogram is known to be the result of a dynamic programming algorithm. To choose the number of bins, we propose two different penalties motivated by recent work in model selection by Castellan [6] and Massart [26]. We give a complete description of the algorithm and a proper tuning of the penalties. Finally, we compare our procedure to other existing proposals for a wide range of different densities and sample sizes. |
| Subjects: | | irregular histogram density estimation penalized likelihood dynamic programming |
| Document Type: | | Working Paper |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
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