Recent progress in log-concave density estimation. (English) Zbl 1407.62126

Summary: In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one or more bandwidths. The purpose of this article is to describe some of the properties of the class of log-concave densities on \(\mathbb{R}^{d}\) which make it so attractive from a statistical perspective, and to outline the latest methodological, theoretical and computational advances in the area.


62G07 Density estimation
62G05 Nonparametric estimation
62E10 Characterization and structure theory of statistical distributions
Full Text: DOI arXiv Euclid


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