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Feature significance for multivariate kernel density estimation

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Listed:
  • Duong, Tarn
  • Cowling, Arianna
  • Koch, Inge
  • Wand, M.P.

Abstract

Multivariate kernel density estimation provides information about structure in data. Feature significance is a technique for deciding whether features-such as local extrema-are statistically significant. This paper proposes a framework for feature significance in d-dimensional data which combines kernel density derivative estimators and hypothesis tests for modal regions. For the gradient and curvature estimators distributional properties are given, and pointwise test statistics are derived. The hypothesis tests extend the two-dimensional feature significance ideas of Godtliebsen et al. [Godtliebsen, F., Marron, J.S., Chaudhuri, P., 2002. Significance in scale space for bivariate density estimation. Journal of Computational and Graphical Statistics 11, 1-21]. The theoretical framework is complemented by novel visualization for three-dimensional data. Applications to real data sets show that tests based on the kernel curvature estimators perform well in identifying modal regions. These results can be enhanced by corresponding tests with kernel gradient estimators.

Suggested Citation

  • Duong, Tarn & Cowling, Arianna & Koch, Inge & Wand, M.P., 2008. "Feature significance for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4225-4242, May.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4225-4242
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    References listed on IDEAS

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    1. Hannig, J. & Marron, J.S., 2006. "Advanced Distribution Theory for SiZer," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 484-499, June.
    2. Tarn Duong & Martin L. Hazelton, 2005. "Cross‐validation Bandwidth Matrices for Multivariate Kernel Density Estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(3), pages 485-506, September.
    3. Singh, Radhey S., 1987. "Mise of kernel estimates of a density and its derivatives," Statistics & Probability Letters, Elsevier, vol. 5(2), pages 153-159, March.
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    Cited by:

    1. Christopher R. Genovese & Marco Perone-Pacifico & Isabella Verdinelli & Larry Wasserman, 2016. "Non-parametric inference for density modes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 99-126, January.
    2. Blanquero, R. & Carrizosa, E. & Jiménez-Cordero, A. & Martín-Barragán, B., 2019. "Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm," European Journal of Operational Research, Elsevier, vol. 275(1), pages 195-207.
    3. José E. Chacón, 2019. "Mixture model modal clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(2), pages 379-404, June.
    4. Horová, Ivana & Koláček, Jan & Vopatová, Kamila, 2013. "Full bandwidth matrix selectors for gradient kernel density estimate," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 364-376.
    5. Lasse Holmström & Kyösti Karttunen & Jussi Klemelä, 2017. "Estimation of level set trees using adaptive partitions," Computational Statistics, Springer, vol. 32(3), pages 1139-1163, September.
    6. Filippone, Maurizio & Sanguinetti, Guido, 2011. "Approximate inference of the bandwidth in multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3104-3122, December.
    7. Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
    8. Federico Ferraccioli & Giovanna Menardi, 2023. "Modal clustering of matrix-variate data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 323-345, June.
    9. José E. Chacón, 2020. "The Modal Age of Statistics," International Statistical Review, International Statistical Institute, vol. 88(1), pages 122-141, April.
    10. Lasse Holmström & Leena Pasanen, 2017. "Statistical Scale Space Methods," International Statistical Review, International Statistical Institute, vol. 85(1), pages 1-30, April.
    11. Konstantin Eckle & Nicolai Bissantz & Holger Dette & Katharina Proksch & Sabrina Einecke, 2018. "Multiscale inference for a multivariate density with applications to X-ray astronomy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 647-689, June.
    12. Cheolwoo Park & Yongho Jeon & Kee-Hoon Kang, 2016. "An exploratory data analysis in scale-space for interval-valued data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2643-2660, October.
    13. Alessandro Casa & Giovanna Menardi, 2022. "Nonparametric semi-supervised classification with application to signal detection in high energy physics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 531-550, September.
    14. Perrin, G. & Soize, C. & Ouhbi, N., 2018. "Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 139-154.

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