Histogram Transform Ensembles for Density Estimation

24 Nov 2019Hanyuan Hang

We investigate an algorithm named histogram transform ensembles (HTE) density estimator whose effectiveness is supported by both solid theoretical analysis and significant experimental performance. On the theoretical side, by decomposing the error term into approximation error and estimation error, we are able to conduct the following analysis: First of all, we establish the universal consistency under $L_1(\mu)$-norm... (read more)

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