Optimal Ridge Detection using Coverage Risk
Optimal Ridge Detection using Coverage Risk
复制标题
使用覆盖风险进行最佳脊线检测
DOI：
--
复制
发表时间：
2015
期刊：
影响因子：
--
通讯作者：
L. Wasserman
中科院分区：
文献类型：
--
作者：
Yen;C. Genovese;S. Ho;L. Wasserman
我们引入了覆盖风险的概念作为密度脊估计的误差度量。覆盖风险将均方误差推广到集估计。我们为覆盖风险提出了两个风险估计器，并展示了我们可以通过最小化估计的风险来选择调优参数。研究了覆盖风险的收敛速度，证明了风险估计的一致性。我们将该方法应用于三个模拟数据集和宇宙学数据。在所有实例中，该方法成功地恢复了底层密度结构。
We introduce the concept of coverage risk as an error measure for density ridge estimation. The coverage risk generalizes the mean integrated square error to set estimation. We propose two risk estimators for the coverage risk and we show that we can select tuning parameters by minimizing the estimated risk. We study the rate of convergence for coverage risk and prove consistency of the risk estimators. We apply our method to three simulated datasets and to cosmology data. In all the examples, the proposed method successfully recover the underlying density structure.