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- W3093812781 abstract "Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity. In this paper, we propose a novel parametric conditional density estimation method by showing the connection between the general density and the likelihood function of inhomogeneous Poisson process models. The maximum likelihood estimates can be obtained via weighted logistic regressions, and the computation can be significantly relaxed by combining a block-wise alternating maximization scheme and local case-control sampling. We also provide simulation studies for illustration." @default.
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- W3093812781 date "2020-10-21" @default.
- W3093812781 modified "2023-10-18" @default.
- W3093812781 title "Conditional Density Estimation via Weighted Logistic Regressions" @default.
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- W3093812781 doi "https://doi.org/10.48550/arxiv.2010.10896" @default.
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