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- W4381554310 abstract "Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we can afterwards apply supervised learning methods. Compared to the standard nonparametric regression setting, the proposed procedure creates, however, dependence among the training samples. To derive statistical risk bounds, one can therefore not rely on the well-developed theory for i.i.d. data. To overcome this, we prove an oracle inequality for this specific form of data dependence. As an application, it is shown that under a compositional structure assumption on the underlying density the proposed two-step method achieves faster convergence rates. A simulation study illustrates the finite sample performance." @default.
- W4381554310 created "2023-06-22" @default.
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- W4381554310 date "2023-06-18" @default.
- W4381554310 modified "2023-10-18" @default.
- W4381554310 title "A supervised deep learning method for nonparametric density estimation" @default.
- W4381554310 doi "https://doi.org/10.48550/arxiv.2306.10471" @default.
- W4381554310 hasPublicationYear "2023" @default.
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