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MiS Preprint

Geometry of Log-Concave Density Estimation

Elina Robeva, Bernd Sturmfels and Caroline Uhler


Shape-constrained density estimation is an important topic in mathematical statistics. We focus on densities on ℝd that are log-concave, and we study geometric properties of the maximum likelihood estimator (MLE) for weighted samples. Cule, Samworth, and Stewart showed that the logarithm of the optimal log-concave density is piecewise linear and supported on a regular subdivision of the samples. This defines a map from the space of weights to the set of regular subdivisions of the samples, i.e. the face poset of their secondary polytope. We prove that this map is surjective. In fact, every regular subdivision arises in the MLE for some set of weights with positive probability, but coarser subdivisions appear to be more likely to arise than finer ones. To quantify these results, we introduce a continuous version of the secondary polytope, whose dual we name the Samworth body. This article establishes a new link between geometric combinatorics and nonparametric statistics, and it suggests numerous open problems.

May 22, 2017
May 22, 2017

Related publications

2019 Repository Open Access
Elina Robeva, Bernd Sturmfels and Caroline Uhler

Geometry of log-concave density estimation

In: Discrete and computational geometry, 61 (2019) 1, pp. 136-160