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Universal sample size invariant measures for uncertainty quantification in density estimation
Title
Universal sample size invariant measures for uncertainty quantification in density estimation
Author
Jacobs, Donald J., Farmer, Jenny, Merino, Zach, Merino, Zach
Date Created
2019
Subjects--Topical
Statistics, Entropy
Description
Previously, we developed a high throughput non-parametric maximum entropy method (PLOS ONE, 13(5): e0196937, 2018) that employs a log-likelihood scoring function to characterize uncertainty in trial probability density estimates through a scaled q...
High throughput non-parametric probability density estimation via novel multithreaded stitching method
Title
High throughput non-parametric probability density estimation via novel multithreaded stitching method
Author
Merino, Zach
Date Created
2019
Subjects--Topical
Mathematics, Statistics, Physics
Description
A method of univariant probability density function (pdf) estimation is developed for big data applications. The method employs the use of a non-parametric maximum entropy estimator (NMEM) for a data driven multithreaded probability density estima...