Random irregular histograms
Oskar Høgberg Simensen et al.
Abstract
We propose a new method of histogram construction, providing a fully Bayesian approach to irregular histograms. Our procedure applies Bayesian model selection to a piecewise constant model of the underlying distribution, resulting in a method that selects both the number of bins as well as their location based on the data in a fully automatic fashion. We show that the histogram estimate is consistent with respect to the Hellinger metric under mild regularity conditions, and that it attains a convergence rate equal to the minimax rate (up to a logarithmic factor) for Hölder continuous densities. Simulation studies indicate that the new method performs comparably to other histogram procedures, both for minimizing the estimation error and for identifying modes. A software implementation is included as supplementary material.
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.50 × 0.4 = 0.20 |
| M · momentum | 0.50 × 0.15 = 0.07 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.