arXiv subjects

Stanislav Škorňa

Publications and source records attributed to Stanislav Škorňa.

2 recordsLinked to original sources

arXiv2026

Penalized likelihood estimation of probability density functions using compositional splines

Probability density functions are commonly estimated through preliminary smoothing or aggregation procedures, e.g., histograms or kernel density estimation, before subsequent functional representation and functional data analyses. Such a two-stage approach can lead to additional approximation bias and weaken the direct connection between the observed data and the underlying distributional structure. In this paper, we propose a penalized maximum likelihood framework for direct estimation of probability density functions from raw observations within the framework of Bayes Hilbert spaces while preserving the compositional geometry of densities. The methodology is based on the centered log-ratio (clr) transformation, an isometric isomorphism between Bayes Hilbert spaces and the standard Lebesgue space of square integrable functions with zero integral, enabling efficient spline representations. The clr transformed densities are represented using ZB-spline basis functions, while their smoothness is controlled through quadratic penalties imposed on the spline coefficients. The proposed framework is developed for univariate and bivariate densities. In the latter case, it naturally incorporates the orthogonal decomposition into independent and interactive parts together with the corresponding geometric marginals. The performance is evaluated in a simulation study involving multiple complex scenarios and compared with kernel smoothing. Finally, the applicability of the framework is illustrated using empirical geochemical data.

stat.ME↗

arXiv2024

Approximation of bivariate densities with compositional splines

Reliable estimation and approximation of probability density functions is fundamental for their further processing. However, their specific properties, i.e. scale invariance and relative scale, prevent the use of standard methods of spline approximation and have to be considered when building a suitable spline basis. Bayes Hilbert space methodology allows to account for these properties of densities and enables their conversion to a standard Lebesgue space of square integrable functions using the centered log-ratio transformation. As the transformed densities fulfill a zero integral constraint, the constraint should likewise be respected by any spline basis used. Bayes Hilbert space methodology also allows to decompose bivariate densities into their interactive and independent parts with univariate marginals. As this yields a useful framework for studying the dependence structure between random variables, a spline basis ideally should admit a corresponding decomposition. This paper proposes a new spline basis for (transformed) bivariate densities respecting the desired zero integral property. We show that there is a one-to-one correspondence of this basis to a corresponding basis in the Bayes Hilbert space of bivariate densities using tools of this methodology. Furthermore, the spline representation and the resulting decomposition into interactive and independent parts are derived. Finally, this novel spline representation is evaluated in a simulation study and applied to empirical geochemical data.

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