Timezone: »

Optimal Ridge Detection using Coverage Risk
Yen-Chi Chen · Christopher Genovese · Shirley Ho · Larry Wasserman

Thu Dec 10 08:00 AM -- 12:00 PM (PST) @ 210 C #57

We introduce the concept of coverage risk as an error measure for density ridge estimation.The coverage risk generalizes the mean integrated square error to set estimation.We propose two risk estimators for the coverage risk and we show that we can select tuning parameters by minimizing the estimated risk.We study the rate of convergence for coverage risk and prove consistency of the risk estimators.We apply our method to three simulated datasets and to cosmology data.In all the examples, the proposed method successfully recover the underlying density structure.

Author Information

Yen-Chi Chen (Carnegie Mellon University)
Christopher Genovese (Carnegie Mellon University)
Shirley Ho (Carnegie Mellon University)
Larry Wasserman (Carnegie Mellon University)

More from the Same Authors