Universal Sample Size Invariant Measures for Uncertainty Quantification in Density Estimation

Universal Sample Size Invariant Measures for Uncertainty Quantification in Density Estimation

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 quantile residual (SQR). The SQR for the true probabil...

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Hlavní autoři: Jenny Farmer, Zach Merino, Alexander Gray, Donald Jacobs
Médium: Článek
Jazyk:English
Vydáno: MDPI AG 2019-11-01
Edice:Entropy
Témata:
density estimation
distribution free
non-parametric statistical test
decoy distributions
size invariance
scaled quantile residual
maximum entropy method
scoring function
outlier detection
overfitting detection
On-line přístup:https://www.mdpi.com/1099-4300/21/11/1120

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https://www.mdpi.com/1099-4300/21/11/1120

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