Density Estimation on a Network
Abstract
This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial kernelweighted least squares have been studied rigorously, and its asymptotic properties make it superior to kernel estimators such as the NadarayaWatson estimator. When applied to a network, the best estimator near a vertex depends on the amount of smoothness at the vertex. Often, there are no compelling reasons to assume that a density will be continuous or discontinuous at a vertex, hence a data driven approach is proposed. To estimate the density in a neighborhood of a vertex, we propose a twostep procedure. The first step of this pretest estimator fits a separate local polynomial regression on each edge using data only on that edge, and then tests for equality of the estimates at the vertex. If the null hypothesis is not rejected, then the second step reestimates the regression function in a small neighborhood of the vertex, subject to a joint equality constraint. Since the derivative of the density may be discontinuous at the vertex, we propose a piecewise polynomial local regression estimate to model the change in slope. We study in detail the special case of local piecewise linear regression and derive the leading bias and variance terms using weighted least squares theory. We show that the proposed approach will remove the bias near a vertex that has been noted for existing methods, which typically do not allow for discontinuity at vertices. For a fixed network, the proposed method scales sublinearly with sample size and it can be extended to regression and varying coefficient models on a network. We demonstrate the workings of the proposed model by simulation studies and apply it to a dendrite network data set.
 Publication:

arXiv eprints
 Pub Date:
 June 2019
 DOI:
 10.48550/arXiv.1906.09473
 arXiv:
 arXiv:1906.09473
 Bibcode:
 2019arXiv190609473L
 Keywords:

 Statistics  Methodology;
 Statistics  Applications
 EPrint:
 38 pages, 13 figures