Larry Wasserman

Density Level Sets: Asymptotics, Inference, and Visualization

2015 · arXiv (Cornell University)

We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used …

Gaussian Mixture Clustering Using Relative Tests of Fit

2019 · arXiv (Cornell University)

We consider clustering based on significance tests for Gaussian Mixture Models (GMMs). Our starting point is the SigClust method developed by Liu et al. (2008), which introduces a test based on the k-means objective (with …