High Dimension Low Sample Size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, it is seen that the popular Support Vector Machine suffers from "data piling" at the margin, which can diminish generalizability. This leads naturally to the development of Distance Weighted Discrimination, which is based on Second Order Cone Programming, a modern computationally intensive optimization method.
This article compares several promising data-driven methods for selecting the bandwidth of a kernel density estimator. The methods compared are least squares cross-validation, biased cross-validation, and a plug-in rule. The comparison is done by asymptotic rate of convergence to the optimum and a simulation study. It is seen that the plug-in bandwidth is usually most efficient when the underlying density is sufficiently smooth, but is less robust when there is not enough smoothness present. We believe the plug-in rule is the best of those currently available, but there is still room for improvement.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.