mlsanityData to 14 Oct 2026

LinCDE: Conditional Density Estimation via Lindsey's Method

arXiv 2107.12713 ↗First posted 27 Jul 2021stat.MEcited by 13

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Abstract (arXiv)

Conditional density estimation is a fundamental problem in statistics, with scientific and practical applications in biology, economics, finance and environmental studies, to name a few. In this paper, we propose a conditional density estimator based on gradient boosting and Lindsey's method (LinCDE). LinCDE admits flexible modeling of the density family and can capture distributional characteristics like modality and shape. In particular, when suitably parametrized, LinCDE will produce smooth and non-negative density estimates. Furthermore, like boosted regression trees, LinCDE does automatic feature selection. We demonstrate LinCDE's efficacy through extensive simulations and three real data examples.

Key facts. Cited by 13 papers in the map (data through 14 Oct 2026). First posted on arXiv 27 Jul 2021.

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Citing papers per year: 2022: 1; 2023: 0; 2024: 4; 2025: 5; 2026: 3.

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