A geometric approach to non-parametric density estimation

A novel non-parametric density estimator is developed based on geometric principles. A penalised centroidal Voronoi tessellation forms the basis of the estimator, which allows the data to self-organise in order to minimise estimate bias and variance. This approach is a marked departure from usual methods based on local averaging, and has the advantage of being naturally adaptive to local sample density (scale-invariance). The estimator does not require the introduction of a plug-in kernel, thus avoiding assumptions of symmetricity and morphology. A numerical experiment is conducted to illustrate the behaviour of the estimator, and it’s characteristics are discussed.