This repo contains materials for A review of uncertainty quantification for density estimation (McDonald and Campbell, 2021).
DOCUMENTATION
Contains the full text of the review paper, as well as the supplement and the figure.
CODE
review_paper_code.R: the code used to generate the figure and supplementary material.
unknown_dim_basis_dens_functions.R: a custom implementation of the sampler described in Bayesian Density Estimation Using Bernstein Polynomials (Petrone 1999), for estimating densities as mixtures of Bernstein polynomials (see also Random Bernstein Polynomials, Petrone 1999).
Our version is extended to allow for other basis types (including B-splines and step functions), as well as multiple densities (all sharing the same dimensionality).