Code for reproducing the simulations from my Part III Essay.

Folder containing four subfolders, one for each estimator in the essay.

• spectralconv

  • spectralconvdemo.py --- runs spectralconv estimator and plots against true density
  • plots --- output plots

• spectralkde

  • spectralkdedemo.py --- runs spectralkde estimator and plots against true density
  • plots --- output plots

• bayesianmixture

  • bayesianmixturedemo.py --- runs bayesianmixture estimator and plots against true density
  • plots --- output plots

• bayesiandirichlet

  • bayesiandirichlet.py --- runs bayesiandirichlet estimator and plots against true density
  • plots --- output plots

Folder with utility classes and functions.

• distributions.py--- Distributions used during the simulations

• simulation.py--- Simulates the CPP and observes points at discrete points in time

• charfunctions.py--- Characteristic functions of kernels/other functions required for the estimators

• spectralconv.py--- Kernel density estimator via computing estimators of convolution powers

• spectralkde.py--- Kernel density estimator via suitable inversion of characteristic functions

• bayesianmixture.py--- Parametric Bayesian density estimator via data augmentation scheme

• bayesiandirichlet.py--- Non-parametric Bayesian density estimator via Dirichlet Process Mixture prior