Visualization of Multivariate Density Estimates with Level Set Trees

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Abstract

We present a method for visualization of multivariate functions. The method is based on a tree structure, built from separated parts of level sets of a function, which we call level set tree. The method is applied for visualization of estimates of multivarate density functions. With different graphical representations of level set trees we may visualize the number and location of modes, excess masses associated with the modes, and certain shape characteristics of the estimate. We present simulation examples where projecting data to two dimension does not help to reveal the modes of the density, but with the help of level set trees one may detect the modes. We argue that level set trees provide a useful method for exploratory data analysis.

Software

We profide the package "denpro".

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