Demo Data from VLDB 2026 / reviewers in the wild / expert
H. I. Davies
dblp:134/5720
· DBLP profile ↗
1ranked-venue papers
1as first author
0since 2021 · last 1975
—ORCID · none
Domains — the database's venue-derived domains; a paper can count in several
Theory of computation · 1 · 1 first-author
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Theoretical computer science
1 paper |
Information theory · 64% Mathematical optimization · 36% |
Topics — the 5 heaviest of 5, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Information theory › estimation theory › density estimation
nonparametric density estimation |
0.0 | 1 | 1975 | Sequential nonparametric density estimation · IEEE Trans. Inf. Theory 1975 |
Information theory › estimation theory
sequential estimation |
0.0 | 1 | 1975 | Sequential nonparametric density estimation · IEEE Trans. Inf. Theory 1975 |
Mathematical optimization
statistical estimation |
0.0 | 1 | 1975 | Sequential nonparametric density estimation · IEEE Trans. Inf. Theory 1975 |
Information theory › probability theory
stochastic processes |
0.0 | 1 | 1975 | Sequential nonparametric density estimation · IEEE Trans. Inf. Theory 1975 |
Mathematical optimization › convergence analysis
stopping rules |
0.0 | 1 | 1975 | Sequential nonparametric density estimation · IEEE Trans. Inf. Theory 1975 |
Methods — techniques the papers use, named apart from their topics
sequential analysis · 0.0parzen window · 0.0kernel density estimation · 0.0
| Year | Publication | Venue | Position |
|---|---|---|---|
| 1975 | Sequential nonparametric density estimationabstractUsing kernel estimates of the Parzen type, a naive sequential nonparametric density estimation procedure is developed. The asymptotic distribution structure of the stopping variable is examined. The stopping variable is shown to have finite moments of ail order and is shown to be dosed. The stopping variableNdepends on some preassigned error\varepsilon, and it is shown thatNdiverges strongly to\inftyas\varepsilonconverges to zero. Finally, with\hat{f}_n(x)being a kernel-type estimator, it is shown that\hat{f}_N(X)converges tof(x), the true density atx, with probability one as\varepsilonconverges to zero. H. I. Davies, Edward J. Wegman |
IEEE Trans. Inf. Theory | 1 |