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A comprehensive methodology for semiparametric probability density estimation is introduced and explored. The probability density is modelled by sequences of mostly regular or steep exponential families generated by flexible sets of basis functions, possibly including boundary terms. Parameters are estimated by global maximum likelihood without any roughness penalty. A statistically orthogonal formulation of the inference problem and a numerically stable and fast convex optimization algorithm for its solution are presented. Automatic model selection over the type and number of basis functions is performed with the Bayesian information criterion. The methodology can naturally be applied to densities supported on bounded, infinite or semi-infinite domains without boundary bias. Relationships to the truncated moment problem and the moment-constrained maximum entropy principle are discussed and a new theorem on the existence of solutions is contributed. The new technique compares very favourably to kernel density estimation, the diffusion estimator, finite mixture models and local likelihood density estimation across a diverse range of simulation and observation data sets. The semiparametric estimator combines a very small mean integrated squared error with a high degree of smoothness which allows for a robust and reliable detection of the modality of the probability density in terms of the number of modes and bumps. [ABSTRACT FROM AUTHOR]

This paper proposes a new dynamic multi-objective optimization algorithm by integrating a new fitting-based prediction (FBP) mechanism with regularity model-based multi-objective estimation of distribution algorithm (RM-MEDA) for multi-objective optimization in changing environments. The prediction-based reaction mechanism aims to generate high-quality population when changes occur, which includes three subpopulations for tracking the moving Pareto-optimal set effectively. The first subpopulation is created by a simple linear prediction model with two different stepsizes. The second subpopulation consists of some new sampling individuals generated by the fitting-based prediction strategy. The third subpopulation is created by employing a recent sampling strategy, generating some effective search individuals for improving population convergence and diversity. Experimental results on a set of benchmark functions with a variety of different dynamic characteristics and difficulties illustrate that the proposed algorithm has competitive effectiveness compared with some state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]