Suppose we have a sample $\boldsymbol{x}_i$ for $i$ in $1,\dots, n$, from a $d$-dimensional unimodal density $f(\boldsymbol{x})$. I would like to estimate the mode of $f(\boldsymbol{x})$.
The mean-shift algorithm discussed in this related post can be used to estimate the mode, but given that it is based of a non-parametric estimator of the density, I think it will requires a huge sample size $n$ if $d > 5$. Are there other options? Thanks