  We investigate an algorithm named histogram transform ensembles (HTE) density
estimator whose effectiveness is supported by both solid theoretical analysis
and significant experimental performance. On the theoretical side, by
decomposing the error term into approximation error and estimation error, we
are able to conduct the following analysis: First of all, we establish the
universal consistency under $L_1(\mu)$-norm. Secondly, under the assumption
that the underlying density function resides in the H\"{o}lder space
$C^{0,\alpha}$, we prove almost optimal convergence rates for both single and
ensemble density estimators under $L_1(\mu)$-norm and $L_{\infty}(\mu)$-norm
for different tail distributions, whereas in contrast, for its subspace
$C^{1,\alpha}$ consisting of smoother functions, almost optimal convergence
rates can only be established for the ensembles and the lower bound of the
single estimators illustrates the benefits of ensembles over single density
estimators. In the experiments, we first carry out simulations to illustrate
that histogram transform ensembles surpass single histogram transforms, which
offers powerful evidence to support the theoretical results in the space
$C^{1,\alpha}$. Moreover, to further exert the experimental performances, we
propose an adaptive version of HTE and study the parameters by generating
several synthetic datasets with diversities in dimensions and distributions.
Last but not least, real data experiments with other state-of-the-art density
estimators demonstrate the accuracy of the adaptive HTE algorithm.
