Optimal Kernel for Kernel-Based Modal Statistical Methods
Machine Learning
2023-04-21 v1 Machine Learning
Abstract
Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to the estimation accuracy of these methods. In particular, we theoretically show a (multivariate) optimal kernel that minimizes its analytically-obtained asymptotic error criterion when using an optimal bandwidth, among a certain kernel class defined via the number of its sign changes.
Cite
@article{arxiv.2304.10046,
title = {Optimal Kernel for Kernel-Based Modal Statistical Methods},
author = {Ryoya Yamasaki and Toshiyuki Tanaka},
journal= {arXiv preprint arXiv:2304.10046},
year = {2023}
}
Comments
51 pages, 4 figures