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Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…

Statistics Theory · Mathematics 2025-02-11 Sobom M. Somé , Célestin C. Kokonendji , Francial G. B. Libengué Dobélé-Kpoka

We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

The paper discusses the estimation of a continuous density function of the target random field $X_{\bf{i}}$, $\bf{i}\in \mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{\bf{i}}$,…

Statistics Theory · Mathematics 2014-07-21 Jiexiang Li

In this paper, we consider the problem of estimating the covariance kernel and its eigenvalues and eigenfunctions from sparse, irregularly observed, noise corrupted and (possibly) correlated functional data. We present a method based on…

Methodology · Statistics 2008-07-09 Debashis Paul , Jie Peng

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…

Machine Learning · Computer Science 2019-08-06 Balázs Csanád Csáji , Krisztián Balázs Kis

We consider the nonparametric estimation of the univariate heavy tailed probability density function (pdf) with a support on $[0,\infty)$ by independent data. To this end we construct the new kernel estimator as a combination of the…

Probability · Mathematics 2016-04-25 L. Markovich

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

A new plug-in rule procedure for bandwidth selection in kernel circular density estimation is introduced. The performance of this proposal is checked throughout a simulation study considering a variety of circular distributions exhibiting…

Methodology · Statistics 2012-02-29 M. Oliveira , R. M. Crujeiras , A. Rodríguez-Casal

We consider statistical models where functional data are artificially contaminated by independent Wiener processes in order to satisfy privacy constraints. We show that the corrupted observations have a Wiener density which determines the…

Statistics Theory · Mathematics 2019-12-18 Aurore Delaigle , Alexander Meister

The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…

Machine Learning · Statistics 2021-05-25 Valeriy Avanesov

A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…

We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules…

Numerical Analysis · Mathematics 2022-10-12 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

We present a study of a kernel-based two-sample test statistic related to the Maximum Mean Discrepancy (MMD) in the manifold data setting, assuming that high-dimensional observations are close to a low-dimensional manifold. We characterize…

Machine Learning · Statistics 2024-02-27 Xiuyuan Cheng , Yao Xie

Kernelization is an important tool in parameterized algorithmics. Given an input instance accompanied by a parameter, the goal is to compute in polynomial time an equivalent instance of the same problem such that the size of the reduced…

Computational Complexity · Computer Science 2018-10-23 Till Fluschnik , George B. Mertzios , André Nichterlein

We introduce a kernel estimator, to the tail index of a right-censored Pareto-type distribution, that generalizes Worms's one (Worms and Worms, 2014)in terms of weight coefficients. Under some regularity conditions, the asymptotic normality…

Statistics Theory · Mathematics 2021-10-15 Abdelhakim Necir , Louiza Soltane

We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For…

Machine Learning · Computer Science 2017-10-13 Jeff M. Phillips , Wai Ming Tai

Kernel methods play a critical role in many machine learning algorithms. They are useful in manifold learning, classification, clustering and other data analysis tasks. Setting the kernel's scale parameter, also referred to as the kernel's…

Machine Learning · Computer Science 2019-06-06 Ofir Lindenbaum , Moshe Salhov , Arie Yeredor , Amir Averbuch

This article deals with adaptive nonparametric estimation for L\'evy processes observed at low frequency. For general linear functionals of the L\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus

We consider the problem of estimating the mean of a normal distribution under the following constraint: the estimator can access only a single bit from each sample from this distribution. We study the squared error risk in this estimation…

Statistics Theory · Mathematics 2017-10-12 Alon Kipnis , John C. Duchi
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