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This paper is concerned with forecasting probability density functions. Density functions are nonnegative and have a constrained integral; thus, they do not constitute a vector space. Implementing unconstrained functional time-series…

Methodology · Statistics 2025-10-14 Frédéric Ferraty , Han Lin Shang

Density Estimation Trees (DETs) are decision trees trained on a multivariate dataset to estimate its probability density function. While not competitive with kernel techniques in terms of accuracy, they are incredibly fast, embarrassingly…

Applications · Statistics 2016-12-21 Lucio Anderlini

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

The basic mathematical properties of Green's functions used in statistical mechanics as well as the equations defining these functions and the techniques of solving these equations are reviewed. An approach is presented called the…

Statistical Mechanics · Physics 2007-05-23 V. I. Yukalov

The standard definition of pedestrian density produces scattered values, hence, many approaches have been developed to improve the features of the estimated density. This paper provides a review of generally applied methods and presents a…

Physics and Society · Physics 2023-07-18 Jana Vacková , Marek Bukáček

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

Faithful representations of atomic environments and general models for regression can be harnessed to learn electron densities that are close to the ground state. One of the applications of data-derived electron densities is to orbital-free…

Materials Science · Physics 2019-03-01 Andrew T. Fowler , Chris J. Pickard , James A. Elliott

The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidths in the kernel-form error density and regression function,…

Applications · Statistics 2018-10-23 Han Lin Shang

We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma…

Probability · Mathematics 2014-07-10 A. V. Dobrovidov , L. A Markovich

This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use…

Systems and Control · Electrical Eng. & Systems 2021-12-21 A. Daniel Carnerero , Daniel R. Ramirez , Teodoro Alamo

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

The estimation of probability density functions is a fundamental problem in science and engineering. However, common methods such as kernel density estimation (KDE) have been demonstrated to lack robustness, while more complex methods have…

Machine Learning · Computer Science 2025-06-30 Anna Mészáros , Julian F. Schumann , Javier Alonso-Mora , Arkady Zgonnikov , Jens Kober

We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a…

Statistics Theory · Mathematics 2023-04-04 Galatia Cleanthous , Athanasios G. Georgiadis , Philip A. White

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…

Mathematical Physics · Physics 2011-04-08 Tim Rogers

In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficienty when the parametric model is correct.…

Statistics Theory · Mathematics 2018-12-12 Yuefeng Wu , Giles Hooker

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…