Related papers: Data-driven density derivative estimation, with ap…
In some real world applications, such as spectrometry, functional models achieve better predictive performances if they work on the derivatives of order m of their inputs rather than on the original functions. As a consequence, the use of…
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…
Local polynomial regression of order at least one often performs poorly in regions of sparse data. Local constant regression is exceptional in this regard, though it is the least accurate method in general, especially at the boundaries of…
The problem of nonparametric functional data classification and bandwidth selection is considered when the response variable, also called the class label, might be missing but not at random (MNAR). This setup is broadly acknowledged to be…
Density estimation for geospatial data ideally relies on precise geocoordinates, typically defined by longitude and latitude. However, such detailed information is often unavailable due to confidentiality constraints. As a result, analysts…
In this paper, a first sample-based formulation of the recently considered population observers, or ensemble observers, which estimate the state distribution of dynamic populations from measurements of the output distribution is…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…
We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background…
Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…
We investigate structured sparsity methods for variable selection in regression problems where the target depends nonlinearly on the inputs. We focus on general nonlinear functions not limiting a priori the function space to additive…
In this paper, in a multivariate setting we derive near optimal rates of convergence in the minimax sense for estimating partial derivatives of the mean function for functional data observed under a fixed synchronous design over H\"older…
Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…
A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…
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…
When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…
Nonparametric mean function regression with repeated measurements serves as a cornerstone for many statistical branches, such as longitudinal/panel/functional data analysis. In this work, we investigate this problem using fully connected…
We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…
The identification of peaks or maxima in probability densities, by mode testing or bump hunting, has become an important problem in applied fields. This task has been approached in the statistical literature from different perspectives,…
We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on $k$-means clustering and…