English
Related papers

Related papers: Estimating Densities with Non-Parametric Exponenti…

200 papers

Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…

Machine Learning · Computer Science 2022-10-31 Brian Lucena

The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some…

Statistics Theory · Mathematics 2018-10-17 Ramchandra Rimal , Marianna Pensky

A novel nonparametric clustering algorithm is proposed using the interpoint distances between the members of the data to reveal the inherent clustering structure existing in the given set of data, where we apply the classical nonparametric…

Methodology · Statistics 2024-09-02 Soumita Modak

Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable…

Methodology · Statistics 2014-04-18 Gery Geenens , Arthur Charpentier , Davy Paindaveine

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

Statistics Theory · Mathematics 2009-11-27 Jean-Marc Bardet , Pierre Bertrand

The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…

Statistics Theory · Mathematics 2024-06-21 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

The link with exponential families has allowed $k$-means clustering to be generalized to a wide variety of data generating distributions in exponential families and clustering distortions among Bregman divergences. Getting the framework to…

Machine Learning · Computer Science 2022-11-08 Ehsan Amid , Richard Nock , Manfred Warmuth

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Statistics Theory · Mathematics 2020-10-07 Robert A. Vandermeulen

We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a…

Statistics Theory · Mathematics 2016-08-23 Shashank Singh , Barnabás Póczos

In using observed data to make inferences about a population quantity, it is commonly assumed that the sampling distribution from which the data were drawn belongs to a given parametric family of distributions, or at least, a given finite…

Methodology · Statistics 2024-10-21 Russell J. Bowater

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

Methodology · Statistics 2014-12-10 Vikram V. Garg , Luis Tenorio , Karen Willcox

We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Adonis Yatchew

The edge-degeneracy model is an exponential random graph model that uses the graph degeneracy, a measure of the graph's connection density, and number of edges in a graph as its sufficient statistics. We show this model is relatively…

Statistics Theory · Mathematics 2016-09-19 Nicolas Kim , Dane Wilburne , Sonja Petrović , Alessandro Rinaldo

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Zichao Meng , Ye Guo , Wenjun Tang , Hongbin Sun

Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its…

Statistics Theory · Mathematics 2020-06-23 Patrick Michl

This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along…

Statistics Theory · Mathematics 2015-10-27 Wanli Qiao , Wolfgang Polonik

Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…

Statistics Theory · Mathematics 2009-01-19 François-Xavier Lejeune

We study the family of intersection graphs of low density objects in low dimensional Euclidean space. This family is quite general, and includes planar graphs. We prove that such graphs have small separators. Next, we present efficient…

Computational Geometry · Computer Science 2016-06-01 Sariel Har-Peled , Kent Quanrud