Related papers: Rapid and deterministic estimation of probability …
Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…
Probability density estimation is a classical and well studied problem, but standard density estimation methods have historically lacked the power to model complex and high-dimensional image distributions. More recent generative models…
Let $p$ be an unknown and arbitrary probability distribution over $[0,1)$. We consider the problem of {\em density estimation}, in which a learning algorithm is given i.i.d. draws from $p$ and must (with high probability) output a…
In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…
We present sparse tree-based and list-based density estimation methods for binary/categorical data. Our density estimation models are higher dimensional analogies to variable bin width histograms. In each leaf of the tree (or list), the…
In the last years different studies have revealed the usefulness of a microcanonical analysis of finite systems when dealing with phase transitions. In this approach the quantities of interest are exclusively expressed as derivatives of the…
Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are…
The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…
Multivariate distributions often carry latent structures that are difficult to identify and estimate, and which better reflect the data generating mechanism than extrinsic structures exhibited simply by the raw data. In this paper, we…
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…
Conditional density estimation (CDE) models can be useful for many statistical applications, especially because the full conditional density is estimated instead of traditional regression point estimates, revealing more information about…
Diffusion models indirectly estimate the probability density over a data space, which can be used to study its structure. In this work, we show that geodesics can be computed in diffusion latent space, where the norm induced by the…
Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…
We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…
Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…
The aim of this research is to make a step towards providing a tool for model selection for log-density estimation. The author revisits the procedure for local log-density estimation suggested by Clive Loader (1996) and extends the…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…