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Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS)…

Machine Learning · Statistics 2026-04-24 Louis Meyer , Wenkai Xu

Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…

Methodology · Statistics 2026-03-03 Yasuhito Tsuruta

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…

Statistics Theory · Mathematics 2023-10-03 Sothea Has

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

The aim of this article is to propose a novel kernel estimator of the baseline function in a general high-dimensional Cox model, for which we derive non-asymptotic rates of convergence. To construct our estimator, we first estimate the…

Applications · Statistics 2015-07-07 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Quantum computers are known to provide speedups over classical state-of-the-art machine learning methods in some specialized settings. For example, quantum kernel methods have been shown to provide an exponential speedup on a learning…

Quantum Physics · Physics 2023-06-21 Abdulkadir Canatar , Evan Peters , Cengiz Pehlevan , Stefan M. Wild , Ruslan Shaydulin

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

Statistics Theory · Mathematics 2021-01-14 Janet Nakarmi , Hailin Sang , Lin Ge

Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…

Methodology · Statistics 2018-08-15 Zhen Li , Lili Wu , Weilian Zhou , Sujit Ghosh

Recent contributions to kernel smoothing show that the performance of cross-validated bandwidth selectors improve significantly from indirectness. Indirect crossvalidation first estimates the classical cross-validated bandwidth from a more…

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

High Energy Physics - Experiment · Physics 2009-10-31 Kyle S. Cranmer

We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…

Statistics Theory · Mathematics 2023-12-19 Matias D. Cattaneo , Rajita Chandak , Michael Jansson , Xinwei Ma