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We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data. We first establish uniform convergence rates for dyadic KDE. Secondly, we propose a modified jackknife…

Econometrics · Economics 2022-05-16 Harold D. Chiang , Bing Yang Tan

Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference…

Methodology · Statistics 2025-12-04 Rui Zhang , Oksana A. Chkrebtii , Dongbin Xiu

The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…

Computational Physics · Physics 2019-09-04 Guillem Sole-Mari , Diogo Bolster , Daniel Fernàndez-Garcia , Xavier Sanchez-Vila

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

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…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

Kernel Density Estimation (KDE) is a nonparametric method for estimating the shape of a density function, given a set of samples from the distribution. Recently, locality-sensitive hashing, originally proposed as a tool for nearest neighbor…

Data Structures and Algorithms · Computer Science 2022-03-02 Matti Karppa , Martin Aumüller , Rasmus Pagh

Most of the existing methods for estimating the local intrinsic dimension of a data distribution do not scale well to high-dimensional data. Many of them rely on a non-parametric nearest neighbors approach which suffers from the curse of…

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

For supervised classification problems, this paper considers estimating the query's label probability through local regression using observed covariates. Well-known nonparametric kernel smoother and $k$-nearest neighbor ($k$-NN) estimator,…

Machine Learning · Statistics 2022-07-25 Ruixing Cao , Akifumi Okuno , Kei Nakagawa , Hidetoshi Shimodaira

Robust density estimation refers to the consistent estimation of the density function even when the data is contaminated by outliers. We find that existing forest density estimation at a certain point is inherently resistant to the outliers…

Machine Learning · Statistics 2025-01-28 Hongwei Wen , Annika Betken , Tao Huang

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

A new approach to $L_2$-consistent estimation of a general density functional using $k$-nearest neighbor distances is proposed, where the functional under consideration is in the form of the expectation of some function $f$ of the densities…

Statistics Theory · Mathematics 2022-03-14 J. Jon Ryu , Shouvik Ganguly , Young-Han Kim , Yung-Kyun Noh , Daniel D. Lee

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Annick Lesne , Sofiane Ramdani

Quantifying the difference between two probability density functions, $p$ and $q$, using available data, is a fundamental problem in Statistics and Machine Learning. A usual approach for addressing this problem is the likelihood-ratio…

Machine Learning · Statistics 2023-11-06 Alejandro de la Concha , Nicolas Vayatis , Argyris Kalogeratos

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

We propose a generalization of our previous KDE (kernel density estimation) method for estimating luminosity functions (LFs). This new upgrade further extend the application scope of our KDE method, making it a very flexible approach which…

Instrumentation and Methods for Astrophysics · Physics 2022-05-18 Zunli Yuan , Xibin Zhang , Jiancheng Wang , Xiangming Cheng , Wenjie Wang

The goal of image ordinal estimation is to estimate the ordinal label of a given image with a convolutional neural network. Existing methods are mainly based on ordinal regression and particularly focus on modeling the ordinal mapping from…

Computer Vision and Pattern Recognition · Computer Science 2023-01-18 Yiming Lei , Zilong Li , Yangyang Li , Junping Zhang , Hongming Shan

In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…

Statistics Theory · Mathematics 2015-05-15 Gilles Rebelles