English
Related papers

Related papers: Local Orthogonal Polynomial Expansion for Density …

200 papers

This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…

Machine Learning · Statistics 2021-08-11 Kiheiji Nishida , Kanta Naito

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

Numerical Analysis · Mathematics 2025-12-01 Moritz Hauck , Alexei Lozinski

A scheme for locally adaptive bandwidth selection is proposed which sensitively shrinks the bandwidth of a kernel estimator at lowest density regions such as the support boundary which are unknown to the statistician. In case of a…

Statistics Theory · Mathematics 2016-01-25 Tim Patschkowski , Angelika Rohde

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is…

Information Theory · Computer Science 2015-05-30 Zai Yang , Cishen Zhang , Jun Deng , Wenmiao Lu

We propose a random feature model for approximating high-dimensional sparse additive functions called the hard-ridge random feature expansion method (HARFE). This method utilizes a hard-thresholding pursuit-based algorithm applied to the…

Machine Learning · Statistics 2023-10-10 Esha Saha , Hayden Schaeffer , Giang Tran

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

We give the first mathematically rigorous justification of the Local Density Approximation in Density Functional Theory. We provide a quantitative estimate on the difference between the grand-canonical Levy-Lieb energy of a given density…

Mathematical Physics · Physics 2019-11-13 Mathieu Lewin , Elliott H. Lieb , Robert Seiringer

Approximations for an unknown density $g$ in terms of a reference density $f_\nu$ and its associated orthonormal polynomials are discussed. The main application is the approximation of the density $f$ of a sum $S$ of lognormals which may…

Probability · Mathematics 2016-01-11 Søren Asmussen , Pierre-Olivier Goffard , Patrick J. Laub

We develop honest and locally adaptive confidence bands for probability densities. They provide substantially improved confidence statements in case of inhomogeneous smoothness, and are easily implemented and visualized. The article…

Statistics Theory · Mathematics 2016-11-24 Tim Patschkowski , Angelika Rohde

Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimation optimality for any input…

Computation · Statistics 2011-02-15 Dongryeol Lee , Alexander G. Gray , Andrew W. Moore

Recommender systems inherently exhibit a low-rank structure in latent space. A key challenge is to define meaningful and measurable distances in the latent space to capture user-user, item-item, user-item relationships effectively. In this…

Machine Learning · Computer Science 2025-07-15 Zerui Zhang , Yumou Qiu

This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…

Methodology · Statistics 2020-08-06 Yang Liu , David Ruppert

Rotary Positional Embedding (RoPE) is a key component of context scaling in Large Language Models (LLMs). While various methods have been proposed to adapt RoPE to longer contexts, their guiding principles generally fall into two…

Computation and Language · Computer Science 2026-02-06 Haoran Li , Sucheng Ren , Alan Yuille , Feng Wang

Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also…

Statistics Theory · Mathematics 2011-02-19 E. Ostrovsky , Y. Zelikov

We present an orthogonal expansion for real, function-regulated, second-order random measures over $\mathbb{R}^{d}$ with measure covariance. Such a expansion, which can be seen as a Karhunen-Lo\`eve decomposition, consists in a series of…

Probability · Mathematics 2025-06-23 Ricardo Carrizo Vergara

We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of…

Information Theory · Computer Science 2016-11-17 Zhong Zheng , Lu Wei , Jyri Hämäläinen , Olav Tirkkonen

In this paper, we propose and analyze a multiscale method for a class of quasilinear elliptic problems of nonmonotone type with spatially multiscale coefficient. The numerical approach is inspired by the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2025-07-28 Maher Khrais , Barbara Verfürth

We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are…

Optimization and Control · Mathematics 2022-04-19 Ekaterina Trimbach , Edward Duc Hien Nguyen , César A. Uribe

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