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We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel , A. Sidorenko

A standard approach to confidence intervals for quantiles requires good estimates of the quantile density. The optimal bandwidth for kernel estimation of the quantile density depends on an underlying location-scale family only through the…

Methodology · Statistics 2017-02-01 Luke A. Prendergast , Robert G. Staudte

The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…

Machine Learning · Computer Science 2012-07-19 Alex Gammerman , Yuri Kalnishkan , Vladimir Vovk

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…

Statistics Theory · Mathematics 2013-10-17 José E. Chacón , Pablo Monfort , Carlos Tenreiro

It is possible to approach regression analysis with random covariates from a semiparametric perspective where information is combined from multiple multivariate sources. The approach assumes a semiparametric density ratio model where…

Methodology · Statistics 2012-10-02 Anastasia Voulgaraki , Benjamin Kedem , Barry I. Graubard

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

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

The kernel method is a potential approach to analyzing structured data such as sequences, trees, and graphs; however, unordered trees have not been investigated extensively. Kimura et al. (2011) proposed a kernel function for unordered…

Data Structures and Algorithms · Computer Science 2012-06-22 Daisuke Kimura , Hisashi Kashima

We study kernel functions, and associated reproducing kernel Hilbert spaces $\mathscr{H}$ over infinite, discrete and countable sets $V$. Numerical analysis builds discrete models (e.g., finite element) for the purpose of finding…

Functional Analysis · Mathematics 2015-08-17 Palle Jorgensen , Feng Tian

The processes taking place inside the living cell are now understood to the point where predictive computational models can be used to gain detailed understanding of important biological phenomena. A key challenge is to extrapolate this…

Tissues and Organs · Quantitative Biology 2018-10-26 Stefan Engblom Daniel B. Wilson , Ruth E. Baker

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

Binary segmentation is the classic greedy algorithm which recursively splits a sequential data set by optimizing some loss or likelihood function. Binary segmentation is widely used for changepoint detection in data sets measured over space…

Machine Learning · Computer Science 2024-10-14 Toby Dylan Hocking

The structure of transformation semigroups on a finite set is analyzed by introducing a hierarchy of functions mapping subsets to subsets. The resulting hierarchy of semigroups has a corresponding hierarchy of minimal ideals, or kernels.…

Probability · Mathematics 2016-12-02 G. Budzban , Ph. Feinsilver

We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we investigate to what extent these large conditional…

Statistics Theory · Mathematics 2013-04-26 Laurent Gardes , Stéphane Girard

Kernel regression is an essential and ubiquitous tool for non-parametric data analysis, particularly popular among time series and spatial data. However, the central operation which is performed many times, evaluating a kernel on the data…

Machine Learning · Computer Science 2017-06-01 Yan Zheng , Jeff M. Phillips

In this paper we propose an automatic selection of the bandwidth of the semi-recursive kernel estimators of a regression function defined by the stochastic approximation algorithm. We showed that, using the selected bandwidth and some…

Statistics Theory · Mathematics 2016-07-05 Yousri Slaoui

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed.…

Machine Learning · Statistics 2008-12-18 Zaid Harchaoui , Francis Bach , Eric Moulines

In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…

Statistics Theory · Mathematics 2011-11-22 J. E. Chacón , J. Montanero , A. G. Nogales

This tutorial provides a gentle introduction to kernel density estimation (KDE) and recent advances regarding confidence bands and geometric/topological features. We begin with a discussion of basic properties of KDE: the convergence rate…

Methodology · Statistics 2017-09-13 Yen-Chi Chen