Related papers: Nonparametric density estimation by histogram tren…
The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…
Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…
Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…
We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…
Efficient probability density estimation is a core challenge in statistical machine learning. Tensor-based probabilistic graph methods address interpretability and stability concerns encountered in neural network approaches. However, a…
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…
We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…
A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…
While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…
We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…
Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…
Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…
In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…
Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…
In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…
This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…
Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the…